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- 2010 – 2014 (110)
- 2005 – 2009 (37)

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- KTH (14)
- Brno University of Technology (11)
- University of Waterloo (10)

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- English (129)
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- US (48)
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Cornell University

1.
Mull-Osborn, Alexander.
*Portfolio**Optimization* In Incomplete Markets In The Presence Of Asset Price Bubbles
.

Degree: 2014, Cornell University

URL: http://hdl.handle.net/1813/37016

► In this work, the effect an asset price bubble has on optimal *portfolio* allocations is investigated. A price bubble is an economic phenomenon that occurs…
(more)

Subjects/Keywords: Portfolio Optimization; Price Bubbles

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Mull-Osborn, A. (2014). Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/37016

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Mull-Osborn, Alexander. “Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles .” 2014. Thesis, Cornell University. Accessed October 21, 2019. http://hdl.handle.net/1813/37016.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Mull-Osborn, Alexander. “Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles .” 2014. Web. 21 Oct 2019.

Vancouver:

Mull-Osborn A. Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles . [Internet] [Thesis]. Cornell University; 2014. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/1813/37016.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mull-Osborn A. Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles . [Thesis]. Cornell University; 2014. Available from: http://hdl.handle.net/1813/37016

Not specified: Masters Thesis or Doctoral Dissertation

University of Waterloo

2. Agatonovic, Marko. Heavy-tail Sensitivity of Stable Portfolios.

Degree: 2010, University of Waterloo

URL: http://hdl.handle.net/10012/5427

► This thesis documents a heavy-tailed analysis of stable portfolios. Stock market crashes occur more often than is predicted by a normal distribution,which provides empirical evidence…
(more)

Subjects/Keywords: Stable Portfolios; Portfolio Optimization

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APA (6^{th} Edition):

Agatonovic, M. (2010). Heavy-tail Sensitivity of Stable Portfolios. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/5427

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Agatonovic, Marko. “Heavy-tail Sensitivity of Stable Portfolios.” 2010. Thesis, University of Waterloo. Accessed October 21, 2019. http://hdl.handle.net/10012/5427.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Agatonovic, Marko. “Heavy-tail Sensitivity of Stable Portfolios.” 2010. Web. 21 Oct 2019.

Vancouver:

Agatonovic M. Heavy-tail Sensitivity of Stable Portfolios. [Internet] [Thesis]. University of Waterloo; 2010. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/10012/5427.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Agatonovic M. Heavy-tail Sensitivity of Stable Portfolios. [Thesis]. University of Waterloo; 2010. Available from: http://hdl.handle.net/10012/5427

Not specified: Masters Thesis or Doctoral Dissertation

University of Toronto

3.
Lee, Minho.
Centralized *Portfolio* *Optimization* in the Presence of Decentralized Decision Making.

Degree: 2015, University of Toronto

URL: http://hdl.handle.net/1807/75191

►

We study an asset allocation problem for a multi-asset fund where multiple decentralized managers implement investment strategies in separate asset classes. To control for *portfolio*…
(more)

Subjects/Keywords: Centralized; Decentralized; Portfolio optimization; 0796

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APA (6^{th} Edition):

Lee, M. (2015). Centralized Portfolio Optimization in the Presence of Decentralized Decision Making. (Masters Thesis). University of Toronto. Retrieved from http://hdl.handle.net/1807/75191

Chicago Manual of Style (16^{th} Edition):

Lee, Minho. “Centralized Portfolio Optimization in the Presence of Decentralized Decision Making.” 2015. Masters Thesis, University of Toronto. Accessed October 21, 2019. http://hdl.handle.net/1807/75191.

MLA Handbook (7^{th} Edition):

Lee, Minho. “Centralized Portfolio Optimization in the Presence of Decentralized Decision Making.” 2015. Web. 21 Oct 2019.

Vancouver:

Lee M. Centralized Portfolio Optimization in the Presence of Decentralized Decision Making. [Internet] [Masters thesis]. University of Toronto; 2015. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/1807/75191.

Council of Science Editors:

Lee M. Centralized Portfolio Optimization in the Presence of Decentralized Decision Making. [Masters Thesis]. University of Toronto; 2015. Available from: http://hdl.handle.net/1807/75191

North Carolina State University

4.
Na, Sungsoo.
A Heuristic Approach to a *Portfolio* *Optimization* Model with Nonlinear Transaction Costs.

Degree: PhD, Industrial Engineering, 2009, North Carolina State University

URL: http://www.lib.ncsu.edu/resolver/1840.16/4795

► In this thesis we extend the Markowitz Mean-Variance model to a rebalancing *portfolio* *optimization* problem incorporating realistic considerations such as transaction costs and a risk-free…
(more)

Subjects/Keywords: heuristic optimization; portfolio optimization model; transaction costs

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APA (6^{th} Edition):

Na, S. (2009). A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs. (Doctoral Dissertation). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/4795

Chicago Manual of Style (16^{th} Edition):

Na, Sungsoo. “A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs.” 2009. Doctoral Dissertation, North Carolina State University. Accessed October 21, 2019. http://www.lib.ncsu.edu/resolver/1840.16/4795.

MLA Handbook (7^{th} Edition):

Na, Sungsoo. “A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs.” 2009. Web. 21 Oct 2019.

Vancouver:

Na S. A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs. [Internet] [Doctoral dissertation]. North Carolina State University; 2009. [cited 2019 Oct 21]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/4795.

Council of Science Editors:

Na S. A Heuristic Approach to a Portfolio Optimization Model with Nonlinear Transaction Costs. [Doctoral Dissertation]. North Carolina State University; 2009. Available from: http://www.lib.ncsu.edu/resolver/1840.16/4795

Uppsala University

5.
Barkino, Iliam.
Enough is Enough : Sufficient number of securities in an optimal * portfolio*.

Degree: Business Studies, 2016, Uppsala University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462

►

This empirical study has shown that optimal portfolios need approximately 10 securities to diversify away the unsystematic risk. This challenges previous studies of randomly… (more)

Subjects/Keywords: Optimal Portfolio; Random Portfolio; Optimization; Modern Portfolio Theory; Variance; Covariance; Diversification; Relative Standard Deviation

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Barkino, I. (2016). Enough is Enough : Sufficient number of securities in an optimal portfolio. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Barkino, Iliam. “Enough is Enough : Sufficient number of securities in an optimal portfolio.” 2016. Thesis, Uppsala University. Accessed October 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Barkino, Iliam. “Enough is Enough : Sufficient number of securities in an optimal portfolio.” 2016. Web. 21 Oct 2019.

Vancouver:

Barkino I. Enough is Enough : Sufficient number of securities in an optimal portfolio. [Internet] [Thesis]. Uppsala University; 2016. [cited 2019 Oct 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Barkino I. Enough is Enough : Sufficient number of securities in an optimal portfolio. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462

Not specified: Masters Thesis or Doctoral Dissertation

Brno University of Technology

6. Hrachovec, Lukáš. Optimalizace investičního portfolia v podmínkách vybraného podnikatelského subjektu .

Degree: 2015, Brno University of Technology

URL: http://hdl.handle.net/11012/41758

► Předmětem bakalářské práce „Optimalizace podnikového portfolia“ je charakterizovat proces a odlišnosti při jednotlivých možnostech investování. Cílem této práce je navrhnout optimální investici pro určitý ekonomický…
(more)

Subjects/Keywords: Investice; portfolio; optimalizace; analýza; Investment; Portfolio; Optimization; Analysis

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APA (6^{th} Edition):

Hrachovec, L. (2015). Optimalizace investičního portfolia v podmínkách vybraného podnikatelského subjektu . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/41758

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Hrachovec, Lukáš. “Optimalizace investičního portfolia v podmínkách vybraného podnikatelského subjektu .” 2015. Thesis, Brno University of Technology. Accessed October 21, 2019. http://hdl.handle.net/11012/41758.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Hrachovec, Lukáš. “Optimalizace investičního portfolia v podmínkách vybraného podnikatelského subjektu .” 2015. Web. 21 Oct 2019.

Vancouver:

Hrachovec L. Optimalizace investičního portfolia v podmínkách vybraného podnikatelského subjektu . [Internet] [Thesis]. Brno University of Technology; 2015. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/11012/41758.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hrachovec L. Optimalizace investičního portfolia v podmínkách vybraného podnikatelského subjektu . [Thesis]. Brno University of Technology; 2015. Available from: http://hdl.handle.net/11012/41758

Not specified: Masters Thesis or Doctoral Dissertation

Lehigh University

7. Dong, Yang. Robust Performance Attribution Analysis in Investment Management.

Degree: PhD, Information and Systems Engineering, 2014, Lehigh University

URL: https://preserve.lehigh.edu/etd/1474

► This dissertation investigates robust *optimization* models for performance attribution analysis in investment management. Specifically, an investment manager seeks to evaluate the performance of fund managers…
(more)

Subjects/Keywords: Portfolio management; Robust optimization; Uncertainty; Engineering

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APA (6^{th} Edition):

Dong, Y. (2014). Robust Performance Attribution Analysis in Investment Management. (Doctoral Dissertation). Lehigh University. Retrieved from https://preserve.lehigh.edu/etd/1474

Chicago Manual of Style (16^{th} Edition):

Dong, Yang. “Robust Performance Attribution Analysis in Investment Management.” 2014. Doctoral Dissertation, Lehigh University. Accessed October 21, 2019. https://preserve.lehigh.edu/etd/1474.

MLA Handbook (7^{th} Edition):

Dong, Yang. “Robust Performance Attribution Analysis in Investment Management.” 2014. Web. 21 Oct 2019.

Vancouver:

Dong Y. Robust Performance Attribution Analysis in Investment Management. [Internet] [Doctoral dissertation]. Lehigh University; 2014. [cited 2019 Oct 21]. Available from: https://preserve.lehigh.edu/etd/1474.

Council of Science Editors:

Dong Y. Robust Performance Attribution Analysis in Investment Management. [Doctoral Dissertation]. Lehigh University; 2014. Available from: https://preserve.lehigh.edu/etd/1474

Penn State University

8.
Wang, Yuan.
Markowitz *Portfolio* *Optimization* with Misspecified
Covariance Matrices.

Degree: MS, Industrial Engineering, 2015, Penn State University

URL: https://etda.libraries.psu.edu/catalog/26612

► We consider *portfolio* *optimization* problems in which the true covariance matrix is misspecified and its value may be obtained by solving a suitably defined learning…
(more)

Subjects/Keywords: Markowitz Portfolio Optimization; ADMM; Machine Learning

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APA (6^{th} Edition):

Wang, Y. (2015). Markowitz Portfolio Optimization with Misspecified Covariance Matrices. (Masters Thesis). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/26612

Chicago Manual of Style (16^{th} Edition):

Wang, Yuan. “Markowitz Portfolio Optimization with Misspecified Covariance Matrices.” 2015. Masters Thesis, Penn State University. Accessed October 21, 2019. https://etda.libraries.psu.edu/catalog/26612.

MLA Handbook (7^{th} Edition):

Wang, Yuan. “Markowitz Portfolio Optimization with Misspecified Covariance Matrices.” 2015. Web. 21 Oct 2019.

Vancouver:

Wang Y. Markowitz Portfolio Optimization with Misspecified Covariance Matrices. [Internet] [Masters thesis]. Penn State University; 2015. [cited 2019 Oct 21]. Available from: https://etda.libraries.psu.edu/catalog/26612.

Council of Science Editors:

Wang Y. Markowitz Portfolio Optimization with Misspecified Covariance Matrices. [Masters Thesis]. Penn State University; 2015. Available from: https://etda.libraries.psu.edu/catalog/26612

McMaster University

9. Mbodji, Oumar. Time Consistent Behaviour and Discount Rates.

Degree: PhD, 2018, McMaster University

URL: http://hdl.handle.net/11375/23890

►

Decisions such as saving, investing, policymaking, have consequences in multiple time periods and are called intertemporal. These choices require decision-makers to trade-off costs and benefits… (more)

Subjects/Keywords: time consistent; portfolio; optimization; discount rates

Record Details Similar Records

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APA (6^{th} Edition):

Mbodji, O. (2018). Time Consistent Behaviour and Discount Rates. (Doctoral Dissertation). McMaster University. Retrieved from http://hdl.handle.net/11375/23890

Chicago Manual of Style (16^{th} Edition):

Mbodji, Oumar. “Time Consistent Behaviour and Discount Rates.” 2018. Doctoral Dissertation, McMaster University. Accessed October 21, 2019. http://hdl.handle.net/11375/23890.

MLA Handbook (7^{th} Edition):

Mbodji, Oumar. “Time Consistent Behaviour and Discount Rates.” 2018. Web. 21 Oct 2019.

Vancouver:

Mbodji O. Time Consistent Behaviour and Discount Rates. [Internet] [Doctoral dissertation]. McMaster University; 2018. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/11375/23890.

Council of Science Editors:

Mbodji O. Time Consistent Behaviour and Discount Rates. [Doctoral Dissertation]. McMaster University; 2018. Available from: http://hdl.handle.net/11375/23890

Penn State University

10. Shahriari, Mehdi. Spatial and Temporal Analysis of Renewable Power Generation Portfolios.

Degree: 2018, Penn State University

URL: https://etda.libraries.psu.edu/catalog/15201mys5724

► The increase in renewable energy nameplate capacity has resulted in significant rise in net electricity generation from renewable sources. This increased renewable power penetration results…
(more)

Subjects/Keywords: Renewable Energy; Electricity Market; Portfolio Optimization

Record Details Similar Records

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APA (6^{th} Edition):

Shahriari, M. (2018). Spatial and Temporal Analysis of Renewable Power Generation Portfolios. (Thesis). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/15201mys5724

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Shahriari, Mehdi. “Spatial and Temporal Analysis of Renewable Power Generation Portfolios.” 2018. Thesis, Penn State University. Accessed October 21, 2019. https://etda.libraries.psu.edu/catalog/15201mys5724.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Shahriari, Mehdi. “Spatial and Temporal Analysis of Renewable Power Generation Portfolios.” 2018. Web. 21 Oct 2019.

Vancouver:

Shahriari M. Spatial and Temporal Analysis of Renewable Power Generation Portfolios. [Internet] [Thesis]. Penn State University; 2018. [cited 2019 Oct 21]. Available from: https://etda.libraries.psu.edu/catalog/15201mys5724.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shahriari M. Spatial and Temporal Analysis of Renewable Power Generation Portfolios. [Thesis]. Penn State University; 2018. Available from: https://etda.libraries.psu.edu/catalog/15201mys5724

Not specified: Masters Thesis or Doctoral Dissertation

11. Chan, Yuk Fung. Financial Models for Commodity, Energy and Equity Markets .

Degree: PhD, 2015, Princeton University

URL: http://arks.princeton.edu/ark:/88435/dsp01pz50gz48f

► In this thesis, we propose several financial models to better understand the dramatic price behavior observed in the commodity and energy markets over the past…
(more)

Subjects/Keywords: Financialization; Mean Field Games; Portfolio Optimization

Record Details Similar Records

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APA (6^{th} Edition):

Chan, Y. F. (2015). Financial Models for Commodity, Energy and Equity Markets . (Doctoral Dissertation). Princeton University. Retrieved from http://arks.princeton.edu/ark:/88435/dsp01pz50gz48f

Chicago Manual of Style (16^{th} Edition):

Chan, Yuk Fung. “Financial Models for Commodity, Energy and Equity Markets .” 2015. Doctoral Dissertation, Princeton University. Accessed October 21, 2019. http://arks.princeton.edu/ark:/88435/dsp01pz50gz48f.

MLA Handbook (7^{th} Edition):

Chan, Yuk Fung. “Financial Models for Commodity, Energy and Equity Markets .” 2015. Web. 21 Oct 2019.

Vancouver:

Chan YF. Financial Models for Commodity, Energy and Equity Markets . [Internet] [Doctoral dissertation]. Princeton University; 2015. [cited 2019 Oct 21]. Available from: http://arks.princeton.edu/ark:/88435/dsp01pz50gz48f.

Council of Science Editors:

Chan YF. Financial Models for Commodity, Energy and Equity Markets . [Doctoral Dissertation]. Princeton University; 2015. Available from: http://arks.princeton.edu/ark:/88435/dsp01pz50gz48f

University of Helsinki

12.
Long, Feiran.
* Portfolio* selection formulated in terms of Semimartingales and Quadratic Variation.

Degree: Department of Political and Economic Studies; Helsingfors universitet, Statsvetenskapliga fakulteten, Institutionen för politik och ekonomi, 2012, University of Helsinki

URL: http://hdl.handle.net/10138/37148

► Every since Harry Markowitz published his remarkable piece on *portfolio* diversification in the 50s which then evolved into Modern *Portfolio* Theory (MPT), the trade-off between…
(more)

Subjects/Keywords: portfolio optimization; semimartingale; quadratic variation; Economics; Kansantaloustiede; Nationalekonomi; portfolio optimization; semimartingale; quadratic variation

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Long, F. (2012). Portfolio selection formulated in terms of Semimartingales and Quadratic Variation. (Masters Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/37148

Chicago Manual of Style (16^{th} Edition):

Long, Feiran. “Portfolio selection formulated in terms of Semimartingales and Quadratic Variation.” 2012. Masters Thesis, University of Helsinki. Accessed October 21, 2019. http://hdl.handle.net/10138/37148.

MLA Handbook (7^{th} Edition):

Long, Feiran. “Portfolio selection formulated in terms of Semimartingales and Quadratic Variation.” 2012. Web. 21 Oct 2019.

Vancouver:

Long F. Portfolio selection formulated in terms of Semimartingales and Quadratic Variation. [Internet] [Masters thesis]. University of Helsinki; 2012. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/10138/37148.

Council of Science Editors:

Long F. Portfolio selection formulated in terms of Semimartingales and Quadratic Variation. [Masters Thesis]. University of Helsinki; 2012. Available from: http://hdl.handle.net/10138/37148

13.
Blom, Joakim.
Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio *optimization*.

Degree: Mathematics and Mathematical Statistics, 2016, Umeå University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634

► Modern *portfolio* theory (MPT) is an investment theory which was introduced by Harry Markowitz in 1952 and describes how risk averse investors can optimize…
(more)

Subjects/Keywords: Copula; Portfolio Optimization; Extreme Value Theory; CVaR Optimization

Record Details Similar Records

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APA (6^{th} Edition):

Blom, J. (2016). Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Blom, Joakim. “Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.” 2016. Thesis, Umeå University. Accessed October 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Blom, Joakim. “Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.” 2016. Web. 21 Oct 2019.

Vancouver:

Blom J. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. [Internet] [Thesis]. Umeå University; 2016. [cited 2019 Oct 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Blom J. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. [Thesis]. Umeå University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634

Not specified: Masters Thesis or Doctoral Dissertation

14.
Liagkouras, Konstantinos.
Novel multiobjective evolutionary algorithm approaches with application in the constrained *portfolio* * optimization*.

Degree: 2016, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς

URL: http://hdl.handle.net/10442/hedi/37602

► Multiobjective *optimization* (MO) is the problem of simultaneously optimizing two or more conflicting objectives *subject* to certain constraints. Many real-world problems involve simultaneous *optimization* of…
(more)

Subjects/Keywords: Πολυαντικειμενικοί Εξελικτικοί Αλγόριθμοι; Βελτιστοποίηση χαρτοφυλακίου; Multiobjective optimization; Evolutionary algorithms; Portfolio optimization

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Liagkouras, K. (2016). Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization. (Thesis). University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Retrieved from http://hdl.handle.net/10442/hedi/37602

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Liagkouras, Konstantinos. “Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization.” 2016. Thesis, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Accessed October 21, 2019. http://hdl.handle.net/10442/hedi/37602.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Liagkouras, Konstantinos. “Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization.” 2016. Web. 21 Oct 2019.

Vancouver:

Liagkouras K. Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization. [Internet] [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2016. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/10442/hedi/37602.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liagkouras K. Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization. [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2016. Available from: http://hdl.handle.net/10442/hedi/37602

Not specified: Masters Thesis or Doctoral Dissertation

Georgia Tech

15.
Morris, Carl.
Dynamic *portfolio* *optimization* using mean-semivariance.

Degree: PhD, Industrial and Systems Engineering, 2017, Georgia Tech

URL: http://hdl.handle.net/1853/59245

► This dissertation studies the mean-semivariance *portfolio* *optimization* problem. We describe the relationship of this kind of *optimization* in the context of other types of *portfolio*…
(more)

Subjects/Keywords: Multi-period stochastic optimization; Robust optimization; Portfolio optimization; Piecewise quadratic qptimization; Parametric qptimization

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Morris, C. (2017). Dynamic portfolio optimization using mean-semivariance. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/59245

Chicago Manual of Style (16^{th} Edition):

Morris, Carl. “Dynamic portfolio optimization using mean-semivariance.” 2017. Doctoral Dissertation, Georgia Tech. Accessed October 21, 2019. http://hdl.handle.net/1853/59245.

MLA Handbook (7^{th} Edition):

Morris, Carl. “Dynamic portfolio optimization using mean-semivariance.” 2017. Web. 21 Oct 2019.

Vancouver:

Morris C. Dynamic portfolio optimization using mean-semivariance. [Internet] [Doctoral dissertation]. Georgia Tech; 2017. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/1853/59245.

Council of Science Editors:

Morris C. Dynamic portfolio optimization using mean-semivariance. [Doctoral Dissertation]. Georgia Tech; 2017. Available from: http://hdl.handle.net/1853/59245

Brno University of Technology

16. Seifert, Marián. Návrh softwaru pro podporu rozhodování o portfoliových investicích .

Degree: 2012, Brno University of Technology

URL: http://hdl.handle.net/11012/9834

► Táto práca sa zaoberá návrhom a optimalizáciou portfólia cenných papierov. Pre tento proces bude vytvorený software, ktorého výstupy by mali pomôcť investorovi pri rozhodovaní. V…
(more)

Subjects/Keywords: Optimalizácia portfólia; cenné papiere; optimalizačný software; optimalizačné kritérium; Portfolio optimization; securities; optimization software; optimization criterium

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Seifert, M. (2012). Návrh softwaru pro podporu rozhodování o portfoliových investicích . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/9834

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Seifert, Marián. “Návrh softwaru pro podporu rozhodování o portfoliových investicích .” 2012. Thesis, Brno University of Technology. Accessed October 21, 2019. http://hdl.handle.net/11012/9834.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Seifert, Marián. “Návrh softwaru pro podporu rozhodování o portfoliových investicích .” 2012. Web. 21 Oct 2019.

Vancouver:

Seifert M. Návrh softwaru pro podporu rozhodování o portfoliových investicích . [Internet] [Thesis]. Brno University of Technology; 2012. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/11012/9834.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Seifert M. Návrh softwaru pro podporu rozhodování o portfoliových investicích . [Thesis]. Brno University of Technology; 2012. Available from: http://hdl.handle.net/11012/9834

Not specified: Masters Thesis or Doctoral Dissertation

University of Arizona

17.
Chernikov, Dmitry.
PDE Constrained *Optimization* in Stochastic and Deterministic Problems of Multiphysics and Finance
.

Degree: 2017, University of Arizona

URL: http://hdl.handle.net/10150/626368

► In this dissertation we investigate methods of solving various *optimization* problems with PDE constraints, i.e. *optimization* problems that have a system of partial differential equations…
(more)

Subjects/Keywords: adjoint differentiation; automatic differentiation; multiphysics; nonlinear optimization; optimization of portfolio of options; PDE-constrained optimization

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Chernikov, D. (2017). PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance . (Doctoral Dissertation). University of Arizona. Retrieved from http://hdl.handle.net/10150/626368

Chicago Manual of Style (16^{th} Edition):

Chernikov, Dmitry. “PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance .” 2017. Doctoral Dissertation, University of Arizona. Accessed October 21, 2019. http://hdl.handle.net/10150/626368.

MLA Handbook (7^{th} Edition):

Chernikov, Dmitry. “PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance .” 2017. Web. 21 Oct 2019.

Vancouver:

Chernikov D. PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance . [Internet] [Doctoral dissertation]. University of Arizona; 2017. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/10150/626368.

Council of Science Editors:

Chernikov D. PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance . [Doctoral Dissertation]. University of Arizona; 2017. Available from: http://hdl.handle.net/10150/626368

Université Catholique de Louvain

18.
Oger, Marie-Odile.
Behavioral Finance applied to *Portfolio* theory: An empirical challenge to Markowitz’ framework.

Degree: 2016, Université Catholique de Louvain

URL: http://hdl.handle.net/2078.1/thesis:3983

►

Over the past decades, assumptions related to modern *portfolio* theory such as investors‟ rationality, market efficiency and Gaussian returns have been challenged, namely through the…
(more)

Subjects/Keywords: Behavioral portfolio theory; Mean-variance theory; Mental Account; Portfolio optimization; Decision making

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Oger, M. (2016). Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:3983

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Oger, Marie-Odile. “Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.” 2016. Thesis, Université Catholique de Louvain. Accessed October 21, 2019. http://hdl.handle.net/2078.1/thesis:3983.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Oger, Marie-Odile. “Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.” 2016. Web. 21 Oct 2019.

Vancouver:

Oger M. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. [Internet] [Thesis]. Université Catholique de Louvain; 2016. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/2078.1/thesis:3983.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Oger M. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. [Thesis]. Université Catholique de Louvain; 2016. Available from: http://hdl.handle.net/2078.1/thesis:3983

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

19.
Chiang, Bing-Yang.
Using Fuzzy Sets to Speed up the *Optimization* of Group Stock * Portfolio*.

Degree: Master, Institute Of Computer Science And Engineering, 2018, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727118-000856

► Investment is always an interesting and important issue for people since international financial crisis is hard to predict and governmentâs policy may have influence on…
(more)

Subjects/Keywords: diverse group stock portfolio; fuzzy grouping genetic algorithm; grouping problem; individual repair mechanism; portfolio optimization

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Chiang, B. (2018). Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727118-000856

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Chiang, Bing-Yang. “Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio.” 2018. Thesis, NSYSU. Accessed October 21, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727118-000856.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Chiang, Bing-Yang. “Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio.” 2018. Web. 21 Oct 2019.

Vancouver:

Chiang B. Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio. [Internet] [Thesis]. NSYSU; 2018. [cited 2019 Oct 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727118-000856.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chiang B. Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727118-000856

Not specified: Masters Thesis or Doctoral Dissertation

Iowa State University

20.
Lou, Chenlu.
Generation *portfolio* *optimization* under wind Production Tax Credit and Renewable *Portfolio* Standard.

Degree: 2011, Iowa State University

URL: https://lib.dr.iastate.edu/etd/11202

► In this thesis we construct and analyze a mean-variance utility maximization model for a risk-averse electric power generation company who wishes to determine the optimal…
(more)

Subjects/Keywords: Generation expansion planning; Portfolio optimization; Production Tax Credit; Renewable energy; Renewable Portfolio Standard; Industrial Engineering

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Lou, C. (2011). Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard. (Thesis). Iowa State University. Retrieved from https://lib.dr.iastate.edu/etd/11202

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Lou, Chenlu. “Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard.” 2011. Thesis, Iowa State University. Accessed October 21, 2019. https://lib.dr.iastate.edu/etd/11202.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Lou, Chenlu. “Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard.” 2011. Web. 21 Oct 2019.

Vancouver:

Lou C. Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard. [Internet] [Thesis]. Iowa State University; 2011. [cited 2019 Oct 21]. Available from: https://lib.dr.iastate.edu/etd/11202.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lou C. Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard. [Thesis]. Iowa State University; 2011. Available from: https://lib.dr.iastate.edu/etd/11202

Not specified: Masters Thesis or Doctoral Dissertation

Brno University of Technology

21. Budík, Jan. METODY TVORBY MĚNOVÉHO PORTFOLIA .

Degree: 2013, Brno University of Technology

URL: http://hdl.handle.net/11012/26945

► Dizertační práce pojednává o metodě tvorby měnového portfolia zaměřeného na krátkodobé držení dílčích investičních pozic, které nepřesahuje jeden obchodní den. Z tohoto důvodu je nezbytné…
(more)

Subjects/Keywords: Měnové portfolio; investiční strategie; forex; optimalizace; riziko.; Currency portfolio; investment strategy; forex; optimization; risk.

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Budík, J. (2013). METODY TVORBY MĚNOVÉHO PORTFOLIA . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/26945

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Budík, Jan. “METODY TVORBY MĚNOVÉHO PORTFOLIA .” 2013. Thesis, Brno University of Technology. Accessed October 21, 2019. http://hdl.handle.net/11012/26945.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Budík, Jan. “METODY TVORBY MĚNOVÉHO PORTFOLIA .” 2013. Web. 21 Oct 2019.

Vancouver:

Budík J. METODY TVORBY MĚNOVÉHO PORTFOLIA . [Internet] [Thesis]. Brno University of Technology; 2013. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/11012/26945.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Budík J. METODY TVORBY MĚNOVÉHO PORTFOLIA . [Thesis]. Brno University of Technology; 2013. Available from: http://hdl.handle.net/11012/26945

Not specified: Masters Thesis or Doctoral Dissertation

22. Sampaio, Phillipe Rodrigues. Teoria, métodos e aplicações de otimização multiobjetivo.

Degree: Mestrado, Ciência da Computação, 2011, University of São Paulo

URL: http://www.teses.usp.br/teses/disponiveis/45/45134/tde-25042011-122013/ ;

►

Problemas com múltiplos objetivos são muito frequentes nas áreas de Otimização, Economia, Finanças, Transportes, Engenharia e várias outras. Como os objetivos são, geralmente, conflitantes, faz-se… (more)

Subjects/Keywords: compressed sensing; compressed sensing; multiobjective optimization; nonlinear programming; otimização de portfolio; otimização multiobjetivo; portfolio optimization; programação não-linear

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Sampaio, P. R. (2011). Teoria, métodos e aplicações de otimização multiobjetivo. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45134/tde-25042011-122013/ ;

Chicago Manual of Style (16^{th} Edition):

Sampaio, Phillipe Rodrigues. “Teoria, métodos e aplicações de otimização multiobjetivo.” 2011. Masters Thesis, University of São Paulo. Accessed October 21, 2019. http://www.teses.usp.br/teses/disponiveis/45/45134/tde-25042011-122013/ ;.

MLA Handbook (7^{th} Edition):

Sampaio, Phillipe Rodrigues. “Teoria, métodos e aplicações de otimização multiobjetivo.” 2011. Web. 21 Oct 2019.

Vancouver:

Sampaio PR. Teoria, métodos e aplicações de otimização multiobjetivo. [Internet] [Masters thesis]. University of São Paulo; 2011. [cited 2019 Oct 21]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45134/tde-25042011-122013/ ;.

Council of Science Editors:

Sampaio PR. Teoria, métodos e aplicações de otimização multiobjetivo. [Masters Thesis]. University of São Paulo; 2011. Available from: http://www.teses.usp.br/teses/disponiveis/45/45134/tde-25042011-122013/ ;

23. Hirani, Shyam. The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework.

Degree: Faculty of Arts and Sciences, 2014, Linköping UniversityLinköping University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570

► Within the scope of this thesis, the Black-Litterman Asset Allocation Model (as presented in He & Litterman, 1999) is compared to the classical mean-variance…
(more)

Subjects/Keywords: Black-Litterman mean-variance portfolio optimization efficient frontier sensitivity analysis high-yield strategy canonical reverse optimization equilibrium portfolio CAPM

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Hirani, S. (2014). The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework. (Thesis). Linköping UniversityLinköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Hirani, Shyam. “The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework.” 2014. Thesis, Linköping UniversityLinköping University. Accessed October 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Hirani, Shyam. “The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework.” 2014. Web. 21 Oct 2019.

Vancouver:

Hirani S. The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework. [Internet] [Thesis]. Linköping UniversityLinköping University; 2014. [cited 2019 Oct 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hirani S. The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework. [Thesis]. Linköping UniversityLinköping University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570

Not specified: Masters Thesis or Doctoral Dissertation

Humboldt University of Berlin

24. Wesselhöfft, Niels. The Kelly Criterion: implementation, simulation and backtest.

Degree: 2016, Humboldt University of Berlin

URL: http://edoc.hu-berlin.de/docviews/abstract.php?id=42677 ; http://edoc.hu-berlin.de/master/wesselhoefft-niels-2016-02-29/PDF/wesselhoefft.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100238532

►

In dieser Masterarbeit wird das asymptotisch optimale Kelly *Portfolio*, im Gegensatz zum Mittelwert/Varianz Ansatz, implementiert und in einer Simulationsstudie, wie auch auf empirischer Basis getestet.…
(more)

Subjects/Keywords: Statistik; Wirtschaft; Portfolio Optimization; Kelly Kriterion; Portfolio-Optimierung; Portfolio-Simulationen; Optimales Investieren; Log-Nutzenfunktion; Kelly Criterion; Portfolio Simulations; Optimal Investment; Log-Utility; ddc:330

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Wesselhöfft, N. (2016). The Kelly Criterion: implementation, simulation and backtest. (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=42677 ; http://edoc.hu-berlin.de/master/wesselhoefft-niels-2016-02-29/PDF/wesselhoefft.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100238532

Chicago Manual of Style (16^{th} Edition):

Wesselhöfft, Niels. “The Kelly Criterion: implementation, simulation and backtest.” 2016. Masters Thesis, Humboldt University of Berlin. Accessed October 21, 2019. http://edoc.hu-berlin.de/docviews/abstract.php?id=42677 ; http://edoc.hu-berlin.de/master/wesselhoefft-niels-2016-02-29/PDF/wesselhoefft.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100238532.

MLA Handbook (7^{th} Edition):

Wesselhöfft, Niels. “The Kelly Criterion: implementation, simulation and backtest.” 2016. Web. 21 Oct 2019.

Vancouver:

Wesselhöfft N. The Kelly Criterion: implementation, simulation and backtest. [Internet] [Masters thesis]. Humboldt University of Berlin; 2016. [cited 2019 Oct 21]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=42677 ; http://edoc.hu-berlin.de/master/wesselhoefft-niels-2016-02-29/PDF/wesselhoefft.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100238532.

Council of Science Editors:

Wesselhöfft N. The Kelly Criterion: implementation, simulation and backtest. [Masters Thesis]. Humboldt University of Berlin; 2016. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=42677 ; http://edoc.hu-berlin.de/master/wesselhoefft-niels-2016-02-29/PDF/wesselhoefft.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100238532

Brno University of Technology

25. Roušavý, Jan. Optimalizace portfolia cenných papírů .

Degree: 2010, Brno University of Technology

URL: http://hdl.handle.net/11012/17504

► Diplomová práce se zaměřuje na problematiku vhodného výběru cenných papírů a následné sestavení portfolia z těchto cenných papírů. Dále se podrobněji věnuje analýze portfolia a…
(more)

Subjects/Keywords: Optimalizace portfolio; teorie portfolio; cenné papíry; beta koeficient; výnosová míra; riziko; Portfolio optimization; portfolio theory; funds; beta coefficient; rate of return; risk

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Roušavý, J. (2010). Optimalizace portfolia cenných papírů . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/17504

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Roušavý, Jan. “Optimalizace portfolia cenných papírů .” 2010. Thesis, Brno University of Technology. Accessed October 21, 2019. http://hdl.handle.net/11012/17504.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Roušavý, Jan. “Optimalizace portfolia cenných papírů .” 2010. Web. 21 Oct 2019.

Vancouver:

Roušavý J. Optimalizace portfolia cenných papírů . [Internet] [Thesis]. Brno University of Technology; 2010. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/11012/17504.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Roušavý J. Optimalizace portfolia cenných papírů . [Thesis]. Brno University of Technology; 2010. Available from: http://hdl.handle.net/11012/17504

Not specified: Masters Thesis or Doctoral Dissertation

26. Marques, Felipe Tumenas. Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos.

Degree: Mestrado, Engenharia de Produção, 2007, University of São Paulo

URL: http://www.teses.usp.br/teses/disponiveis/18/18140/tde-10122007-214030/ ;

►

Um dos problemas fundamentais em finanças é a escolha de ativos para investimento. O primeiro método para solucionar este problema foi desenvolvido por Markowitz em… (more)

Subjects/Keywords: Algoritmos genéticos; Genetic algorithms; Markowitz; Markowitz; Otimização de carteiras; Portfolio optimization

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Marques, F. T. (2007). Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/18/18140/tde-10122007-214030/ ;

Chicago Manual of Style (16^{th} Edition):

Marques, Felipe Tumenas. “Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos.” 2007. Masters Thesis, University of São Paulo. Accessed October 21, 2019. http://www.teses.usp.br/teses/disponiveis/18/18140/tde-10122007-214030/ ;.

MLA Handbook (7^{th} Edition):

Marques, Felipe Tumenas. “Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos.” 2007. Web. 21 Oct 2019.

Vancouver:

Marques FT. Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos. [Internet] [Masters thesis]. University of São Paulo; 2007. [cited 2019 Oct 21]. Available from: http://www.teses.usp.br/teses/disponiveis/18/18140/tde-10122007-214030/ ;.

Council of Science Editors:

Marques FT. Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos. [Masters Thesis]. University of São Paulo; 2007. Available from: http://www.teses.usp.br/teses/disponiveis/18/18140/tde-10122007-214030/ ;

Anna University

27.
Suganya N C.
Studies on computational intelligence based strategies
for financial *portfolio* *optimization*;.

Degree: 2014, Anna University

URL: http://shodhganga.inflibnet.ac.in/handle/10603/15032

►

A financial *portfolio* is a basket of tradable assets such as stocks, bonds, commodities etc., that is held by an investor. Computational Intelligence (CI) is…
(more)

Subjects/Keywords: Computation intelligence; financial portfolio optimization; wavelet networks; neural networks

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

C, S. N. (2014). Studies on computational intelligence based strategies for financial portfolio optimization;. (Thesis). Anna University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/15032

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

C, Suganya N. “Studies on computational intelligence based strategies for financial portfolio optimization;.” 2014. Thesis, Anna University. Accessed October 21, 2019. http://shodhganga.inflibnet.ac.in/handle/10603/15032.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

C, Suganya N. “Studies on computational intelligence based strategies for financial portfolio optimization;.” 2014. Web. 21 Oct 2019.

Vancouver:

C SN. Studies on computational intelligence based strategies for financial portfolio optimization;. [Internet] [Thesis]. Anna University; 2014. [cited 2019 Oct 21]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/15032.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

C SN. Studies on computational intelligence based strategies for financial portfolio optimization;. [Thesis]. Anna University; 2014. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/15032

Not specified: Masters Thesis or Doctoral Dissertation

EPFL

28.
Yap, Zheng Wei.
Robust *Portfolio* * Optimization*.

Degree: 2017, EPFL

URL: http://infoscience.epfl.ch/record/230029

► Since the 2008 Global Financial Crisis, the financial market has become more unpredictable than ever before, and it seems set to remain so in the…
(more)

Subjects/Keywords: Robust Optimization; Modern Portfolio Theory; Markowitz Model; Model Uncertainty

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Yap, Z. W. (2017). Robust Portfolio Optimization. (Thesis). EPFL. Retrieved from http://infoscience.epfl.ch/record/230029

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Yap, Zheng Wei. “Robust Portfolio Optimization.” 2017. Thesis, EPFL. Accessed October 21, 2019. http://infoscience.epfl.ch/record/230029.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Yap, Zheng Wei. “Robust Portfolio Optimization.” 2017. Web. 21 Oct 2019.

Vancouver:

Yap ZW. Robust Portfolio Optimization. [Internet] [Thesis]. EPFL; 2017. [cited 2019 Oct 21]. Available from: http://infoscience.epfl.ch/record/230029.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yap ZW. Robust Portfolio Optimization. [Thesis]. EPFL; 2017. Available from: http://infoscience.epfl.ch/record/230029

Not specified: Masters Thesis or Doctoral Dissertation

Hong Kong University of Science and Technology

29.
Feng, Yiyong.
Convex *optimization* methods for financial engineering : *portfolio* design and order execution.

Degree: 2015, Hong Kong University of Science and Technology

URL: https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html

► *Portfolio* risk management and algorithmic trading are active research areas and have received extensive attention and interest. The former is attached of great importance after…
(more)

Subjects/Keywords: Portfolio management; Mathematical models; Investments; Risk management; Mathematical optimization; Convex functions

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Feng, Y. (2015). Convex optimization methods for financial engineering : portfolio design and order execution. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Feng, Yiyong. “Convex optimization methods for financial engineering : portfolio design and order execution.” 2015. Thesis, Hong Kong University of Science and Technology. Accessed October 21, 2019. https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Feng, Yiyong. “Convex optimization methods for financial engineering : portfolio design and order execution.” 2015. Web. 21 Oct 2019.

Vancouver:

Feng Y. Convex optimization methods for financial engineering : portfolio design and order execution. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2015. [cited 2019 Oct 21]. Available from: https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Feng Y. Convex optimization methods for financial engineering : portfolio design and order execution. [Thesis]. Hong Kong University of Science and Technology; 2015. Available from: https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Hong Kong University of Science and Technology

30.
Wang, Tian.
*Portfolio**optimization* based on random matrix theory.

Degree: 2010, Hong Kong University of Science and Technology

URL: https://doi.org/10.14711/thesis-b1106644 ; http://repository.ust.hk/ir/bitstream/1783.1-6761/1/th_redirect.html

► In modern *portfolio* theory, the covariance matrices of *portfolio* asset returns are always needed for different reasons in the design process. Indeed, the problem of…
(more)

Subjects/Keywords: Random matrices; Portfolio management – Mathematical models; Mathematical optimization

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Wang, T. (2010). Portfolio optimization based on random matrix theory. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1106644 ; http://repository.ust.hk/ir/bitstream/1783.1-6761/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Wang, Tian. “Portfolio optimization based on random matrix theory.” 2010. Thesis, Hong Kong University of Science and Technology. Accessed October 21, 2019. https://doi.org/10.14711/thesis-b1106644 ; http://repository.ust.hk/ir/bitstream/1783.1-6761/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Wang, Tian. “Portfolio optimization based on random matrix theory.” 2010. Web. 21 Oct 2019.

Vancouver:

Wang T. Portfolio optimization based on random matrix theory. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2010. [cited 2019 Oct 21]. Available from: https://doi.org/10.14711/thesis-b1106644 ; http://repository.ust.hk/ir/bitstream/1783.1-6761/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang T. Portfolio optimization based on random matrix theory. [Thesis]. Hong Kong University of Science and Technology; 2010. Available from: https://doi.org/10.14711/thesis-b1106644 ; http://repository.ust.hk/ir/bitstream/1783.1-6761/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation