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Portfolio optimization
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#	Item
11	Robust Statistics and Robust Approaches for Portfolio Selection: Overview Fabio Trojani University of Southern Switzerland ECAS Course, Lugano, October 7-13, 2001 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:17:17 Mathematical finance Economy Finance Money Actuarial science Financial risk Financial economics Model risk Robustness Volatility Financial modeling Portfolio optimization
12	Dynamic equilibrium with heterogeneous agents and risk constraints Rodolfo Prieto∗ November 2009 Abstract We examine the impact of risk-based portfolio constraints on asset prices in a standard exchange economy model w Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2009-12-08 11:44:02 Economy Mathematical finance Finance Money Economic equilibrium Portfolio optimization General equilibrium theory Mathematical optimization Risk premium Financial risk Incomplete markets Stochastic volatility
13	38605_wras.qxp:Jot_Gawronski.qxd:57 AM Add to Reading List Source URL: www.jlem.com Language: English - Date: 2009-05-21 17:32:55 Economy Finance Money Investment Mathematical finance Financial markets Financial risk Tracking error Harry Markowitz Market neutral Portfolio optimization Rate of return
14	Axioma Portfolio Optimizer The most flexible portfolio-construction tool on the market Axioma Portfolio Optimizer supports a wide range of Add to Reading List Source URL: axioma.com Language: English - Date: 2016-06-21 19:18:00 Economy Finance Money Investment Financial risk Mathematical finance Axioma Investment management Mathematical optimization Rebalancing investments Tracking error Beta
15	i i “scherer5” — — 15:53 — page vii — #7 i Add to Reading List Source URL: email.riskbooks.com Language: English - Date: 2015-04-17 07:03:42 Economy Finance Money Mathematical finance Investment Financial risk Financial economics Actuarial science Modern portfolio theory Portfolio optimization Diversification Risk parity
16	Financial Analysts Journal Volume 62 • Number 2 ©2006, CFA Institute Trimability and Fast Optimization of Long–Short Portfolios Add to Reading List Source URL: www.jlem.com Language: English - Date: 2012-02-06 14:13:03 Finance Money Economy Mathematical finance Financial economics Financial risk Investment Covariance and correlation Harry Markowitz Modern portfolio theory Portfolio optimization Capital asset pricing model
17	PortfolioChoice : A New Approach to Portfolio Optimization ® QS Investors Research Group Add to Reading List Source URL: qsinvestors.com Language: English - Date: 2010-10-01 07:53:47 Finance Money Economy Mathematical finance Financial risk Investment Actuarial science Financial economics Portfolio optimization Modern portfolio theory Harry Markowitz Quantitative analyst
18	Reprinted with permission from– February 4, 2013 PIonline.com ® Add to Reading List Source URL: www.jlem.com Language: English - Date: 2013-02-28 10:26:49 Finance Money Economy Investment Mathematical finance Financial economics Financial risk Financial ratios Modern portfolio theory Leverage Portfolio optimization Hedge fund
19	INVITED EDITORIAL COMMENT FA L LA Comparison of the Mean–Variance–Leverage Optimization Model and the Markowitz General Add to Reading List Source URL: www.jlem.com Language: English - Date: 2014-03-18 11:41:06 Finance Money Economy Mathematical finance Financial economics Financial risk Investment Actuarial science Modern portfolio theory Portfolio optimization Leverage Marginal conditional stochastic dominance
20	Are information and portfolio diversification substitutes or Add to Reading List Source URL: www.carloalberto.org Language: English - Date: 2016-06-10 06:29:18 Financial risk Finance Money Economy Financial economics Mathematical finance Diversification Econometrics Portfolio optimization Hyperbolic absolute risk aversion