Search Results - "Portfolio optimization"

Hybridising metaheuristics and exact methods for portfolio optimisation problem by Cui, Tianxiang

Subjects: “…Portfolio optimization…”
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Evolutionary approaches for portfolio optimization by Lwin, Khin Thein

Subjects: “…Portfolio Optimization…”
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Markov decision process algorithms for wealth allocation problems with defaultable bonds by Pérez López, Iker, Hodge, David, Le, Huiling

Subjects: “…Portfolio Optimization; Defaultable Bonds; Markov Decision Processes…”
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Advanced computational methods in portfolio optimisation by Jin, Yan

Subjects: “…portfolio optimization…”
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Mean-VaR portfolio optimization: a nonparametric approach by Lwin, Khin T., Qu, Rong, MacCarthy, Bart L.

Subjects: “…Multi-objective Constrained Portfolio Optimization…”
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On the performance of the minimum VaR portfolio by Durand, Robert, Gould, John, Maller, R.

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Climate policy uncertainty and power generation investments: A real options-CVaR portfolio optimization approach by ShahNazari, M., Maybee, Bryan, Whale, J., McHugh, A.

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Non-transferable non-hedgeable executive stock option pricing by Colwell, D., Feldman, D., Hu, Wei

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A hybrid combinatorial approach to a two-stage stochastic portfolio optimization model with uncertain asset prices by Cui, Tianxiang, Bai, Ruibin, Ding, Shusheng, Parkes, Andrew J., Qu, Rong, He, Fang, Li, Jingpeng

Subjects: “…Hybrid Algorithm; Combinatorial Approach; Stochastic Programming; Population-based Incremental Learning; Local Search; Learning Inheritance; Portfolio Optimization Problem…”
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Implications of consensus target prices by Munda, Gal

Subjects: “…Black-Litterman portfolio optimization…”
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Cvar-Based Robust Models For Portfolio Selection by Sun, Y., Aw, E.L.G., Li, Bin, Teo, Kok Lay, Sun, Jie

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