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Portfolio optimization
Results: 213

#	Item
121	Axioma Research Paper No. 045 June 12, 2013 Alpha Construction in a Consistent Investment Process Add to Reading List Source URL: axioma.com Language: English Economics Portfolio optimization Portfolio Performance attribution Beta Modern portfolio theory RiskMetrics Financial economics Investment Finance
122	Axioma Research Paper No. 013 January, 2009 Multi-Portfolio Optimization and Fairness in Allocation of Trades Add to Reading List Source URL: axioma.com Language: English Investment Mathematical optimization Operations research Nash equilibrium Portfolio optimization Finance Futures contract Oligopoly Optimization problem Game theory Economics Financial economics
123	Constraint Attribution Constraint Attribution Robert A. Stubbs Dieter Vandenbussche Add to Reading List Source URL: axioma.com Language: English Economics Finance Financial risk Constraint Marginal conditional stochastic dominance Portfolio optimization Investment management Financial economics Investment Mathematical optimization
124	Axioma Research Paper No. 014 October, 2009 Constraint Attribution Robert A. Stubbs Vice President, Research Add to Reading List Source URL: axioma.com Language: English Economics Portfolio optimization Marginal conditional stochastic dominance Mathematical optimization Performance attribution Financial economics Investment Finance
125	Axioma Research Paper No. Research Paper No. 015 February 12, 2010 AF T Add to Reading List Source URL: axioma.com Language: English Mathematical finance Investment Financial risk Financial markets Multivariate statistics Portfolio optimization Risk Beta Active risk Financial economics Statistics Economics
126	Axioma Research Paper No. 28 November 15, 2010 AF Add to Reading List Source URL: axioma.com Language: English Finance Modern portfolio theory Risk Systematic risk Specific risk Quantitative analyst Diversification Mathematical optimization Financial economics Financial risk Economics
127	Axioma Research Paper No. 036 October 5, 2011 An Empirical Case Study of Factor Alignment Problems using the United Add to Reading List Source URL: axioma.com Language: English Economics Investment Financial markets Mathematical finance Actuarial science Systematic risk Risk Active risk Portfolio optimization Financial economics Financial risk Finance
128	Optimization Models for Quantitative Asset Management1 Reha H. T¨ ut¨ unc¨ u Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2007-11-20 15:52:09 Economics Portfolio optimization Mathematical optimization Quantitative analyst Financial risk Mutual fund separation theorem Modern portfolio theory Financial economics Finance Investment
129	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
130	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

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