Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-319-50234-2_13 ◽

2017 ◽

pp. 157-169

Author(s):

Sergei Sidorov ◽

Andrew Khomchenko ◽

Sergei Mironov

Keyword(s):

Portfolio Selection ◽

Optimal Portfolio ◽

Optimal Portfolio Selection ◽

Selection For ◽

Gains And Losses ◽

Asymmetric Attitude

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Optimal portfolio selection for generators in the electricity market

2008 IEEE Power and Energy Society General Meeting - Conversion and Delivery of Electrical Energy in the 21st Century ◽

10.1109/pes.2008.4596626 ◽

2008 ◽

Author(s):

Xia Yin ◽

Zhao Yang Dong ◽

Tapan Kumar Saha

Keyword(s):

Portfolio Selection ◽

Electricity Market ◽

Optimal Portfolio ◽

Optimal Portfolio Selection ◽

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Optimal portfolio selection for the small investor considering risk and transaction costs

OR Spectrum ◽

10.1007/s00291-008-0152-5 ◽

2008 ◽

Vol 32 (1) ◽

pp. 61-76 ◽

Author(s):

Rainer Baule

Keyword(s):

Transaction Costs ◽

Portfolio Selection ◽

Optimal Portfolio ◽

Optimal Portfolio Selection ◽

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Optimal portfolio selection for general provisioning and terminal wealth problems

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2010.04.003 ◽

2010 ◽

Vol 47 (1) ◽

pp. 90-97 ◽

Author(s):

Koen Van Weert ◽

Jan Dhaene ◽

Marc Goovaerts

Keyword(s):

Portfolio Selection ◽

Optimal Portfolio ◽

Terminal Wealth ◽

Optimal Portfolio Selection ◽

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Optimal Portfolio Selection for General Provisioning and Terminal Wealth Problems

SSRN Electronic Journal ◽

10.2139/ssrn.1520416 ◽

2009 ◽

Author(s):

Koen Van Weert ◽

Jan Dhaene ◽

Marc J. Goovaerts

Keyword(s):

Portfolio Selection ◽

Optimal Portfolio ◽

Terminal Wealth ◽

Optimal Portfolio Selection ◽

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Covid-19 and Optimal Portfolio Selection for Investment in Sustainable Development Goals

Finance Research Letters ◽

10.1016/j.frl.2020.101695 ◽

2020 ◽

pp. 101695 ◽

Author(s):

Naoyuki Yoshino ◽

Farhad Taghizadeh-Hesary ◽

Miyu Otsuka

Keyword(s):

Sustainable Development ◽

Portfolio Selection ◽

Sustainable Development Goals ◽

Optimal Portfolio ◽

Optimal Portfolio Selection ◽

Development Goals ◽

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Efficiency Analysis of Optimal Portfolio Selection for Stocks in LQ45 Index

2018 International Conference on Applied Information Technology and Innovation (ICAITI) ◽

10.1109/icaiti.2018.8686713 ◽

2018 ◽

Author(s):

Dodi Devianto ◽

Maiyastri ◽

Randy ◽

Masyhuri Hamidi ◽

Sri Maryati ◽

...

Keyword(s):

Portfolio Selection ◽

Efficiency Analysis ◽

Optimal Portfolio ◽

Optimal Portfolio Selection ◽

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Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2021.113694 ◽

2021 ◽

pp. 113694

Author(s):

Chong Lai ◽

Shican Liu ◽

Yonghong Wu

Keyword(s):

Portfolio Selection ◽

Optimal Portfolio ◽

Defined Contribution ◽

Optimal Portfolio Selection ◽

Selection For ◽

Defined Contribution Plan

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Optimal Portfolio Selection in Nonlinear Arbitrage Spreads

SSRN Electronic Journal ◽

10.2139/ssrn.1617662 ◽

2010 ◽

Author(s):

Hamad Alsayed ◽

Frank McGroarty

Keyword(s):

Portfolio Selection ◽

Optimal Portfolio ◽

Optimal Portfolio Selection

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A Note on Optimal Portfolio Selection and Diversification Benefits with a Short Sale Restriction on Real Estate Assets

Journal of Real Estate Research ◽

10.1080/10835547.1992.12090687 ◽

1992 ◽

Vol 7 (4) ◽

pp. 493-501 ◽

Author(s):

Tsong-Yue Lai ◽

Ko Wang ◽

Su Chan ◽

Daniel Lee

Keyword(s):

Real Estate ◽

Portfolio Selection ◽

Optimal Portfolio ◽

Optimal Portfolio Selection ◽

Real Estate Assets

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Optimal portfolio selection and uncertain inflation

The Journal of Portfolio Management ◽

10.3905/jpm.1986.409083 ◽

1986 ◽

Vol 13 (1) ◽

pp. 44-49 ◽

Author(s):

Son-Nan Chen ◽

Reena Aggarwal

Keyword(s):

Portfolio Selection ◽

Optimal Portfolio ◽

Optimal Portfolio Selection

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