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Non-Linear Transaction Costs Inclusion in Mean-Variance Optimization

Author(s): José Euclides de Melo Ferraz | Christian Johannes Zimmer
MULTIVARIATE RISK-RETURN DECISION MAKING WITHIN DYNAMIC ESTIMATION

Author(s): Josip Arnerić , Elza Jurun, and Snježana Pivac,
Stochastic Portfolio Selection Using Breeding Swarm Optimization

Author(s): Shahab Mohammad Moradi | Hamid Khaloozadeh | Nosratollah Forghani
Management of Portfolio Investment Held by Pension Funds

Author(s): Gabriela Anghelache | Dan Armeanu
MULTIVARIATE RISK-RETURN DECISION MAKING WITHIN DYNAMIC ESTIMATION

Author(s): Josip Arnerić1, Elza Jurun, 2 and Snježana Pivac, 3
A flexible architecture for modeling and simulation of diffusional association

Author(s): Fiete Haack | Stefan Leye | Adelinde M. Uhrmacher
Using Multiojective Algorithms to Solve the Discrete Mean-Variance Portfolio Selection

Author(s): Konstantinos Anagnostopoulos | George Mamanis
A Multi-Period Mean-Variance Portfolio Selection Problem

Author(s): Oswaldo Luiz do Valle Costa | Rodrigo de Barros Nabholz
Dynamic Model for Portfolio Optimization

Author(s): Cristinca Fulga
Evolutionary Methods for Multi-Objective Portfolio Optimization

Author(s): I. Radziukyniene | A. Xilinskas
Determining an Efficient Frontier in a Stochastic Moment Setting

Author(s): Christian Johannes Zimmer | Beat Matthias Niederhauser
International Portfolio Optimization with Higher Moments

Author(s): Maroua MHIRI | Jean-Luc PRIGENT
Using Multiojective Algorithms to Solve the Discrete Mean-Variance Portfolio Selection

Author(s): Konstantinos Anagnostopoulos | George Mamanis
Multivariate Risk-Return Decision Making Within Dynamic Estimation

Author(s): Josip Arnerić | Elza Jurun | Snježana Pivac
Multivariate Risk-Return Decision Making Within Dynamic Estimation

Author(s): Josip Arnerić | Elza Jurun | Snježana Pivac
Hedging Portfolios with Short ETFs

Author(s): Thorsten Michalik | Leo Schubert
Selección de Carteras de Fondos de Inversión Socialmente Responsables mediante Programación por Metas con Tecnología Difusa

Author(s): Bilbao-Terol Amelia | Arenas-Parra M.Mar | Rodríguez-Uría M.Victoria | Cañal Fernández Verónica
PRIVATE BANKING AND WEALTH MANAGEMENT SERVICES OFFERED BY BANKS

Author(s): IMOLA DRIGĂ | DORINA NIŢĂ | IOAN CUCU
Electricity Contracts Portfolio Selection Based on the Optimization of the Omega Measurement

Author(s): Leonardo Lima Gomes | Luiz Eduardo Brandão | Antônio Carlos Figueiredo Pinto
Some of the unanswered questions in finance

Author(s): Đurić Dragana M.
A new IPSO-SA approach for cardinality constrained portfolio optimization

Author(s): Marzieh Mozafari | Sajedeh Tafazzoli | Fariborz Jolai
Dynamic shortfall constraints for optimal portfolios

Author(s): Daniel Akume | Bernd Luderer | Ralf Wunderlich
Portfolio Optimization of Equity Mutual Funds—Malaysian Case Study

Author(s): Adem Kılıçman | Jaisree Sivalingam
Analytical Hierarchy Process and Goal Programming Approach for Asset Allocation

Author(s): Tov Assogbavi | Arif Marouane | Komlan Sedzro
Analytical Hierarchy Process and Goal Programming Approach for Asset Allocation

Author(s): Tov Assogbavi | Arif Marouane | Komlan Sedzro
An empirical comparison of different risk measures in portfolio optimization

Author(s): Lam Weng Hoe | Jaaman Saiful Hafizah | Isa Zaidi
Performance of Listed State-owned Enterprises using Sortino Ratio Optimization

Author(s): Chun-Teck Lye | Nurul Afidah Mohamad Yusof
Commercializing Biorefinery Technology: A Case for the Multi-Product Pathway to a Viable Biorefinery

Author(s): Thomas E. Amidon | Biljana Bujanovic | Shijie Liu | Joel R. Howard
A Comparison of Minimum Risk Portfolios under the Credit Crunch Crisis

Author(s): Theodoros Mavralexakis | Konstantinos Kiriakopoulos | George Kaimakamis | Alexandros Koulis
RESOURCE REALLOCATION MODELS FOR DETERMINISTIC NETWORK CONSTRUCTION PROJECTS

Author(s): Avner BEN-YAIR | Nitzan SWID | Dimitri GOLENKO-GINZBURG | Olga GRECHKO
An Optimization of the Risk Management using Derivatives

Author(s): Ovidiu ŞONTEA | Ion STANCU
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