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Portfolio optimization
Results: 213

#	Item
111	Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time Christoph Czichowsky Department of Mathematics ETH Zurich Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 15:12:41 Optimal control Mathematical optimization Data analysis Probability theory Variance Harry Markowitz Hamilton–Jacobi–Bellman equation Statistics Control theory Economics
112	Framework General case Examples Optimal investment under relative performance concerns Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 11:06:37 Economics Finance Mathematical optimization Operations research Exponential utility Portfolio optimization Hyperbolic absolute risk aversion Utility Financial economics Investment
113	The Problem Decoupling Examples Portfolio insurance under risk-measure constraint Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 15:36:53 Coherent risk measure Decoupling Risk measure Mathematical optimization Financial economics Mathematical sciences Risk Financial risk Mathematical finance Actuarial science
114	Alpha, Beta, and Now…Gamma David Blanchett, CFA , CFP® Head of Retirement Research Morningstar Investment Management Paul Kaplan, Ph.D., CFA Add to Reading List Source URL: corporate.morningstar.com Language: English - Date: 2013-10-17 14:16:46 Economics Asset location Morningstar Inc. Asset allocation Investment management Collective investment scheme Capital asset pricing model Valuation Portfolio optimization Financial economics Investment Finance
115	Market model The investor Method of solution Examples Summary Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-14 10:12:09 Financial economics Duality Mathematical finance Operations research Mathematical optimization Portfolio optimization
116	Barra Optimizer on Factset Barra’s market-leading optimization tool delivered via FactSet’s integrated portfolio management application. Barra Optimizer is an optimization software library designed to fit seamlessly Add to Reading List Source URL: www.msci.com Language: English - Date: 2014-09-02 05:37:53 Actuarial science Financial risk MSCI RiskMetrics Hedge fund Exchange-traded fund FactSet Research Systems Mathematical optimization Asset allocation Financial economics Investment Finance
117	Minimum-Variance Portfolios in the U.S. Equity Market Reducing volatility without sacrificing returns. Roger Clarke, Harindra de Silva, and Steven Thorley Add to Reading List Source URL: www.efalken.com Language: English - Date: 2014-12-02 13:53:46 Mathematical finance Financial risk Investment Data analysis Modern portfolio theory Portfolio optimization Capital asset pricing model Diversification Beta Financial economics Statistics Finance
118	Grafikon_Barra_Open_Optimizer Add to Reading List Source URL: www.msci.com Language: English - Date: 2014-09-26 06:26:22 Economics MSCI Mathematical optimization RiskMetrics Hedge fund Exchange-traded fund Portfolio Risk parity Linear programming Financial economics Investment Finance
119	Microsoft Word - PortfolioConstructionUsingRobustOptimization20080813.doc Add to Reading List Source URL: axioma.com Language: English Economics Financial ratios Financial risk Mathematical finance Financial markets Information ratio Diversification Portfolio optimization Portfolio Financial economics Investment Finance
120	THOUGHT LEADERSHIP SERIES Providing insights on business issues that influence how you manage your brand January 2011 Add to Reading List Source URL: tenetpartners.com Language: English - Date: 2014-11-14 23:41:04 Communication design Graphic design Brand architecture Brand Rebranding Strategic management Portfolio optimization ISO 10668 Brand extension Marketing Brand management Identification

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