Results 201 to 210 of about 17,408 (211)

Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market

Management Science, 1991
Hiroshi Konno
exaly  

Machine Learning and Portfolio Optimization

Management Science, 2018
Andrew Lim, Gah-Yi Ban, Noureddine El Karoui   +2 more
exaly  

Dynamic Portfolio Optimization with Transaction Costs: Heuristics and Dual Bounds

Management Science, 2011
David Brown, James E Smith
exaly  

Particle swarm optimization approach to portfolio optimization

Nonlinear Analysis: Real World Applications, 2009
Tunchan Curá
exaly  

Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem

Expert Systems With Applications, 2011
Yi Wang, Kesheng Wang
exaly  

A comprehensive review of deterministic models and applications for mean-variance portfolio optimization

Expert Systems With Applications, 2019
Mehmet Anil Akbay, Can Kalayci
exaly  

Uncertain portfolio optimization problem under a minimax risk measure

Applied Mathematical Modelling, 2019
Kok Lay Teo
exaly  

The benefits of differential variance-based constraints in portfolio optimization

European Journal of Operational Research, 2014
Haim Levy, Moshe Levy
exaly  

An MCDM approach to portfolio optimization

European Journal of Operational Research, 2004
Kathrin Klamroth, Matthias Ehrgott
exaly  

Conditional value-at-risk in portfolio optimization: Coherent but fragile

Operations Research Letters, 2011
Andrew Lim, J George Shanthikumar
exaly