Results 61 to 70 of about 45,592 (214)
Utility-Deviation-Risk Portfolio Selection
SIAM Journal on Control and Optimization, 2017 Summary: We here provide a comprehensive study of the utility-deviation-risk portfolio selection problem. By considering the first-order condition for the corresponding objective function, we first derive the necessary condition that the optimal terminal wealth satisfying two mild regularity conditions solves for a primitive static problem, called the \
Wong, KC, Yam, SCP, Zheng, H
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Generating datasets for the project portfolio selection and scheduling problem. [PDF]
Data Brief, 2022 Harrison KR +5 more
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Online Parallel Portfolio Selection with Heterogeneous Island Model [PDF]
, 2018 Štěpán Balcar, Martin Pilát
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A Single Period Multi Objective Mathematical Model for Portfolio
مدیریت تولید و عملیات, 2015 Optimal portfolio selection and how to invest in, is one of the key issues which is considered in the capital market and should be paid attention by investors.
mehdi abzari +3 more
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Multi-period uncertain portfolio selection model with prospect utility function. [PDF]
PLoS One, 2022 Guo G, Xiao Y, Yao C.
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An Intelligent Fusion Model with Portfolio Selection and Machine Learning for Stock Market Prediction. [PDF]
Comput Intell Neurosci, 2022 Padhi DK +4 more
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Robust optimization approaches for portfolio selection: a comparative analysis. [PDF]
Ann Oper Res, 2021 Georgantas A, Doumpos M, Zopounidis C.
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The Markowitz model for portfolio selection
Management Letters/Cuadernos de Gestión, 2002 Since its first appearance, The Markowitz model for portfolio selection has been a basic theoretical reference, opening several new development options.
MARIAN ZUBIA ZUBIAURRE +2 more
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RPS: Portfolio asset selection using graph based representation learning
Intelligent Systems with ApplicationsPortfolio optimization is one of the essential fields of focus in finance. There has been an increasing demand for novel computational methods in this area to compute portfolios with better returns and lower risks in recent years.
MohammadAmin Fazli +3 more
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SSRN Electronic Journal, 2000 The Markowitz (1959) mean-variance efficient frontier is the standard theoretical model for normative investment behaviour. It is still in practice the method of choice for optimal portfolio construction although among practitioners it has nearly lost its character of 'optimal' tool.
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