On the effectiveness of scenario generation techniques in single-period portfolio optimization

2009 ◽  
Vol 192 (2) ◽  
pp. 500-511 ◽  
Author(s):  
Gianfranco Guastaroba ◽  
Renata Mansini ◽  
M. Grazia Speranza
Keyword(s):  
Portfolio Optimization ◽  
Scenario Generation ◽  
Single Period

Automatic Scenario Generation Through Procedural Modeling for Scenario-Based Training

2009 ◽  
Author(s):  
Glenn Martin ◽  
Sae Schatz ◽  
Clint Bowers ◽  
Charles E. Hughes ◽  
Jennifer Fowlkes ◽  
...  
Keyword(s):  
Scenario Generation ◽  
Procedural Modeling

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
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