MDP Algorithms for Portfolio Optimization Problems in Pure Jump Markets

Finance and Stochastics - Germany
doi 10.1007/s00780-009-0093-0
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Portfolio Optimization in Secondary Spectrum Markets

2011English

Optimal Portfolio for HARA Utility Functions in a Pure Jump Multidimensional Incomplete Market

International Journal of Risk Assessment and Management
StatisticsProbabilityBusinessUncertaintyInternational ManagementManagement ScienceOperations Research
2009English

LP Algorithms for Portfolio Optimization: The PortfolioOptim Package

R Journal
UncertaintyNumerical AnalysisStatisticsProbability
2018English

Evolutionary Algorithms for Dynamic Optimization Problems

2005English

Local Search for Parallel Optimization Algorithms for High Diminsional Optimization Problems

MATEC Web of Conferences
Materials ScienceEngineeringChemistry
2018English

Comparative Evaluation of Fuzzy Logic and Genetic Algorithms Models for Portfolio Optimization

Management Science Letters
AccountingManagementBusiness
2017English

Particle Swarm Optimization Algorithms for Solving Many-Objective Problems

Journal of Computational Interdisciplinary Sciences
2016English

Multivariate Dependence and Portfolio Optimization Algorithms Under Illiquid Market Scenarios

European Journal of Operational Research
Information SystemsSimulationManagement ScienceManagementComputer ScienceModelingOperations Research
2017English

Adaptive Contract Design for Crowdsourcing Markets: Bandit Algorithms for Repeated Principal-Agent Problems

Journal of Artificial Intelligence Research
Artificial Intelligence
2016English

Amanote Research

Note-taking for researchers

Follow Amanote

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

Privacy PolicyRefund Policy