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Portfolio Optimization

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CFA Digest ◽  
2013 ◽  
Vol 43 (3) ◽  
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Vipul K. Bansal
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Portfolio Optimization

Exploration portfolio optimization for increase of investment effectiveness

2017 ◽  
pp. 10-13
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V.V. Zhukov ◽  
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Portfolio Optimization

The influence of correlation on multi-asset portfolio optimization with transaction costs

2006 ◽  
Vol 10 (2) ◽  
pp. 53-96 ◽  
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ongsathorn Ingpochai
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Transaction Costs ◽  
Portfolio Optimization ◽  
Asset Portfolio

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

2010 ◽  
Vol 13 (2) ◽  
pp. 71-100 ◽  
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Gautam Mitra ◽  
Diana Roman
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Portfolio Optimization ◽  
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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
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