Portfolio Optimization and Performance Analysis
From MaRDI portal
Recommendations
Cited in
(41)- Portfolio optimization with performance ratios
- Short communication: utility-based acceptability indices
- Fuzzy portfolio optimization. Advances in hybrid multi-criteria methodologies
- Hedging global environment risks: an option based portfolio insurance
- Stochastic Portfolio Theory: an Overview
- Optimal portfolio positioning within generalized Johnson distributions
- Macroscopic relationship in primal-dual portfolio optimization problem
- Introduction to Modern Portfolio optimization with NUOPT and S-PLUS
- On the optimality of path-dependent structured funds: the cost of standardization
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs
- Long run risk sensitive portfolio with general factors
- Sparsity penalized mean-variance portfolio selection: analysis and computation
- Optimal portfolio policies under bounded expected loss and partial information
- Risk management of time varying floors for dynamic portfolio insurance
- Bayesian learning in dynamic portfolio selection under a minimax rule
- Optimal portfolio choice and consistent performance
- Advanced Portfolio Techniques
- A biobjective approach to recoverable robustness based on location planning
- Multi-period portfolio management and a simple method for calculating the realized return with transaction costs
- Portfolio insurance: gap risk under conditional multiples
- scientific article; zbMATH DE number 1304943 (Why is no real title available?)
- Portfolio analytics. An introduction to return and risk measurement
- Optimal investment strategies for participating contracts
- Portfolio construction and risk budgeting
- Dynamic preferences for popular investment strategies in pension funds
- Optimization problems involving group sparsity terms
- Sustainable asset accumulation and dynamic portfolio decisions
- The DTC (difference of tangentially convex functions) programming: optimality conditions
- Linear programming models based on omega ratio for the enhanced index tracking problem
- Mixed-asset portfolio allocation under mean-reverting asset returns
- Signature-based community detection for time series
- Risk-return relationship and portfolio management
- Risk-based approaches to asset allocation. Concepts and practical applications
- Bi-objective reliability based optimization: an application to investment analysis
- Dynamic portfolio optimization with risk management and strategy constraints
- Mathematical Portfolio Theory and Analysis
- Index tracking via reparameterizable subset sampling in neural networks
- Long-term optimal portfolios with floor
- Sparse portfolio selection via topological data analysis based clustering
- Portfolio analysis with general commission
- On surrender and default risks
This page was built for publication: Portfolio Optimization and Performance Analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3428687)