Results 231 to 240 of about 31,021 (259)

Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns

Journal of Optimization Theory and Applications, 2023
Tomer Shushi, Nicola Loperfido, Shushi Tomer   +2 more
exaly  

A Mean Field Game of Optimal Portfolio Liquidation

Mathematics of Operations Research, 2021
Guanxing Fu, Ulrich Horst, Alexandre Popier   +2 more
exaly  

The optimal solution of ESG portfolio selection models that are based on the average ESG score

Operations Research Letters, 2022
Tomer Shushi
exaly  

Optimal investment portfolio strategies for power enterprises under multi-policy scenarios of renewable energy

Renewable and Sustainable Energy Reviews, 2022
Liyun Liu, Dequn Zhou
exaly  

Portfolio Optimization

Wilmott, 2013
Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer   +3 more
openaire   +2 more sources

Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty

Quantitative Finance, 2021
Wolfgang Schmid, Taras Bodnar, Nestor Parolya   +2 more
exaly  

UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL

Cybernetics and Systems, 2010
Yuanguo Zhu
exaly  

Electricity portfolio management: Optimal peak/off-peak allocations

Energy Economics, 2009
Ronald Huisman
exaly  

Optimal consumption and portfolio choice with ambiguity and anticipation

Information Sciences, 2007
Weiyin Fei
exaly  

Optimal Portfolio Liquidation with Distress Risk

Management Science, 2010
MIGUEL Sousa Lobo, David B Brown
exaly