Results 291 to 300 of about 53,682 (307)

Portfolio Optimization

2021
openaire   +2 more sources

No Arbitrage and the Growth Optimal Portfolio

Stochastic Analysis and Applications, 2007
Kasper Larsen
exaly  

Government Debt Control: Optimal Currency Portfolio and Payments

Operations Research, 2015
Abel Cadenillas
exaly  

A stochastic volatility model and optimal portfolio selection

Quantitative Finance, 2013
Xudong Zeng, Michael Taksar
exaly  

Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time

Mathematics of Operations Research, 1997
Sid Browne
exaly  

Dynamic value at risk under optimal and suboptimal portfolio policies

European Journal of Operational Research, 2001
Gianluca Fusai, Elisa Luciano
exaly  

Optimal computing budget allocation to the differential evolution algorithm for large-scale portfolio optimization

Journal of Simulation, 2017
Wei-Han Liu
exaly  

Optimal Portfolio

2023
openaire   +1 more source

Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection

IEEE Transactions on Automatic Control, 2014
Xiangyu Cui, Xun Li, Duan Li
exaly  

Optimal portfolios

2000
Ralf Korn, Elke Korn
openaire   +1 more source