Combining Equilibrium, Resampling, and Analyst’s Views in Portfolio Optimization

Journal of Banking and Finance - Netherlands
doi 10.1016/j.jbankfin.2011.11.023
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Geometric Modelling of Portfolio and Risk in Market Equilibrium

Marketing and Management of Innovations
2018English

Portfolio Optimization With Metaheuristics

Finance and Market
2017English

Portfolio Optimization Retail Investor

Proceedings of the Voronezh State University of Engineering Technologies
2016English

Large-Scale Portfolio Optimization

Management Science
Management ScienceManagementOperations ResearchStrategy
1984English

Multiplicity in General Financial Equilibrium With Portfolio Constraints

Journal of Economic Theory
EconomicsEconometrics
2008English

Portfolio Optimization and Long-Term Dependence

2010English

Portfolio Optimization in Secondary Spectrum Markets

2011English

Application of Performance Ratios in Portfolio Optimization

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
AgriculturalBiological Sciences
2015English

Risk-Sensitive Portfolio Optimization and Its Applications

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy