Portfolio optimisation: bridging the gap between theory and practice
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Cites work
- 60 years of portfolio optimization: practical challenges and current trends
- A bi-level programming approach for global investment strategies with financial intermediation
- A cooperative bargaining framework for decentralized portfolio optimization
- A global optimization problem in portfolio selection
- A heuristic algorithm for a portfolio optimization model applied to the Milan stock market
- An exact solution approach for portfolio optimization problems under stochastic and integer constraints
- Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
- Enhanced indexation based on second-order stochastic dominance
- Genetic algorithms for portfolio selection problems with minimum transaction lots
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots
- Heuristics for cardinality constrained portfolio optimization
- scientific article; zbMATH DE number 3637582 (Why is no real title available?)
- Kernel search: a new heuristic framework for portfolio selection
- Linear and mixed integer programming for portfolio optimization
- Market neutral portfolios
- Models and simulations for portfolio rebalancing
- Novel approaches for portfolio construction using second order stochastic dominance
- OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
- Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions
- Portfolio-optimization models for small investors
- Selecting portfolios with fixed costs and minimum transaction lots
- Semi-absolute deviation rule for mutual funds portfolio selection
- Twenty years of linear programming based portfolio optimization
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