Efficient frontier - PDFSEARCH.IO - Document Search Engine

Efficient frontier
Results: 37

#	Item
11	Portfolio optimisation: models and solution approaches J.E. Beasley 1 Abstract Add to Reading List Source URL: people.brunel.ac.uk Language: English - Date: 2013-10-14 08:02:10 Investment Mathematical finance Financial markets Financial risk Efficient frontier Portfolio Harry Markowitz Modern portfolio theory Financial economics Finance Economics
12	Accounting A T & Taxation VOLUME 3 NUMBER 1 Add to Reading List Source URL: www.theibfr.com Language: English - Date: 2013-09-06 02:40:58 Investment Mathematical finance Financial ratios Financial markets Financial risk Resampled efficient frontier Two-moment decision models Sharpe ratio Capital asset pricing model Financial economics Statistics Finance
13	Consistency regions and frontiers: using density forecasting to find consistent portfolios N. Meade1 and J.E. Beasley2,3 1 Imperial College Business School, London SW7 2AZ, UK, Add to Reading List Source URL: people.brunel.ac.uk Language: English - Date: 2014-11-04 04:43:37 Mathematical finance Investment Summary statistics Finance Capital asset pricing model Standard deviation Variance Efficient frontier Asset allocation Statistics Financial economics Economics
14	Application of Portfolio Theory to Support Resource Allocation Decisions for Biosecurity Paul Mwebaze \| Economist 11 September 2013 CES/BIOSECURITY FLAGSHIP Add to Reading List Source URL: www.acera.unimelb.edu.au Language: English - Date: 2013-10-28 01:08:22 Mathematical finance Investment Financial risk Modern portfolio theory Efficient frontier Biosecurity Resampled efficient frontier Black–Litterman model Financial economics Finance Economics
15	Heuristics for cardinality constrained portfolio optimisation T.-J. Chang1 N. Meade1 J.E. Beasley1 Y.M. Sharaiha2 Add to Reading List Source URL: aiinfinance.com Language: English - Date: 2012-06-26 15:05:28 Mathematical finance Investment Efficient frontier Mathematical optimization Quadratic programming Normal distribution Mutual fund separation theorem Modern portfolio theory Financial economics Economics Finance
16	METAHEURISTIC APPROACHES TO REALISTIC PORTFOLIO OPTIMISATION by FRANCO RAOUL BUSETTI Add to Reading List Source URL: aiinfinance.com Language: English - Date: 2012-06-26 15:10:57 Investment Mathematical finance Financial risk Operations research Modern portfolio theory Mathematical optimization Genetic algorithm Efficient frontier Cardinality Financial economics Economics Finance
17	[removed]Access Arrangement Information Add to Reading List Source URL: www.aer.gov.au Language: English - Date: 2014-12-10 00:55:13 Economics Financial markets Capital asset pricing model Intertemporal CAPM Arbitrage pricing theory Beta Cost of capital Efficient frontier Portfolio Financial economics Finance Mathematical finance
18	Portfolio Resampling and Efficiency Issues A Master Thesis Presented by Wei Jiao Add to Reading List Source URL: edoc.hu-berlin.de Language: English - Date: 2009-10-31 22:36:32 Investment Mathematical finance Data analysis Statistical inference Resampled efficient frontier Modern portfolio theory Efficient frontier Standard deviation Variance Statistics Financial economics Economics
19	Regulatory Impacts on Credit Portfolio Management Ursula Theiler, Vladimir Bugera, Alla Revenko, Stanislav Uryasev* Risk Training, Carl-Zeiss-Str. 11, D[removed]Bruckmuehl, Germany, mailto: [removed] Add to Reading List Source URL: www.ise.ufl.edu Language: English* - Date: 2013-06-15 17:47:19 Mathematical finance Economics Finance Expected shortfall Diversification Risk Efficient frontier Value at risk RiskMetrics Financial economics Financial risk Actuarial science
20	Presented at Fields Institute October 4, 2011 Risk Management of Portfolios by CVaR Optimization Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2012-02-14 16:12:44 Investment Mathematical finance Financial risk Financial markets Portfolio optimization Harry Markowitz Efficient frontier Diversification Mathematical optimization Financial economics Economics Finance

UPDATE