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Frank J. Fabozzi
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Kolm; Dessislava Pachamanova; Sergio M. Focardi (2007). Robust Portfolio Optimization and Management. Hoboken, New Jersey: John Wiley & Sons. FabozziProject portfolio management (1,348 words) [view diff] case mismatch in snippet view article find links to article
to decide which projects to fund in an optimal manner. Project Portfolio Optimization (PPO) is the effort to make the best decisions possible under theseIntertemporal portfolio choice (1,937 words) [view diff] no match in snippet view article find links to article
Intertemporal portfolio choice is the process of allocating one's investable wealth to various assets, especially financial assets, repeatedly over timeThe Journal of Portfolio Management (438 words) [view diff] exact match in snippet view article find links to article
allocation, performance measurement, market trends, risk management, and portfolio optimization. The journal was established in 1974 by Peter L. Bernstein. TheJournal of Futures Markets (76 words) [view diff] exact match in snippet view article find links to article
trading systems, legal, accounting, and regulatory issues, and portfolio optimization. It is published by Wiley-Blackwell. According to the Journal CitationEmilio Tomasini (572 words) [view diff] exact match in snippet view article find links to article
systems. He is famous for his book 'Trading Systems a new approach to portfolio optimization'. He has been publishing since 1997 the daily newsletter RendimentoMarginal conditional stochastic dominance (507 words) [view diff] exact match in snippet view article find links to article
not the optimal portfolio for anyone. Note that this context of portfolio optimization is not limited to situations in which mean-variance analysis appliesMaslowian portfolio theory (852 words) [view diff] no match in snippet view article find links to article
Maslowian portfolio theory (MaPT) creates a normative portfolio theory based on human needs as described by Abraham Maslow. It is in general agreementIsaak Russman (183 words) [view diff] exact match in snippet view article find links to article
models of control and management of organizational systems and portfolio optimization models. In memory of Isaak Russman (Russian language) ScientificKyndryl (977 words) [view diff] exact match in snippet view article find links to article
Industry Services to Broadridge Financial Solutions, as part of a portfolio optimization action. Focused on IT services for businesses, Kyndryl designs,Tail risk parity (480 words) [view diff] exact match in snippet view article find links to article
Value Added?" propose an extension of the classical risk parity portfolio optimization approach from Maillard et al. (2010) to incorporate higher momentsBlack–Litterman model (533 words) [view diff] exact match in snippet view article find links to article
solve the constrained optimization problem. Markowitz model for portfolio optimization Fischer Black; Robert B Litterman (30 September 1991). "Asset Allocation:Margin at risk (193 words) [view diff] exact match in snippet view article find links to article
flow at risk Lang, Joachim; Madlener, Reinhard (September 2010). "Portfolio optimization for power pl ants: the impact of credit risk mitigation and margining"EURO Advanced Tutorials in Operational Research (842 words) [view diff] case mismatch in snippet view article find links to article
M. Grazia Speranza - Linear and Mixed Integer Programming for Portfolio Optimization Alves, C., Clautiaux, F., de Carvalho, J.V., Rietz, J. - Dual-FeasibleStochastic programming (6,069 words) [view diff] no match in snippet view article find links to article
In the field of mathematical optimization, stochastic programming is a framework for modeling optimization problems that involve uncertainty. A stochasticDrawdown (economics) (1,275 words) [view diff] case mismatch in snippet view article
Chekhlov, Alexei; Uryasev, Stanislav; Zabarankin, Michael (2003). "Portfolio Optimization with Drawdown Constraints" (PDF). Chekhlov, Alexei; Uryasev, Stanislav;Resampled efficient frontier (403 words) [view diff] exact match in snippet view article find links to article
constructing a portfolio with optimal risk/return characteristics. His portfolio optimization method finds the minimum risk portfolio with a given expected returnECOCITIES (software) (679 words) [view diff] exact match in snippet view article
building administration and monitoring, energy accounting and building portfolio optimization. Thereby, it supports the definition of low carbon action plansRadial set (422 words) [view diff] case mismatch in snippet view article find links to article
Measures, Valuation Bounds, and ( μ , ρ {\displaystyle \mu ,\rho } )-Portfolio Optimization" (PDF). Humboldt University of Berlin. Aliprantis & Border 2006Vine copula (3,037 words) [view diff] exact match in snippet view article find links to article
vine copulas have been shown to effectively model tail risk in portfolio optimization applications. The first regular vine, avant la lettre, was introducedRmetrics (437 words) [view diff] case mismatch in snippet view article find links to article
Diethelm; Chalabi, Yohan; Chen, William; Ellis, Andrew (2009). Portfolio Optimization with R/Rmetrics. Finance Online Publishing. ISBN 978-3-906041-01-8Skytap (659 words) [view diff] exact match in snippet view article find links to article
The Seattle Times. Retrieved March 14, 2012. "Kyndryl announces portfolio optimization actions" (Press release). Kyndryl. May 13, 2024. Retrieved AugustRobust optimization (3,410 words) [view diff] exact match in snippet view article find links to article
356–361. doi:10.1109/9.50357. Robust portfolio optimization Md. Asadujjaman and Kais Zaman, "Robust Portfolio Optimization under Data Uncertainty" 15th NationalDistortion risk measure (676 words) [view diff] case mismatch in snippet view article find links to article
; Sun, W.; Stoyanov, S. V. (2010). "Distortion Risk Measures in Portfolio Optimization". Handbook of Portfolio Construction. p. 649. CiteSeerX 10.1.1.316F Sharp (programming language) (4,082 words) [view diff] exact match in snippet view article
is used for quantitative finance programming, energy trading and portfolio optimization, machine learning, business intelligence and social gaming on FacebookAlgebraic interior (2,069 words) [view diff] case mismatch in snippet view article find links to article
Measures, Valuation Bounds, and ( μ , ρ {\displaystyle \mu ,\rho } )-Portfolio Optimization" (PDF). Zălinescu 2002, p. 2. Narici & Beckenstein 2011, p. 109Logistic distribution (1,789 words) [view diff] exact match in snippet view article find links to article
and bPOE for common probability distributions with application to portfolio optimization and density estimation" (PDF). Annals of Operations Research. 299Techkriti (589 words) [view diff] case mismatch in snippet view article find links to article
Pirates (Aqua-Robogames), Multirotor (Quadro copter), Richie Rich (Portfolio Optimization), Marketing Villa, Bridge Design Challenge and many others. TechkritiCytel (934 words) [view diff] case mismatch in snippet view article find links to article
and Implementation Collaborative Research Projects Program and Portfolio Optimization Regulatory Interactions Multiplicity Missing Data DMC MembershipFinancial signal processing (823 words) [view diff] exact match in snippet view article find links to article
are also open source libraries available for index tracking and portfolio optimization. Vivienne Investissement: multifractality for asset price, covarianceElastic net regularization (1,453 words) [view diff] exact match in snippet view article find links to article
method has been applied are: Support vector machine Metric learning Portfolio optimization Cancer prognosis It was proven in 2014 that the elastic net canWilshire Associates (715 words) [view diff] exact match in snippet view article find links to article
performance measurement, performance attribution, risk management, portfolio optimization, trade order management, and other marketing and client servicingScenario optimization (1,258 words) [view diff] exact match in snippet view article find links to article
S2CID 1509645. Calafiore, Giuseppe Carlo (2013). "Direct data-driven portfolio optimization with guaranteed shortfall probability". Automatica. 49 (2): 370–380Entropic value at risk (2,016 words) [view diff] exact match in snippet view article find links to article
is that we can use softwares like CVXPY or MOSEK to model this portfolio optimization problems. EVaR and EDaR are implemented in the python package Riskfolio-LibDeep reinforcement learning (1,658 words) [view diff] exact match in snippet view article find links to article
rules. Other growing areas of application include finance (e.g., portfolio optimization), healthcare (e.g., treatment planning and medical decision-making)Post-modern portfolio theory (2,655 words) [view diff] exact match in snippet view article find links to article
1988. Mr. Rom coined the term PMPT and began using it to market portfolio optimization and performance measurement software developed by his company. TheseFinancial technology (3,764 words) [view diff] exact match in snippet view article find links to article
management Algorithmic trading platforms, market data analytics, and portfolio optimization tools for institutional trading and asset management. InsurtechLog-logistic distribution (2,053 words) [view diff] exact match in snippet view article find links to article
and bPOE for common probability distributions with application to portfolio optimization and density estimation" (PDF). Annals of Operations Research. 299Elastic map (1,587 words) [view diff] exact match in snippet view article find links to article
images, PLoS Computational Biology, 2013, 9(4):e1003029. M. Resta, Portfolio optimization through elastic maps: Some evidence from the Italian stock exchangeAnil Kamath (459 words) [view diff] exact match in snippet view article find links to article
later started Efficient Frontier (company) and applied the same portfolio optimization techniques to the area of online advertising. Kamath headed theLaplace distribution (3,126 words) [view diff] exact match in snippet view article find links to article
and bPOE for common probability distributions with application to portfolio optimization and density estimation" (PDF). Annals of Operations Research. 299Six Flags America (4,376 words) [view diff] exact match in snippet view article find links to article
outlined plans in their first quarterly earnings meeting for a portfolio optimization in the company, which may include closing or selling off some ofLudovic Phalippou (648 words) [view diff] exact match in snippet view article find links to article
where he developed a model to forecast private market returns for portfolio optimization programs. He is also a Member of the Investment Committee of Queen’sGoal-based investing (3,295 words) [view diff] exact match in snippet view article find links to article
mathematically converted into MPT's risk aversion parameter and portfolio optimization proceeds along mean-variance lines. The synthesis work, then, eliminatedTwo-moment decision model (1,244 words) [view diff] exact match in snippet view article find links to article
distributions that are location-scale-related to each other. Thus portfolio optimization can be implemented using a two-moment decision model. Example 3:Generalized Pareto distribution (2,790 words) [view diff] exact match in snippet view article find links to article
and bPOE for common probability distributions with application to portfolio optimization and density estimation" (PDF). Annals of Operations Research. 299Fischer Black (1,914 words) [view diff] case mismatch in snippet view article find links to article
Financial Analyst Journal (1990). F. Black & R. Litterman, "Global Portfolio Optimization", Financial Analysts Journal vol. 48, no. 5, pp. 28–43 (1992). FGood–deal bounds (333 words) [view diff] case mismatch in snippet view article find links to article
Measures, Valuation Bounds, and ( μ , ρ {\displaystyle \mu ,\rho } )-Portfolio Optimization". {{cite journal}}: Cite journal requires |journal= (help) JohnMultiplier uncertainty (1,050 words) [view diff] exact match in snippet view article find links to article
policy tools having multiplier uncertainty, and on the other hand, portfolio optimization involving multiple investment choices having rate-of-return uncertaintyEnrique R. Arzac (748 words) [view diff] exact match in snippet view article find links to article
1016/S0261-5606(01)00014-6. Haque, Mahfuzul; Varela, Oscar (2010). "Safety-first portfolio optimization after September 11, 2001". The Journal of Risk Finance. 11 (1):In-database processing (1,159 words) [view diff] exact match in snippet view article find links to article
as financial models for equity, fixed income, interest rate, and portfolio optimization. In-DataBase Pioneers collaborates with marketing and IT teams toMutual fund separation theorem (1,874 words) [view diff] exact match in snippet view article find links to article
same exponent as each other.: ch.4 More recently, in the dynamic portfolio optimization model of Çanakoğlu and Özekici, the investor's level of initialHyperbolic absolute risk aversion (1,213 words) [view diff] exact match in snippet view article find links to article
beginning-of-period and end-of-period consumption. In a discrete time dynamic portfolio optimization context, under HARA utility optimal portfolio choice involves partialAbu Dhabi MAR (653 words) [view diff] exact match in snippet view article find links to article
Nov 22, 2011. "Thyssenkrupp Annual Report 2009/2010, p. 108-109 - Portfolio optimization continued". thyssenkrupp.com. 2010. Archived from the original onEvolutionary algorithm (4,553 words) [view diff] case mismatch in snippet view article find links to article
Zhang, Mengjie (eds.), "Application of a Memetic Algorithm to the Portfolio Optimization Problem", AI 2008: Advances in Artificial Intelligence, LectureGraduate Studies in Mathematics (4,664 words) [view diff] case mismatch in snippet view article find links to article
ISBN 978-0-8218-2169-5); 2001 pbk reprint with corrections 31 Option Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics, Ralf Korn, Elke Korn (2001Econophysics (3,239 words) [view diff] exact match in snippet view article find links to article
can improve the performance of portfolios, e.g., in applied in portfolio optimization. The ideology of econophysics is embodied in the probabilistic economicExponential distribution (6,647 words) [view diff] exact match in snippet view article find links to article
and bPOE for common probability distributions with application to portfolio optimization and density estimation" (PDF). Annals of Operations Research. 299Low-volatility anomaly (1,744 words) [view diff] case mismatch in snippet view article find links to article
the World”. Chan, L., J. Karceski, and J. Lakonishok (1999), “On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model”, Review ofGeneralized extreme value distribution (3,823 words) [view diff] exact match in snippet view article find links to article
and bPOE for common probability distributions with application to portfolio optimization and density estimation" (PDF). Annals of Operations Research. 299Application portfolio management (2,497 words) [view diff] exact match in snippet view article find links to article
attempting to judge a project with respect to their objectives for portfolio optimization and simplification. It must clearly define the boundaries of anNitin Pradhan (1,209 words) [view diff] exact match in snippet view article find links to article
was on using technology to drive mission and business value, IT portfolio optimization, streamlining technology services, creating an IT business catalogueMorgan Bazilian (1,353 words) [view diff] case mismatch in snippet view article find links to article
A Roques) Analytical Methods for Energy Diversity and Security: Portfolio Optimization in the Energy Sector: A Tribute to the work of Dr. Shimon AwerbuchHanseYachts (1,286 words) [view diff] exact match in snippet view article find links to article
HanseYachts AG sold its equity interest in Privilege Marine as a portfolio optimization step. The French catamaran manufacturer based in Port Olona, LesAutomated trading system (2,914 words) [view diff] exact match in snippet view article find links to article
employed a Donchian channel-based trend-following trading method for portfolio optimization in his South African futures market analysis. The early form ofFactSet (2,597 words) [view diff] exact match in snippet view article find links to article
multi-company comparisons, industry analysis, company screening, portfolio optimization and simulation, predictive risk measurements, alpha testing andRisk parity (4,006 words) [view diff] exact match in snippet view article find links to article
of Investment Management (Fourth Quarter). Lindberg, C. (2009). "Portfolio optimization when expected stock returns are determined by exposure to risk"Pareto distribution (6,041 words) [view diff] exact match in snippet view article find links to article
and bPOE for common probability distributions with application to portfolio optimization and density estimation" (PDF). Annals of Operations Research. 299Klöckner & Co (3,549 words) [view diff] exact match in snippet view article find links to article
business, in Europe and North America. Additionally, as part of the portfolio optimization and the implementation of the corporate strategy, the company announcedRachev ratio (1,119 words) [view diff] case mismatch in snippet view article find links to article
Frank J. (2008). Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization (1st ed.). Wiley. ISBN 978-0-470-05316-4. Satchell, Stephen (2009-10-22)Buffered probability of exceedance (483 words) [view diff] exact match in snippet view article find links to article
and bPOE for common probability distributions with application to portfolio optimization and density estimation" (PDF). Annals of Operations Research. 299Student's t-distribution (6,423 words) [view diff] exact match in snippet view article find links to article
and bPOE for common probability distributions with application to portfolio optimization and density estimation" (PDF). Annals of Operations Research. 299Rachev ratio (1,119 words) [view diff] case mismatch in snippet view article find links to article
Frank J. (2008). Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization (1st ed.). Wiley. ISBN 978-0-470-05316-4. Satchell, Stephen (2009-10-22)Energy Exchange Austria (1,751 words) [view diff] exact match in snippet view article find links to article
between the EXAA 10:15 auction and the 12:00 MC auction as a part of portfolio optimization. 12:00 Uhr Market Coupling Auction Since July 2, 2019, EXAA tradingKathy Ensor (1,124 words) [view diff] exact match in snippet view article find links to article
Ensor, Katherine (22 March 2009). Covariance estimation in dynamic portfolio optimization: a realized single factor model. American Finance Association AnnualMexican peso (7,803 words) [view diff] case mismatch in snippet view article find links to article
Hassan, “Safety-First and Extreme Value Bilateral U.S.–Mexican Portfolio Optimization around the Peso Crisis and NAFTA in 1994", The Quarterly ReviewNormal distribution (22,720 words) [view diff] exact match in snippet view article find links to article
and bPOE for common probability distributions with application to portfolio optimization and density estimation" (PDF). Annals of Operations Research. 299Knapsack problem (7,799 words) [view diff] case mismatch in snippet view article find links to article
ISSN 2296-424X. Chang, T. J., et al. Heuristics for Cardinality Constrained Portfolio Optimization. Technical Report, London SW7 2AZ, England: The Management SchoolStochastic simulation (3,715 words) [view diff] case mismatch in snippet view article find links to article
Probability" in Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization : The Ideal Risk, Uncertainty, and Performance Measures, HobokenBrownian model of financial markets (4,070 words) [view diff] exact match in snippet view article find links to article
ISBN 0-387-94839-2. Korn, Ralf; Korn, Elke (2001). Option pricing and portfolio optimization: modern methods of financial mathematics. Providence, R.I.: AmericanLog-normal distribution (12,551 words) [view diff] exact match in snippet view article find links to article
and bPOE for common probability distributions with application to portfolio optimization and density estimation" (PDF). Annals of Operations Research. 299Tax loss harvesting (988 words) [view diff] exact match in snippet view article find links to article
that the two ETFs have nearly identical returns. Mean-variance portfolio optimization One method is to use an initial set of portfolio weights w 0 {\displaystyleAnt colony optimization algorithms (9,484 words) [view diff] case mismatch in snippet view article find links to article
pp. 422–427. ISBN 978-1-4673-4523-1 Abolmaali S, Roodposhti FR. Portfolio Optimization Using Ant Colony Method a Case Study on Tehran Stock Exchange. JournalTail value at risk (4,680 words) [view diff] case mismatch in snippet view article find links to article
and bPOE for Common Probability Distributions With Application to Portfolio Optimization and Density Estimation". arXiv:1811.11301 [q-fin.RM]. Khokhlov,Multiverse Computing (1,119 words) [view diff] case mismatch in snippet view article find links to article
"Multiverse Computing Introduces a New Version of Their Singularity Portfolio Optimization Software - Quantum Computing Report". The Quantum Computing ReportDedicated portfolio theory (3,266 words) [view diff] case mismatch in snippet view article find links to article
and Fletcher, Jeremy “Equity Yield Curves, Time Segmentation, and Portfolio Optimization Strategies,” Journal of Financial Planning, November, 2016, P. 54-61Financial correlation (4,165 words) [view diff] exact match in snippet view article find links to article
much as 70% of the true values). In a practical application in portfolio optimization, accurate estimation of the variance-covariance matrix is paramountHudson Bay Capital Management (1,266 words) [view diff] case mismatch in snippet view article find links to article
2022). "The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization". Portfolio Management Research. 48 (3): 87–102. "Firms to pay $14MDTEK (7,936 words) [view diff] exact match in snippet view article find links to article
mitigation, comprehensive energy management solutions, and physical portfolio optimization. Academy DTEK is an open educational business platform. The projectLocal flexibility markets (3,039 words) [view diff] exact match in snippet view article find links to article
Objective Alleviate Local Congestions Enable Peer-2-Peer trading and portfolio optimization Technology Blockchain Without Blockchain (centralized, traditionalMeta-Labeling (2,405 words) [view diff] exact match in snippet view article find links to article
trading: Filtering and sizing trades to reduce false positives. Portfolio optimization: Scaling exposure across multiple signals with differing confidenceSix Flags (2,461 words) [view diff] exact match in snippet view article find links to article
with the company in late 2024, where they outlined plans for a portfolio optimization in the company, which may include closing or selling off some of