scholarly journals Optimal liquidation strategies regularize portfolio selection

2020 ◽  
pp. 217-229
Author(s):  
Fabio Caccioli ◽  
Susanne Still ◽  
Matteo Marsili ◽  
Imre Kondor
Keyword(s):  
Portfolio Selection ◽  
Optimal Liquidation

scholarly journals Optimal liquidation strategies regularize portfolio selection

2013 ◽  
Vol 19 (6) ◽  
pp. 554-571 ◽  
Author(s):  
Fabio Caccioli ◽  
Susanne Still ◽  
Matteo Marsili ◽  
Imre Kondor
Keyword(s):  
Portfolio Selection ◽  
Optimal Liquidation

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
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