Results 201 to 210 of about 4,210 (220)

A Multi-Agent Framework for Quantitative Finance : An Application to Portfolio Management Analytics

Proceedings of the 2025 Conference on Empirical Methods in Natural Language Processing: Industry Track
Sayani Kundu, Dushyant Sahoo, Victor Li, Jennifer Rabowsky, Amit Varshney   +4 more
openaire   +1 more source

Risk measures and portfolio analysis in the paradigm of climate finance: a review

SN Business & Economics, 2023
Siddhartha P Chakrabarty, Suryadeepto Nag, Chakrabarty Siddhartha P   +2 more
exaly  

Using a portfolio management game (Finesse) to teach finance

Accounting Education, 2000
D M Power, C D Sinclair
exaly  

Teaching empirical finance courses: A project on portfolio management

Cogent Economics and Finance, 2016
Bruce Morley, Steve Cook
exaly  

Governing the Portfolio Management Process for Product Innovation—A Quantitative Analysis on the Relationship Between Portfolio Management Governance, Portfolio Innovativeness, and Firm Performance

IEEE Transactions on Engineering Management, 2014
Patrick Spieth
exaly  

Neural network copula portfolio optimization for exchange traded funds

Quantitative Finance, 2018
Yang Zhao, Charalampos Stasinakis, Georgios Sermpinis   +2 more
exaly  

Haar wavelets-based approach for quantifying credit portfolio losses

Quantitative Finance, 2014
Josep J Masdemont, Luis Ortiz-Gracia
exaly  

Risk-Return Relationship and Portfolio Management

India Studies in Business and Economics, 2019
Raj S Dhankar
exaly  

On the feasibility of portfolio optimization under expected shortfall

Quantitative Finance, 2007
Imre Kondor
exaly  

Risk measures in quantitative finance

International Journal of Business Continuity and Risk Management, 2010
Sovan Mitra
exaly