The Theory of Portfolio Selection

Introduction to Finance ◽

10.1142/9789811241284_0018 ◽

2022 ◽

pp. 513-549

Keyword(s):

Portfolio Selection

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A portfolio selection framework for choice under conflict

PsycEXTRA Dataset ◽

10.1037/e722892011-015 ◽

1995 ◽

Author(s):

Chen-Fu Chien ◽

Francois Sainfort

Keyword(s):

Portfolio Selection ◽

Selection Framework

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Investment Manager Analysis: A Comprehensive Guide to Portfolio Selection, Monitoring, and Optimization (a review)

Financial Analysts Journal ◽

10.2469/faj.v61.n2.2719 ◽

2005 ◽

Vol 61 (2) ◽

pp. 100-101

Author(s):

Murad J. Antia

Keyword(s):

Portfolio Selection ◽

Investment Manager

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AN APPROACH TO THE PROBLEM OF PORTFOLIO SELECTION

FUZZY ECONOMIC REVIEW ◽

10.25102/fer.1996.01.07 ◽

1996 ◽

Vol 01 (01) ◽

Author(s):

T. Lorenzana ◽

N. Márquez ◽

S. Sardà

Keyword(s):

Portfolio Selection

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A DOWNSIDE RISK APPROACH FOR THE PORTFOLIO SELECTION PROBLEM WITH FUZZY RETURNS

FUZZY ECONOMIC REVIEW ◽

10.25102/fer.2004.01.04 ◽

2004 ◽

Vol 09 (01) ◽

Author(s):

Teresa León ◽

Vicente Liern ◽

Paulina Marco ◽

Enriqueta Vercher ◽

José Vicente Segura

Keyword(s):

Portfolio Selection ◽

Downside Risk ◽

Selection Problem ◽

Portfolio Selection Problem ◽

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Penalty methods for continuous-time portfolio selection with proportional transaction costs

The Journal of Computational Finance ◽

10.21314/jcf.2010.221 ◽

2010 ◽

Vol 13 (3) ◽

pp. 1-31 ◽

Author(s):

Min Dai ◽

Yifei Zhong

Keyword(s):

Transaction Costs ◽

Portfolio Selection ◽

Continuous Time ◽

Penalty Methods ◽

Proportional Transaction Costs

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Market Closure, Portfolio Selection, and Liquidity Premia

SSRN Electronic Journal ◽

10.2139/ssrn.1315708 ◽

2008 ◽

Author(s):

Min Dai ◽

Peifan Li ◽

Hong Liu

Keyword(s):

Portfolio Selection ◽

Liquidity Premia

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Dynamic Correlation Hedging in Copula Models for Portfolio Selection

SSRN Electronic Journal ◽

10.2139/ssrn.1343257 ◽

2008 ◽

Author(s):

Denitsa Stefanova ◽

Redouane Elkamhi

Keyword(s):

Portfolio Selection ◽

Copula Models ◽

Dynamic Correlation

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Portfolio Selection Under Social Networks

SSRN Electronic Journal ◽

10.2139/ssrn.1472398 ◽

2009 ◽

Author(s):

Matjaz Steinbacher

Keyword(s):

Social Networks ◽

Portfolio Selection

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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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Jump Mis-Specification and International Portfolio Selection

SSRN Electronic Journal ◽

10.2139/ssrn.2419889 ◽

2013 ◽

Author(s):

Ke Chen ◽

Luiz Vitiello ◽

Ser-Huang Poon

Keyword(s):

Portfolio Selection ◽

International Portfolio

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