„Portfolio optimization“

Suchergebnisse

1.000+ Treffer

• Portfolio optimization under different risk constraints with modified memetic algorithms
  Maringer, Dietmar G. ; Winker, Peter 2003 Univ., Staatswiss. Fak.
• R&D project evaluation and project portfolio selection by a new interval type-2 fuzzy optimization approach
  Mohagheghi, V. ; Mousavi, S. M. ; Vahdani, B. ; Shahriari, M. R.
• Stochastic Analysis – Financial Mathematics with Matlab®
  Halidias, Nikolaos ; Stamatiou, Ioannis S. 2025 De Gruyter
• Stochastic analysis – financial mathematics with Matlab®
  Halidias, Nikolaos ; Stamatiou, Ioannis 2025 De Gruyter
• Multi-Criteria Decision Analysis to Support Healthcare Decisions
  Marsh, Kevin ; Goetghebeur, Mireille ; Thokala, Praveen ; Baltussen, Rob M. P. M. 2017 Springer International Publishing
• TEDAS - Tail EventDriven ASsetAllocation
  Härdle, Wolfgang ; Nasekin, Sergey ; Lee, David Kuo Chuen ; Phoon, Kok Fai 2014 Humboldt-Universität zu Berlin
• Portfolio optimization under Solvency II
  Escobar, Marcos ; Kriebel, Paul ; Wahl, Markus ; Zagst, Rudi
• Mcda strategies for portfolio optimization: a case study on Vietnamese stock market dynamics
  Goutte, Stéphane ; Le, Hoang-Viet ; Liu, Fei ; Mettenheim, Hans-Jörg von
• Correction: Tax-Aware Portfolio Construction Via Convex Optimization
  Moehle, Nicholas ; Kochenderfer, Mykel J. ; Boyd, Stephen ; Ang, Andrew
• Enhancing mean–variance portfolio optimization through GANs-based anomaly detection
  Kim, Jang Ho ; Kim, Seyoung ; Lee, Yongjae ; Kim, Woo Chang ; Fabozzi, Frank J.
• Portfolio optimization with pw-robustness
  Gabrel, Virginie ; Murat, Cécile ; Thiele, Aurélie
• Balancing Returns and Responsibility: Markowitz Optimization for ESG-Integrated Portfolios in Morocco
  Oukhouya, Hassan ; El Rhiouane, Afaf ; Guerbaz, Raby ; Zari, Tarek ; El Himdi, Khalid
• Empirical analysis of the trade-offs among risk, return, and climate risk in multi-criteria portfolio optimization
  Utz, Sebastian ; Steuer, Ralph E.
• Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model
  Wei, Siyao ; Luo, Pengfei ; Song, Jiashan ; Jiang, Kunliang
• A note on portfolio optimization with path-dependent utility
  Dohi, Tadashi ; Osaki, Shunji
• Risk management for cryptocurrency portfolios
  He, Yifan ; Lauria, Davide ; Lindquist, W. Brent ; Rachev, Svetlozar (Zari) 2025 De Gruyter
• Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
  Valladão, Davi ; Silva, Thuener ; Poggi, Marcus
• Correction: On the computation of the efficient frontier in advanced sparse portfolio optimization
  Annunziata, Arturo ; Lapucci, Matteo ; Mansueto, Pierluigi ; Pucci, Davide
• Risk Management for Cryptocurrency Portfolios
  He, Yifan ; Lauria, Davide ; Lindquist, W. Brent ; Rachev, Svetlozar (Zari) 2025 De Gruyter
• Benchmark-based deviation and drawdown measures in portfolio optimization
  Zabarankin, Michael ; Grechuk, Bogdan ; Hao, Dawei