Amanote Research
Register
Sign In
Portfolio Optimization and Long-Term Dependence
doi 10.32468/be.622
Full Text
Open PDF
Abstract
Available in
full text
Date
September 1, 2010
Authors
Carlos Eduardo León-Rincón
Alejandro Reveiz-Herault
Publisher
Banco de la República
Related search
Multivariate Dependence and Portfolio Optimization Algorithms Under Illiquid Market Scenarios
European Journal of Operational Research
Information Systems
Simulation
Management Science
Management
Computer Science
Modeling
Operations Research
Long-Term Portfolio Choice Given Uncertain Personal Savings
SSRN Electronic Journal
The Evolution of Insurer Portfolio Investment Strategies for Long-Term Investing
OECD Journal: Financial Market Trends
Long Term Evolution Planning and Optimization Based Downlink Scheduling
International Journal of Computer Applications
Portfolio Optimization With Metaheuristics
Finance and Market
Heuristic Optimization Using Long, Medium, and Short Term Memories
IEEJ Transactions on Electronics, Information and Systems
Electronic Engineering
Electrical
Portfolio Optimization Retail Investor
Proceedings of the Voronezh State University of Engineering Technologies
Large-Scale Portfolio Optimization
Management Science
Management Science
Management
Operations Research
Strategy
Hedging Long-Term Exposures of a Well-Diversified Portfolio With Short-Term Stock Index Futures Contracts
Mathematical Problems in Engineering
Mathematics
Engineering