Zobrazeno 1 - 10
of 38
pro vyhledávání: '"Portfolio selection problems"'
Autor:
Nesticò, Antonio, Sica, Francesco
Publikováno v:
Journal of Property Investment & Finance, 2017, Vol. 35, Issue 4, pp. 397-409.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JPIF-01-2017-0003
Publikováno v:
Annals of Operations Research. 304:109-137
In this paper we propose a hybrid metaheuristic based on Particle Swarm Optimization, which we tailor on a portfolio selection problem. To motivate and apply our hybrid metaheuristic, we reformulate the portfolio selection problem as an unconstrained
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9799cdff5bf4c66091c9df289e6db81f
https://doi.org/10.1007/s10479-021-04075-3
https://doi.org/10.1007/s10479-021-04075-3
Akademický článek
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Publikováno v:
European Journal of Operational Research
An efficient frontier in the typical portfolio selection problem provides an illustrative way to express the tradeoffs between return and risk. Following the basic ideas of modern portfolio theory as introduced by Markowitz, security returns are usua
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::548a35a284dc5dcd826d82bc2080abb0
https://doi.org/10.1016/j.ejor.2017.03.041
https://doi.org/10.1016/j.ejor.2017.03.041
Publikováno v:
Neural Advances in Processing Nonlinear Dynamic Signals ISBN: 9783319950976
We propose a Particle Swarm Optimization (PSO) based scheme for the solution of a mixed-integer nonsmooth portfolio selection problem. To this end, we first reformulate the portfolio selection problem as an unconstrained optimization problem by adopt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d19eb4af503d840118814b678eb1dbed
http://hdl.handle.net/10278/3697140
http://hdl.handle.net/10278/3697140
Akademický článek
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Akademický článek
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Autor:
Kouaissah, Noureddine
This dissertation examines different financial applications of some conditional expectation estimators. In the first application, we provide some theoretical motivations behind the use of the moving average rule as one of the most popular trading too
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fed8f7a64a1b34b84bf7c04b51138459
Autor:
Francesco Sica, Antonio Nesticò
Purpose The decisions taken today relating to urban renewal interventions are rarely supported by logical and operational methodologies capable of effectively rationalising selection processes. For this purpose, it is necessary to propose and impleme
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f8dafece8847b89e455573d0efe6810b
http://hdl.handle.net/11386/4701682
http://hdl.handle.net/11386/4701682
Publikováno v:
PLoS ONE, Vol 11, Iss 6, p e0158444 (2016)
PLoS ONE
PLoS ONE
The world is still recovering from the financial crisis peaking in September 2008. The triggering event was the bankruptcy of Lehman Brothers. To detect such turmoils, one can investigate the time-dependent behaviour of correlations between assets or
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::16669594b86d1241ede95c4ac5158ca1
https://epub.uni-regensburg.de/34470/
https://epub.uni-regensburg.de/34470/