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Portfolio optimization
Results: 213

#	Item
161	Business Objectives and Complex Portfolio Optimization Peter Carl Brian Peterson Kris Boudt Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2010-06-03 22:15:31 Economics Operations research Finance Portfolio optimization Global optimization Mathematical finance Financial risk Modern portfolio theory Financial economics Investment Mathematical optimization
162	Portfolio Optimization Part 1 – Unconstrained Portfolios John Norstad [removed] http://www.norstad.org Add to Reading List Source URL: www.norstad.org Language: English - Date: 2011-11-03 12:38:58 Investment Mathematical finance Financial risk Financial markets Modern portfolio theory Capital asset pricing model Diversification Asset allocation Standard deviation Financial economics Economics Finance
163	Financial Portfolio Optimization with (O)R Operations Research & R Ronald Hochreiter (WU Vienna) 5th R/Finance, Chicago, USA. May 2013. Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2013-05-17 09:22:56 Mathematics Stochastic optimization Optimization problem AMPL Modern portfolio theory Robust optimization Global optimization Mathematical optimization Operations research Applied mathematics
164	Financial Equilibrium Anna Nagurney Isenberg School of Management University of Massachusetts Amherst, MA[removed]c 2002 Add to Reading List Source URL: supernet.isenberg.umass.edu Language: English - Date: 2002-02-03 19:46:37 Summary statistics Operations research Algebra of random variables Mathematical optimization Portfolio optimization Circular flow of income Covariance Calculus of variations Standard deviation Statistics Covariance and correlation Data analysis
165	Portfolio Optimization Anna Nagurney John F. Smith Memorial Professor Department of Finance and Operations Management Isenberg School of Management University of Massachusetts Add to Reading List Source URL: supernet.isenberg.umass.edu Language: English - Date: 2009-08-17 08:05:46 Academia Operations research Gérard Debreu Anna Nagurney Mathematical optimization Economic model Financial economics Rational choice theory Mathematical economics Economics Economic theories Science
166	Multistage Stochastic Mean-Variance Portfolio Analysis with Transaction Costs Nalan G¨ ulpınar, Ber¸c Rustem∗, Reuben Settergren Department of Computing, Imperial College of Science, Technology and Medicine Add to Reading List Source URL: www.doc.ic.ac.uk Language: English - Date: 2004-05-17 08:18:52 Financial risk Investment Utility Mathematical finance Modern portfolio theory Two-moment decision models Portfolio optimization Hyperbolic absolute risk aversion Mathematical optimization Financial economics Economics Finance
167	European Journal of Operational Research[removed]–168 www.elsevier.com/locate/dsw Stochastics and Statistics Post-tax optimization with stochastic programming Add to Reading List Source URL: www.doc.ic.ac.uk Language: English - Date: 2004-04-30 07:54:39 Economics Thorn Modern portfolio theory Taxation in the United Kingdom Capital gains tax Income tax in the United States Rate of return Mathematical optimization Portfolio optimization Financial economics Investment Finance
168	APS 1022 Financial Engineering II Prerequisite: APS 1002 or equivalent, multi-variate calculus, probability and statistics, MATLAB programming or equivalent. Required: Investment Science by David Luenberger (first or sec Add to Reading List Source URL: gradstudies.engineering.utoronto.ca Language: English - Date: 2014-07-23 11:06:07 Mathematical finance Operations research Investment Actuarial science Mathematical optimization Computational finance Portfolio optimization Quadratic programming Black–Scholes Applied mathematics Financial economics Mathematical sciences
169	Portfolio Optimization Part 2 – Constrained Portfolios John Norstad [removed] http://www.norstad.org Add to Reading List Source URL: www.norstad.org Language: English - Date: 2011-11-03 12:39:01 Mathematical analysis Lagrange multiplier Karush–Kuhn–Tucker conditions Constraint Derivative Vector space Quadratic programming Duality Constraint optimization Mathematical optimization Mathematics Algebra
170	Robust Portfolio Optimization with Derivative Insurance Guarantees Steve Zymler∗, Berç Rustem and Daniel Kuhn Department of Computing Imperial College of Science, Technology and Medicine Add to Reading List Source URL: www.doc.ic.ac.uk Language: English - Date: 2010-09-30 13:25:23 Investment Financial risk Mathematical finance Actuarial science Portfolio optimization Harry Markowitz Robust optimization Mathematical optimization Quantitative analyst Financial economics Statistics Economics

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