Optimizing Optimization
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Published By Elsevier

9780123749529

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Some properties of averaging simulated optimization methods

Optimizing Optimization ◽

10.1016/b978-0-12-374952-9.00010-5 ◽

2010 ◽

pp. 225-246

Author(s):

John Knight ◽

Stephen E. Satchell

Keyword(s):

Optimization Methods

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List of Contributors

Optimizing Optimization ◽

10.1016/b978-0-12-374952-9.00014-2 ◽

2010 ◽

pp. xi-xvi

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Robust portfolio optimization using second-order cone programming

Optimizing Optimization ◽

10.1016/b978-0-12-374952-9.00001-4 ◽

2010 ◽

pp. 1-22 ◽

Author(s):

Fiona Kolbert ◽

Laurence Wormald

Keyword(s):

Portfolio Optimization ◽

Second Order ◽

Cone Programming ◽

Second Order Cone Programming ◽

Robust Portfolio Optimization ◽

Second Order Cone ◽

Robust Portfolio

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More than you ever wanted to know about conditional value at risk optimization

Optimizing Optimization ◽

10.1016/b978-0-12-374952-9.00012-9 ◽

2010 ◽

pp. 283-299 ◽

Author(s):

Bernd Scherer

Keyword(s):

At Risk ◽

Value At Risk ◽

Conditional Value At Risk ◽

Risk Optimization

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Optimal solutions for optimization in practice

Optimizing Optimization ◽

10.1016/b978-0-12-374952-9.00003-8 ◽

2010 ◽

pp. 53-92

Author(s):

Daryl Roxburgh ◽

Katja Scherer ◽

Tim Matthews

Keyword(s):

Optimal Solutions

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Computing optimal mean/downside risk frontiers

Optimizing Optimization ◽

10.1016/b978-0-12-374952-9.00008-7 ◽

2010 ◽

pp. 179-199

Author(s):

Tony Hall ◽

Stephen E. Satchell

Keyword(s):

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Index

Optimizing Optimization ◽

10.1016/b978-0-12-374952-9.00018-x ◽

2010 ◽

pp. 301-306

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Heuristic portfolio optimization: Bayesian updating with the Johnson family of distributions

Optimizing Optimization ◽

10.1016/b978-0-12-374952-9.00011-7 ◽

2010 ◽

pp. 247-281

Author(s):

Richard Louth

Keyword(s):

Portfolio Optimization ◽

Bayesian Updating ◽

Family Of Distributions

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Optimization and portfolio selection

Optimizing Optimization ◽

10.1016/b978-0-12-374952-9.00007-5 ◽

2010 ◽

pp. 161-177

Author(s):

Hal Forsey ◽

Frank Sortino

Keyword(s):

Portfolio Selection

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Staying ahead on downside risk

Optimizing Optimization ◽

10.1016/b978-0-12-374952-9.00006-3 ◽

2010 ◽

pp. 143-160

Author(s):

Giuliano De Rossi

Keyword(s):

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