Constrained Optimization for Portfolio Construction

10.2469/dig.v42.n3.41 ◽

2012 ◽

Vol 42 (3) ◽

pp. 148-150

Author(s):

Gregory G. Gocek

Keyword(s):

Constrained Optimization ◽

Portfolio Construction

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Constrained Optimization for Portfolio Construction

The Journal of Investing ◽

10.3905/joi.2012.21.1.044 ◽

2012 ◽

Vol 21 (1) ◽

pp. 44-59 ◽

Author(s):

Laurence Wormald ◽

van der Merwe Elmarie

Keyword(s):

Constrained Optimization ◽

Portfolio Construction

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Constrained Optimization for Portfolio Construction

The Journal of Investing ◽

10.3905/joi.2012.2012.1.018 ◽

2012 ◽

pp. 120208231440004

Author(s):

Laurence Wormald ◽

van der Merwe Elmarie

Keyword(s):

Constrained Optimization ◽

Portfolio Construction

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Entrepreneurship Portfolio Construction and Management

PsycEXTRA Dataset ◽

10.1037/e605342012-010 ◽

2011 ◽

Author(s):

Aleksandras Vytautas Rutkauskas ◽

Viktorija Stasytyte ◽

Nijole Maknickiene

Keyword(s):

Portfolio Construction

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The European Office Market: Market Transparency and Portfolio Construction

10.15396/eres1999_123 ◽

1999 ◽

Keyword(s):

Portfolio Construction ◽

Market Transparency ◽

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Tax-Aware Portfolio Construction

AIMR Conference Proceedings ◽

10.2469/cp.v1999.n2.7 ◽

1999 ◽

Vol 1999 (2) ◽

pp. 42-50 ◽

Author(s):

Jean L.P. Brunel

Keyword(s):

Portfolio Construction

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Issues and Trends in Fixed-Income Portfolio Construction

AIMR Conference Proceedings ◽

10.2469/cp.v2002.n1.3168 ◽

2002 ◽

Vol 2002 (1) ◽

pp. 26-33

Author(s):

Peter J. Knez

Keyword(s):

Portfolio Construction ◽

Fixed Income ◽

Fixed Income Portfolio

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

10.2469/dig.v34.n1.1405 ◽

2004 ◽

Vol 34 (1) ◽

pp. 11-12

Author(s):

C. Mitchell Conover

Keyword(s):

Operating Efficiency ◽

Portfolio Construction

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Approximate linear programming based on steepest descent discipline for solving constrained optimization problems

Future Communication Technology ◽

10.2495/icct130161 ◽

2014 ◽

Author(s):

Xin Ma ◽

Pingping Liu ◽

Dong Gao

Keyword(s):

Linear Programming ◽

Constrained Optimization ◽

Optimization Problems ◽

Steepest Descent ◽

Constrained Optimization Problems ◽

Approximate Linear Programming

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Correction: Efficient Infill Criterion of Surrogate Model for Severely-Constrained Optimization Problems

AIAA Aviation 2019 Forum ◽

10.2514/6.2019-2988.c1 ◽

2019 ◽

Author(s):

Yohanes B. Dwianto ◽

Hiroaki Fukumoto ◽

Akira Oyama

Keyword(s):

Constrained Optimization ◽

Surrogate Model ◽

Optimization Problems ◽

Constrained Optimization Problems

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Constrained Optimization Model for Optimizing Multi-Year Space Programs

10.2514/6.iac-04-iaa.3.6.3.04 ◽

2004 ◽

Keyword(s):

Constrained Optimization ◽

Optimization Model ◽

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