Results 231 to 240 of about 35,219 (260)

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  

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

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

Portfolio Optimization

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

PORTFOLIO OPTIMIZATION

2020
SRIVASTAVA NIMISHA, SHARMA GUNJAN, NASR SHADI KAMAL, SHARABY FATEEN   +3 more
openaire   +2 more sources

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  

UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL

Cybernetics and Systems, 2010
Yuanguo Zhu
exaly  

Optimal consumption and portfolio choice with ambiguity and anticipation

Information Sciences, 2007
Weiyin Fei
exaly  

No Arbitrage and the Growth Optimal Portfolio

Stochastic Analysis and Applications, 2007
Kasper Larsen
exaly  

Analysis of the rebalancing frequency in log-optimal portfolio selection

Quantitative Finance, 2010
Daniel Kuhn, David G Luenberger
exaly