A Multi-Greedy Approach to Optimal Diversified Portfolio Selection

2018 ◽  
Author(s):  
Francesco Cesarone ◽  
Andrea Scozzari ◽  
Fabio Tardella
Keyword(s):  
Portfolio Selection ◽  
Greedy Approach ◽  
Diversified Portfolio

AN APPROACH TO THE PROBLEM OF PORTFOLIO SELECTION

1996 ◽  
Vol 01 (01) ◽  
Author(s):  
T. Lorenzana ◽  
N. Márquez ◽  
S. Sardà
Keyword(s):  
Portfolio Selection

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

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 ◽  
Risk Approach

Properties of the most diversified portfolio

2013 ◽  
Vol 2 (2) ◽  
pp. 49-70 ◽  
Author(s):  
Yves Choueifaty ◽  
Tristan Froidure ◽  
Julien Reynier
Keyword(s):  
Diversified Portfolio
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