„portfolio optimisation“

Suchergebnisse

1.000+ Treffer

• Dynamic Return Scenario Generation Approach for Large-Scale Portfolio Optimisation Framework
  Neděla, David ; Ortobelli Lozza, Sergio ; Tichý, Tomáš
• Portfolio optimisation in an uncertain world
  Jong, Marielle ˜deœ
• Research on the implementation and effectiveness evaluation of deep reinforcement learning algorithms for portfolio optimisation
  Yunxiang, Gao ; Bangying, Tang
• Energy portfolio optimisation under uncertainty – multistage stochastic models for optimising energy procurement and power plant operation planning
  Guba, Nadine ; Werners, Brigitte ; Steven, Marion 2018 Ruhr-Universität Bochum
• Portfolio optimisation and calibration with credit risk
  Baydar, Evren
• Stochastic Calculus with Applications to Stochastic Portfolio Optimisation
  Michelbrink, Daniel 2008 Diplom.de
• A Beta-return Efficient Portfolio Optimisation Following the CAPM – An Analysis of International Markets and Sectors
  2015 Springer Fachmedien Wiesbaden
• Tail Event Driven ASset allocation
  Härdle, Wolfgang Karl ; Chuen, David Lee Kuo ; Nasekin, Sergey ; Ni, Xinwen ; Petukhina, Alla 2015 Humboldt-Universität zu Berlin
• Recursive Portfolio Selection with Decision Trees
  Andriyashin, Anton ; Härdle, Wolfgang ; Timofeev, Roman 2008 Humboldt-Universität zu Berlin
• Parameter estimation risk in portfolio optimisation - an application to Smart Beta investment strategies
  Himbert, Benedikt W. 2018
• Neural Networks and the Financial Markets – Predicting, Combining and Portfolio Optimisation
  Shadbolt, Jimmy 2002 Springer London
• CVR-penalised portfolio optimisation with biased stochastic mirror descent
  Costa, Manon ; Gadat, Sébastien ; Huang, Lorick
• Portfolio optimisation via strategy-specific eigenvector shrinkage
  Goldberg, Lisa R. ; Gurdogan, Hubeyb ; Kercheval, Alec
• Utilizing the real estate investment trusts for portfolio optimisation by application of genetic algorithm
  XU, Li ; Matac, Liviu Marian ; Espinosa Cristia, Juan Felipe ; Dias, Rui ; Pavel, Codruta-Daniela
• Scenario optimisation of credit risky portfolios
  Bohrmann, Jürgen 2007 IFA
• Portfolio Selection Using Multi-Objective Optimisation
  Agarwal, Saurabh 2017 Springer International Publishing
• Portfolio optimisation with strictly positive transaction costs and impulse control
  Korn, Ralf
• Project portfolio designing using data envelopment analysis and De Novo optimisation
  Fiala, Petr
• Portfolio Optimisation Using Risky Assets with Options as Derivative Insurance
  Maasar, Mohd A. ; Roman, Diana ; Date, Paresh 2016 Schloss Dagstuhl – Leibniz-Zentrum für Informatik
• Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
  Czichowsky, Christoph ; Peyre, Rémi ; Schachermayer, Walter ; Yang, Junjian