Narrow search
Showing 741 - 750 of 126,389
Cover Image
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert; Ceffer, Attila; Levendovszky, János - In: Computational economics 49 (2017) 4, pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Cover Image
Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun; Xu, Zuo Quan - In: Operations research letters 44 (2016) 6, pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
Cover Image
A characterization of the SSD-efficient frontier of portfolio weights by means of a set of mixed-integert linear constraints
Rodríguez Longarela, Iñaki - In: Management science : journal of the Institute for … 62 (2016) 12, pp. 3549-3554
Persistent link: https://www.econbiz.de/10011626383
Cover Image
Dynamic tracking error with shortfall control using stochastic programming
Barro, Diana; Canestrelli, Elio - 2012
Persistent link: https://www.econbiz.de/10011629033
Cover Image
Decomposability and time consistency of risk averse multistage programs
Shapiro, Alexander; Ugurlu, K. - In: Operations research letters 44 (2016) 5, pp. 663-665
Persistent link: https://www.econbiz.de/10011596625
Cover Image
Risk reducers in convex order
He, Junnan; Tang, Qihe; Zhang, Huan - In: Insurance / Mathematics & economics 70 (2016), pp. 80-88
Persistent link: https://www.econbiz.de/10011597183
Cover Image
Multistage portfolio optimization with stocks and options
Davari-Ardakani, Hamed; Aminnayeri, Majid; Seifi, Abbas - In: International transactions in operational research : … 23 (2016) 3, pp. 593-622
Persistent link: https://www.econbiz.de/10011578018
Cover Image
A note on the quantile formulation
Xu, Zuo Quan - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 589-601
Persistent link: https://www.econbiz.de/10011583612
Cover Image
Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous-time mean-variance asset allocation under stochastic volatility
Ma, K.; Forsyth, Peter - In: The journal of computational finance 20 (2016) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10011639504
Cover Image
On exact and approximate stochastic dominance strategies for portfolio selection
Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; … - In: European journal of operational research : EJOR 259 (2017) 1, pp. 322-329
Persistent link: https://www.econbiz.de/10011644989