Pages that link to "Item:Q704069"
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The following pages link to Optimal portfolio selection and dynamic benchmark tracking (Q704069):
Displaying 47 items.
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- Downside risk in multiperiod tracking error models (Q301206) (← links)
- Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443) (← links)
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- A two-stage stochastic mixed-integer programming approach to the index tracking problem (Q374678) (← links)
- Large deviations theorems for optimal investment problems with large portfolios (Q418070) (← links)
- A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
- Sequential monitoring of portfolio betas (Q725685) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- A stochastic receding horizon control approach to constrained index tracking (Q945045) (← links)
- Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation (Q951341) (← links)
- Tracking error: a multistage portfolio model (Q1026537) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
- Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536) (← links)
- Optimal construction and rebalancing of index-tracking portfolios (Q1694362) (← links)
- Robust portfolio selection for index tracking (Q1762050) (← links)
- Dynamic portfolio selection with market impact costs (Q1785239) (← links)
- Portfolio management in the binomial model: conditions for outperforming benchmarks (Q1871761) (← links)
- Stochastic optimization for real time service capacity allocation under random service demand (Q1931638) (← links)
- Explicit investment setting in a Kaldor macroeconomic model with macro shock (Q2206321) (← links)
- Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466) (← links)
- Behavioral stock portfolio optimization considering holding periods of B-stocks with short-selling (Q2329731) (← links)
- Optimal portfolio choice and consistent performance (Q2343112) (← links)
- Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
- Income drawdown option with minimum guarantee (Q2514762) (← links)
- Nonasymptotic estimates for stochastic gradient Langevin dynamics under local conditions in nonconvex optimization (Q2682367) (← links)
- Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208) (← links)
- Dynamic Tracking Error with Shortfall Control Using Stochastic Programming (Q4561899) (← links)
- Selection of balanced portfolios to track the main properties of a large market (Q4683015) (← links)
- Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960) (← links)
- Index tracking through deep latent representation learning (Q4991048) (← links)
- Optimal Tracking Portfolio with a Ratcheting Capital Benchmark (Q5000625) (← links)
- Myopic robust index tracking with Bregman divergence (Q5068089) (← links)
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- Optimal active lifetime investment (Q6040955) (← links)
- Investment portfolio tracking using model predictive control (Q6054512) (← links)
- Portfolio selection: a target-distribution approach (Q6113329) (← links)
- Liquidity-constrained index tracking optimization models (Q6148777) (← links)
- Risk-allocation-based index tracking (Q6164597) (← links)
- Across-time risk-aware strategies for outperforming a benchmark (Q6555163) (← links)
- Dynamic CVaR portfolio construction with attention-powered generative factor learning (Q6558580) (← links)
- A discrete-time benchmark tracking problem in two markets subject to random environments (Q6667806) (← links)