Pages that link to "Item:Q2514707"
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The following pages link to 60 years of portfolio optimization: practical challenges and current trends (Q2514707):
Displayed 50 items.
- A linearized value-at-risk model with transaction costs and short selling (Q320109) (← links)
- Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- On the strategic behavior of large investors: a mean-variance portfolio approach (Q323400) (← links)
- Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (Q342247) (← links)
- Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
- Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
- Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494) (← links)
- Long-run wavelet-based correlation for financial time series (Q724160) (← links)
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- The effect of regularization in portfolio selection problems (Q828760) (← links)
- Fuzzy views on Black-Litterman portfolio selection model (Q1621186) (← links)
- Robust equity portfolio performance (Q1621912) (← links)
- Tracking hedge funds returns using sparse clones (Q1621921) (← links)
- A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
- Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence (Q1681292) (← links)
- Risk tomography (Q1681334) (← links)
- Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
- On the Bayesian interpretation of Black-Litterman (Q1751675) (← links)
- The dynamic Black-Litterman approach to asset allocation (Q1751931) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
- Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
- Comonotonic approximation to periodic investment problems under stochastic drift (Q1754039) (← links)
- Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
- A bi-level programming approach for global investment strategies with financial intermediation (Q1755269) (← links)
- A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
- A parametric Sharpe ratio optimization approach for fuzzy portfolio selection problem (Q1992962) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (Q2003588) (← links)
- High-end weapon equipment portfolio selection based on a heterogeneous network model (Q2022189) (← links)
- Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
- Horses for courses: mean-variance for asset allocation and \(1/N\) for stock selection (Q2028868) (← links)
- Portfolio decision analysis: recent developments and future prospects (Q2030321) (← links)
- Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
- Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation (Q2030733) (← links)
- Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Multi-period portfolio selection with investor views based on scenario tree (Q2073082) (← links)
- Pandemic portfolio choice (Q2083972) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (Q2140218) (← links)
- A combinatorial optimization approach to scenario filtering in portfolio selection (Q2146965) (← links)
- Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← links)
- A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684) (← links)
- Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096) (← links)
- The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
- Portfolio optimization with behavioural preferences and investor memory (Q2239976) (← links)
- Dealing with complex transaction costs in portfolio management (Q2241051) (← links)
- Minimum Rényi entropy portfolios (Q2241052) (← links)