Portfolio optimization

Results: 213



#Item
1On multi-period time-consistent mean variance portfolio optimization with constraints. Kees Oosterlee, Fei Cong CWI Amsterdam, Delft University of Technology, the Netherlands ICCF 2017, Lisbon Portugal, September 5th 20

On multi-period time-consistent mean variance portfolio optimization with constraints. Kees Oosterlee, Fei Cong CWI Amsterdam, Delft University of Technology, the Netherlands ICCF 2017, Lisbon Portugal, September 5th 20

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Source URL: cemapre.iseg.ulisboa.pt

Language: English - Date: 2017-09-19 04:23:14
    2Restricting investment choice - what are the costs, and how they can be measured -1-

    Restricting investment choice - what are the costs, and how they can be measured -1-

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    Source URL: www.europe-economics.com

    Language: English - Date: 2016-06-29 11:00:16
    3Microsoft Word - idp-gmesdoc

    Microsoft Word - idp-gmesdoc

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    Source URL: foibg.com

    Language: English - Date: 2015-02-02 08:44:23
    4ExcEEding valuE VALUE IS WHAT YOU GET Warren Buffet said, “Price is what you pay. Value is what you get.” The project budget, schedule, and specifications constitute the project’s price. In other words, price compr

    ExcEEding valuE VALUE IS WHAT YOU GET Warren Buffet said, “Price is what you pay. Value is what you get.” The project budget, schedule, and specifications constitute the project’s price. In other words, price compr

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    Source URL: www.standishgroup.com

    Language: English - Date: 2014-08-25 14:46:24
    5Factor Investing in Practice: A Trustees’ Guide to Implementation RESEARCH REPORT FOR ROBECO Prof. Dr. C.G. Koedijk

    Factor Investing in Practice: A Trustees’ Guide to Implementation RESEARCH REPORT FOR ROBECO Prof. Dr. C.G. Koedijk

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    Source URL: www.robeco.com.au

    Language: English - Date: 2016-04-13 05:21:26
    6Towards a Theoretical Explanation of Time-Varying Trading Alberto G.P. Rossi† University of California, San Diego (Job Market Paper) November 19, 2010

    Towards a Theoretical Explanation of Time-Varying Trading Alberto G.P. Rossi† University of California, San Diego (Job Market Paper) November 19, 2010

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    Source URL: www.istfin.eco.usi.ch

    Language: English - Date: 2011-01-18 03:12:57
    7nal Journa tio l na agement Sc

    nal Journa tio l na agement Sc

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    Source URL: www.omicsonline.com

    Language: English - Date: 2016-06-02 08:22:35
    8Hedging and Portfolio Optimization in Financial Markets with a Large Trader By Peter Bank† and Dietmar Baum‡ Abstract

    Hedging and Portfolio Optimization in Financial Markets with a Large Trader By Peter Bank† and Dietmar Baum‡ Abstract

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    Source URL: page.math.tu-berlin.de

    Language: English
    9Ten Investment Insights that Matter BRUCE I. JACOBS AND KENNETH N. LEVY BRUCE I. JACOBS is a principal of Jacobs

    Ten Investment Insights that Matter BRUCE I. JACOBS AND KENNETH N. LEVY BRUCE I. JACOBS is a principal of Jacobs

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    Source URL: www.jlem.com

    Language: English - Date: 2014-10-24 17:09:16
    10Portfolio Optimization Jaehyun Park Ahmed Bou-Rabee EE103 Stanford University

    Portfolio Optimization Jaehyun Park Ahmed Bou-Rabee EE103 Stanford University

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    Source URL: stanford.edu

    Language: English - Date: 2015-03-10 15:27:24