Interactive Portfolio Optimization Using Mean-Gini Criteria

2017 ◽  
pp. 49-91 ◽  
Author(s):  
Ran Ji ◽  
Miguel A. Lejeune ◽  
Srinivas Y. Prasad
Keyword(s):  
Portfolio Optimization

Recognizing Investor “Comfort” Assets in Portfolio Optimization

CFA Digest ◽  
2013 ◽  
Vol 43 (3) ◽  
Author(s):  
Vipul K. Bansal
Keyword(s):  
Portfolio Optimization

Exploration portfolio optimization for increase of investment effectiveness

2017 ◽  
pp. 10-13
Author(s):  
A.A. Vashkevich ◽  
◽  
V.A. Shashel ◽  
A.S. Bochkov ◽  
V.V. Zhukov ◽  
...  
Keyword(s):  
Portfolio Optimization

Long–short portfolio optimization in the presence of discrete asset choice constraints and two risk measures

2010 ◽  
Vol 13 (2) ◽  
pp. 71-100 ◽  
Author(s):  
Ritesh Kumar ◽  
Gautam Mitra ◽  
Diana Roman
Keyword(s):  
Portfolio Optimization ◽  
Risk Measures

A portfolio optimization model for corporate bonds subject to credit risk

2004 ◽  
Vol 6 (2) ◽  
pp. 31-48 ◽  
Author(s):  
Nagisa Akutsu ◽  
Masaaki Kijima ◽  
Katsuya Komoribayashi
Keyword(s):  
Credit Risk ◽  
Portfolio Optimization ◽  
Optimization Model ◽  
Corporate Bonds ◽  
Portfolio Optimization Model
Sign in / Sign up

Export Citation Format

Share Document