Results 221 to 230 of about 2,901,594 (253)

Portfolio Optimization

The specific thesis aims at providing useful information in portfolio management and contributes to the conclusion of the best way to create an efficient portfolio. It consists of two parts, a theoretical and empirical. In the theoretical part, basic information, that an investor should take into consideration, is provided.
openaire   +2 more sources

Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case

Management Science, 2022
Guofu Zhou, Raymond Kan, Xiaolu Wang
exaly  

Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns

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

Portfolio Optimization

2011
Manfred Gilli, Dietmar Maringer, Enrico Schumann   +2 more
openaire   +1 more source

A Mean Field Game of Optimal Portfolio Liquidation

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

PORTFOLIO OPTIMIZATION

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

Portfolio Optimization

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

UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL

Cybernetics and Systems, 2010
Yuanguo Zhu
exaly  

Robust Growth-Optimal Portfolios

Management Science, 2016
Napat Rujeerapaiboon, Daniel Kuhn, Wolfram Wiesemann   +2 more
exaly  

A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios

Mathematics of Operations Research, 1986
Stanley Roy Pliska
exaly