Portfolio management - Mathematical models.
Overview
| Works: | 23 works in 10 publications in 10 languages | |
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Titles
Portfolio management under stress : = a Bayesian-net approach to coherent asset allocation /
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Quantitative risk and portfolio management : = theory and practice /
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Optimizing optimization = the next generation of optimization applications and theory /
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Strategic Asset Allocation = Portfolio Choice for Long-Term Investors
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Portfolio choice problems = an introductory survey of single and multiperiod models /
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Quantitative trading strategies = harnessing the power of quantitative techniques to create a winning trading program /
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Advanced stochastic models, risk assessment, and portfolio optimization : = the ideal risk, uncertainty, and performance measures /
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Quantitative trading strategies : = harnessing the power of quantitative techniques to create a winning trading program /
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Multifractal financial markets = an alternative approach to asset and risk management /
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The Kelly Capital Growth Investment Criterion = Theory and Practice.
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Fuzzy portfolio optimization = advances in hybrid multi-criteria methodologies /
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Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
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Portfolio management under stress = a Bayesian-net approach to coherent asset allocation /
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Algorithms for solving financial portfolio design problems = emerging research and opportunities /
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