Portfolio optimization / by 338609 Best, Michael J.

PORTFOLIO OPTIMIZATION ALGORITHMS by Ionut Traian LUCA

Subjects: “…portfolio, optimization, algorithms.…”
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PORTFOLIO OPTIMIZATION ALGORITHMS by Ionut Traian LUCA

Subjects: “…portfolio, optimization, algorithms.…”
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Financial portfolio optimization by Tan, Yong Sheng

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Financial portfolio optimization by Chen, Nannan

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Portfolio optimization [electronic resource] / by 338609 Best, Michael J.

Portfolio Optimization for Defence Applications by Kyle Robert Harrison, Saber Elsayed, Ivan Garanovich, Terence Weir, Michael Galister, Sharon Boswell, Richard Taylor, Ruhul Sarker

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Deep deterministic portfolio optimization by Ayman Chaouki, Stephen Hardiman, Christian Schmidt, Emmanuel Sérié, Joachim de Lataillade

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Model Risk in Portfolio Optimization by David Stefanovits, Urs Schubiger, Mario V. Wüthrich

Subjects: “…portfolio optimization…”
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Portfolio optimization with pw-robustness by Virginie Gabrel, Cécile Murat, aurélie Thiele

“…This paper investigates a portfolio optimization problem under uncertainty on the stock returns, where the manager seeks to achieve an appropriate trade-off between the expected portfolio return and the risk of loss. …”
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Equity Portfolio Optimization With Gold by Izabela Pruchnicka-Grabias

Subjects: “…stock portfolio optimization…”
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Signed graphs for portfolio optimization by Bak, Zhee Shuen

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Robust portfolio optimization with covariates by Heng, Darren Kai Hong

“…In this project, we propose ARIMA regression as a methodology for the inclusion of covariate information into a robust CVaR minimization portfolio as a method to improve the performance of the portfolio optimization model. This methodology is compared with a robust CVaR minimization portfolio and an equal weights portfolio and is found to have poor performance in terms of Sharpe ratio and certainty-equivalent return but exhibits better performance when it comes to maximum drawdown. …”
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Genetic algorithms for portfolio optimization by Balasubramaniam, Abhinav Narayana

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Genetic algorithm for portfolio optimization by Upadhyay, Sanjana

“…This paper aims to study the efficiency of introducing variations in the Genetic Algorithm (GA) shown by Sefiane and Benbouziane in “Portfolio Selection using Genetic Algorithm” in order to optimize a multi-objective problem, which in this case is portfolio optimization. There can be multiple solutions to an optimal portfolio of a fixed number of stocks depending on the risk appetite of the investor, which are represented on Markowitz’s Efficient Frontier. …”
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Analysis of portfolio optimization model. by Ng, Sze Sze., Soong, Jane Hui Ling., Tay, Sabrina Hui Jun.

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Relative Robust Portfolio Optimization by Hauser, R, Krishnamurthy, V, Tütüncü, R

Seven sins in portfolio optimization by Schmelzer, T, Hauser, R

Application of Performance Ratios in Portfolio Optimization by Aleš Kresta

Subjects: “…portfolio optimization…”
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Stressed portfolio optimization with semiparametric method by Chuan-Hsiang Han, Kun Wang

Subjects: “…Portfolio optimization…”
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