Results 301 to 310 of about 7,461,083 (331)

Overfitting in portfolio optimization

Journal of Risk Model Validation, 2023
Matteo Maggiolo, Oleg Szehr
openaire   +1 more source

A Survey on Gaps between Mean-Variance Approach and Exponential Growth Rate Approach for Portfolio Optimization

ACM Computing Surveys, 2023
Zhao-Rong Lai, Haisheng Yang
exaly  

Minimax and Biobjective Portfolio Selection Based on Collaborative Neurodynamic Optimization

IEEE Transactions on Neural Networks and Learning Systems, 2021
Jun Wang, Man-Fai Leung
exaly  

Portfolio Optimization

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

Decentralized Robust Portfolio Optimization Based on Cooperative-Competitive Multiagent Systems

IEEE Transactions on Cybernetics, 2022
Duan Li, Jun Wang, Man-Fai Leung
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

Cardinality-constrained portfolio selection via two-timescale duplex neurodynamic optimization

Neural Networks, 2022
Jun Wang, Man-Fai Leung, Hangjun Che
exaly  

A Comprehensive Survey on Portfolio Optimization, Stock Price and Trend Prediction Using Particle Swarm Optimization

Archives of Computational Methods in Engineering, 2020
Ankit Thakkar, Kinjal Chaudhari
semanticscholar   +1 more source

Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach

Operations Research, 2003
Laurent El Ghaoui, François Oustry
exaly