Results 121 to 130 of about 2,654,710 (200)
A general approach to Bayesian portfolio optimization [PDF]
We develop a general approach to portfolio optimization taking account of estimation risk and stylized facts of empirical finance. This is done within a Bayesian framework.
Bade, Alexander +2 more
core
Different Risk Measures: Different Portfolio Compositions? [PDF]
Traditionally, the measure of risk used in portfolio optimisation models is the variance. However, alternative measures of risk have many theoretical and practical advantages and it is peculiar therefore that they are not used more frequently.
Peter Byrne, Stephen Lee
core
A portfolio selection model based on the knapsack problem under uncertainty. [PDF]
PLoS One, 2019 Vaezi F, Sadjadi SJ, Makui A.
europepmc +1 more source
Learning zero-cost portfolio selection with pattern matching. [PDF]
PLoS One, 2018 Loonat F, Gebbie T.
europepmc +1 more source
Numerical solution of a general interval quadratic programming model for portfolio selection. [PDF]
PLoS One, 2019 Wang J, He F, Shi X.
europepmc +1 more source
Between Nonlinearities, Complexity, and Noises: An Application on Portfolio Selection Using Kernel Principal Component Analysis. [PDF]
Entropy (Basel), 2019 Peng Y +3 more
europepmc +1 more source
Performance of Different Risk Indicators in a Multi-Period Polynomial Portfolio Selection Problem Based on the Credibility Measure. [PDF]
Entropy (Basel), 2019 Zhou J, Shen J, Zhao Z, Gu Y, Zhao M.
europepmc +1 more source
Risk-aware multi-armed bandit problem with application to portfolio selection. [PDF]
R Soc Open Sci, 2017 Huo X, Fu F.
europepmc +1 more source