scholarly journals Portfolio Construction as Linearly Constrained Separable Optimization

2021 ◽  
Author(s):  
Nicholas Moehle ◽  
Jack Gindi ◽  
Stephen Boyd ◽  
Mykel Kochenderfer
Keyword(s):  
Portfolio Construction ◽  
Linearly Constrained ◽  
Separable Optimization

Entrepreneurship Portfolio Construction and Management

2011 ◽  
Author(s):  
Aleksandras Vytautas Rutkauskas ◽  
Viktorija Stasytyte ◽  
Nijole Maknickiene
Keyword(s):  
Portfolio Construction

Tax-Aware Portfolio Construction

1999 ◽  
Vol 1999 (2) ◽  
pp. 42-50 ◽  
Author(s):  
Jean L.P. Brunel
Keyword(s):  
Portfolio Construction

Issues and Trends in Fixed-Income Portfolio Construction

2002 ◽  
Vol 2002 (1) ◽  
pp. 26-33
Author(s):  
Peter J. Knez
Keyword(s):  
Portfolio Construction ◽  
Fixed Income ◽  
Fixed Income Portfolio

Constrained Optimization for Portfolio Construction

CFA Digest ◽  
2012 ◽  
Vol 42 (3) ◽  
pp. 148-150
Author(s):  
Gregory G. Gocek
Keyword(s):  
Constrained Optimization ◽  
Portfolio Construction

REIT Selection and Portfolio Construction: Using Operating Efficiency as an Indicator of Performance

CFA Digest ◽  
2004 ◽  
Vol 34 (1) ◽  
pp. 11-12
Author(s):  
C. Mitchell Conover
Keyword(s):  
Operating Efficiency ◽  
Portfolio Construction

Strategic Hedge Fund of Fund Portfolio Construction

2002 ◽  
Author(s):  
Mohsen Mazaheri
Keyword(s):  
Hedge Fund ◽  
Portfolio Construction ◽  
Fund Portfolio
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