A Benchmark Approach to Portfolio Optimization Under Partial Information

Asia-Pacific Financial Markets - United States
doi 10.1007/s10690-007-9045-x
Full Text
Abstract

Available in full text

Categories
Finance
Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Portfolio Optimization Under Partial Information With Expert Opinions

2012English

Multi-Portfolio Optimization: A Potential Game Approach

Lecture Notes of the Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering
Computer NetworksCommunications
2012English

Minimax Portfolio Optimization Under Interval Uncertainty

Journal of Advanced Computational Intelligence and Intelligent Informatics
Computer VisionPattern RecognitionHuman-Computer InteractionArtificial Intelligence
2015English

An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints

SSRN Electronic Journal
2007English

Portfolio Optimization of Credit Swap Under Funding Costs

Probability, Uncertainty and Quantitative Risk
2017English

Horsetail Matching: A Flexible Approach to Optimization Under Uncertainty

Engineering Optimization
ControlIndustrialOptimizationApplied MathematicsManufacturing EngineeringManagement ScienceComputer Science ApplicationsOperations Research
2017English

On a Model of Portfolio Selection With Benchmark

SSRN Electronic Journal
2000English

Time-Consistent Mean–variance Portfolio Optimization: A Numerical Impulse Control Approach

Insurance: Mathematics and Economics
UncertaintyEconomicsStatisticsEconometricsProbability
2018English

A Parametric Sharpe Ratio Optimization Approach for Fuzzy Portfolio Selection Problem

Mathematical Problems in Engineering
MathematicsEngineering
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy