Portfolio Optimization

被引：0
|
作者：
Comerford, David
机构：
来源：
ANNALS OF ACTUARIAL SCIENCE | 2011年 / 5卷 / 02期
关键词：
D O I：
10.1017/S1748499511000200
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：307 / 308
页数：2
相关论文
共 50 条
  • [21] Portfolio optimization and performance evaluation: An application to a customer portfolio
    Juhl H.J.
    Christensen M.
    Journal of Marketing Analytics, 2013, 1 (3) : 156 - 173
  • [22] From Portfolio Management to Portfolio Optimization - Application Portfolio Management in the SOA Era
    Maryan, Jacek P.
    2009 IEEE CONGRESS ON SERVICES (SERVICES-1 2009), VOLS 1 AND 2, 2009, : 477 - 481
  • [23] Particle swarm optimization approach to portfolio optimization
    Cura, Tunchan
    NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS, 2009, 10 (04) : 2396 - 2406
  • [24] Robust multiobjective optimization & applications in portfolio optimization
    Fliege, Joerg
    Werner, Ralf
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2014, 234 (02) : 422 - 433
  • [25] Bacterial Foraging Optimization Approach to Portfolio Optimization
    Kao, Yucheng
    Cheng, Hsiu-Tzu
    COMPUTATIONAL ECONOMICS, 2013, 42 (04) : 453 - 470
  • [26] Multiobjective Extremal Optimization for Portfolio Optimization Problem
    Chen, Min-Rong
    Weng, Jian
    Li, Xia
    2009 IEEE INTERNATIONAL CONFERENCE ON INTELLIGENT COMPUTING AND INTELLIGENT SYSTEMS, PROCEEDINGS, VOL 1, 2009, : 552 - +
  • [27] Bacterial Foraging Optimization Approach to Portfolio Optimization
    Yucheng Kao
    Hsiu-Tzu Cheng
    Computational Economics, 2013, 42 : 453 - 470
  • [28] Continuous time portfolio optimization
    Bahirai, Alireza
    Abbasi, Behzad
    Omidi, Farahnaz
    Hamzah, Nor Aishah
    Yaakub, Abdul Hadi
    INTERNATIONAL JOURNAL OF NONLINEAR ANALYSIS AND APPLICATIONS, 2015, 6 (02): : 103 - 112
  • [29] Risk and utility in portfolio optimization
    Cohen, MH
    Natoli, VD
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2003, 324 (1-2) : 81 - 88
  • [30] Feature selection for portfolio optimization
    Thomas Trier Bjerring
    Omri Ross
    Alex Weissensteiner
    Annals of Operations Research, 2017, 256 : 21 - 40
12345