Results 311 to 320 of about 423,008 (325)
Some of the next articles are maybe not open access.
2017
In this chapter I recognize the importance of the stochastic programming as a significant tool in financial planning. The current practice of portfolio optimization is still limited to the simple formulation of linear programming (LR) or quadratic programming (QR) type.
openaire +1 more source
In this chapter I recognize the importance of the stochastic programming as a significant tool in financial planning. The current practice of portfolio optimization is still limited to the simple formulation of linear programming (LR) or quadratic programming (QR) type.
openaire +1 more source
2008
In many financial problems, small variations in some inputs may result in big changes in the outputs. In this talk, we consider the problem of portfolio selection as suggested by Markowitz. This model relies on a covariance matrix usually estimated using historical returns of the assets under consideration.
openaire +1 more source
In many financial problems, small variations in some inputs may result in big changes in the outputs. In this talk, we consider the problem of portfolio selection as suggested by Markowitz. This model relies on a covariance matrix usually estimated using historical returns of the assets under consideration.
openaire +1 more source