Results 231 to 240 of about 31,974 (260)

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  

Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)

Mathematics, 2022
OSCAR De La Torre Torres, JOSÉ Álvarez-García   +1 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  

Optimal Portfolio Liquidation with Distress Risk

Management Science, 2010
David Brown, MIGUEL Sousa Lobo
exaly  

Government Debt Control: Optimal Currency Portfolio and Payments

Operations Research, 2015
Abel Cadenillas
exaly  

Analysis of the rebalancing frequency in log-optimal portfolio selection

Quantitative Finance, 2010
Daniel Kuhn, David G Luenberger
exaly