High Speed Hill Climbing Algorithm for Portfolio Optimization.
- Published in:
- Tanzania Journal of Science, 2021, v. 47, n. 2, p. 1236, doi. 10.4314/tjs.v47i3.31
- By:
- Publication type:
- Article
Works matching DE "PORTFOLIO management (Investments)"
Results: 5000
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2
Financial awareness, risk aversion and portfolio choice.
- Published in:
- Applied Economics, 2025, v. 57, n. 30, p. 4279, doi. 10.1080/00036846.2024.2356896
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- Article
3
APPLYING THE MEAN-VARIANCE FRAMEWORK: PORTFOLIO OPTIMIZATION AND COMPARATIVE PERFORMANCE ANALYSIS IN THE EMERGING COLOMBIAN CAPITAL MARKET.
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- Business, Management & Economics Engineering, 2025, v. 23, n. 1, p. 164, doi. 10.3846/bmee.2025.22695
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- Article
4
The link between corporate strategy and innovation in developing countries: The post-crisis trends and challenges.
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- E+M Economics & Management / E+M Ekonomie a Management, 2025, v. 28, n. 2, p. 112, doi. 10.15240/tul/001/2025-2-007
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- Article
5
Multivariate time series models of development for countries with transitional economies and prospects for post-COVID growth.
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- E+M Economics & Management / E+M Ekonomie a Management, 2025, v. 28, n. 2, p. 1, doi. 10.15240/tul/001/2025-2-001
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- Publication type:
- Article
6
Robust portfolio management: A novel multi-task learning model fusing predicted returns and residual data under the framework of Mean-VaR.
- Published in:
- Journal of the Operational Research Society, 2025, v. 76, n. 7, p. 1466, doi. 10.1080/01605682.2024.2438333
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- Publication type:
- Article
7
Stock Allocation Using Grasshopper Optimization: Striking the Right Risk-Return Balance.
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- IUP Journal of Applied Economics, 2025, v. 24, n. 2, p. 93, doi. 10.71329/IUPJAE/2025.24.2.93-100
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- Article
8
An Efficient Scenario Reduction Method for Problems with Higher Moment Coherent Risk Measures.
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- INFORMS Journal on Computing, 2025, v. 37, n. 3, p. 743, doi. 10.1287/ijoc.2022.0375
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- Publication type:
- Article
9
Mean–variance–skewness portfolio optimization with uncertain returns via co-skewness.
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- Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2025, v. 29, n. 8, p. 4233, doi. 10.1007/s00500-025-10623-x
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- Publication type:
- Article
10
Robust Consumption and Portfolio Choice under the 4/2 Stochastic Volatility Model.
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- Journal of Derivatives, 2025, v. 32, n. 4, p. 116, doi. 10.3905/jod.2025.1.225
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- Article
11
Editor's Letter.
- Published in:
- Journal of Derivatives, 2025, v. 32, n. 4, p. 1, doi. 10.3905/jod.2025.32.3.001
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- Publication type:
- Article
12
Standard Portfolio Analysis of Risk versus Filtered Historical Simulation Value-at-Risk and Its Improvements: Evidence from Taiwan Market.
- Published in:
- Journal of Derivatives, 2025, v. 32, n. 4, p. 25, doi. 10.3905/jod.2025.1.227
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- Publication type:
- Article
13
The law of one price in quadratic hedging and mean–variance portfolio selection.
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- Finance & Stochastics, 2025, v. 29, n. 3, p. 847, doi. 10.1007/s00780-025-00563-7
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- Publication type:
- Article
14
Are ESG Improvements Recognized? Perspectives from the Public Sentiments.
- Published in:
- Journal of Impact & ESG Investing, 2025, v. 5, n. 4, p. 24, doi. 10.3905/jesg.2025.1.126
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- Publication type:
- Article
15
Black–Litterman portfolio optimization based on GARCH–EVT–Copula and LSTM models.
- Published in:
- Annals of Operations Research, 2025, v. 349, n. 3, p. 1693, doi. 10.1007/s10479-025-06597-6
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- Publication type:
- Article
16
Portfolio Selection Based on Mean-Generalized Variance Analysis: Evidence from the G20 Stock Markets.
- Published in:
- Asia-Pacific Journal of Operational Research, 2025, v. 42, n. 3, p. 1, doi. 10.1142/S0217595924500167
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- Article
17
Investors' reaction to banning IFRS use by domestic firms in alternative market.
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- Journal of Management & Governance, 2025, v. 29, n. 2, p. 355, doi. 10.1007/s10997-024-09723-x
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- Publication type:
- Article
18
Lower partial moments for skew elliptical distributions.
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- Journal of Industrial & Management Optimization, 2025, v. 21, n. 6, p. 1, doi. 10.3934/jimo.2025062
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- Publication type:
- Article
19
Reinforcement Learning for Dynamic Portfolio Optimization in Financial Markets.
- Published in:
- Advances in Consumer Research, 2025, v. 2, n. 3, p. 1150
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- Article
20
Dynamic Portfolio Return Classification Using Price-Aware Logistic Regression.
- Published in:
- Mathematics (2227-7390), 2025, v. 13, n. 11, p. 1885, doi. 10.3390/math13111885
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- Publication type:
- Article
21
Managing Risk Across Time: An Intertemporal Spectral Risk Measures Framework for Multi-Period Portfolio Optimization.
- Published in:
- Mathematics (2227-7390), 2025, v. 13, n. 11, p. 1754, doi. 10.3390/math13111754
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- Publication type:
- Article
22
Does Fair Value Taxation Affect Banks' Investment Portfolios and Risk Taking?
- Published in:
- Journal of the American Taxation Association, 2025, v. 47, n. 1, p. 7, doi. 10.2308/JATA-2022-019
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- Article
23
SUMMARIES OF PAPERS IN THIS ISSUE.
- Published in:
- Journal of the American Taxation Association, 2025, v. 47, n. 1, p. 1, doi. 10.2308/JATA-2025-003
- Publication type:
- Article
24
Enhanced indexation: can volatility timing improve portfolio performance?
- Published in:
- Quantitative Finance, 2025, v. 25, n. 5, p. 773, doi. 10.1080/14697688.2025.2490630
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- Article
25
An early-warning risk signals framework to capture systematic risk in financial markets.
- Published in:
- Quantitative Finance, 2025, v. 25, n. 5, p. 757, doi. 10.1080/14697688.2025.2482637
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- Publication type:
- Article
26
401(k) Trading Spikes Amongst Market Turmoil.
- Published in:
- Journal of Financial Planning, 2025, v. 38, n. 6, p. 18
- Publication type:
- Article
27
Direct Indexing and the Diet of Distraction: A Financial Planner's Case for Simplicity.
- Published in:
- Journal of Financial Planning, 2025, v. 38, n. 6, p. 14
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- Publication type:
- Article
28
Volatility Ambiguity, Portfolio Decisions, and Equilibrium Asset Pricing.
- Published in:
- Management Science, 2025, v. 71, n. 6, p. 5185, doi. 10.1287/mnsc.2022.02902
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- Article
29
Stock Market Ownership Transitions.
- Published in:
- Management Science, 2025, v. 71, n. 6, p. 4977, doi. 10.1287/mnsc.2023.00290
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- Article
30
DYNAMIC LINKAGES BETWEEN TURKISH ISLAMIC STOCK MARKET AND GLOBAL MACROECONOMIC RISK FACTORS: EVIDENCE FROM DCC-GARCH MODEL.
- Published in:
- Akademik Hassasiyetler, 2025, v. 11, n. 27, p. 399, doi. 10.58884/akademik-hassasiyetler.1590078
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- Publication type:
- Article
31
Estimating background risk hedging demands from cross‐sectional data.
- Published in:
- Journal of Financial Research, 2025, v. 48, n. 2, p. 579, doi. 10.1111/jfir.12432
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- Article
32
Bank Credit, Portfolio Selection, and Macrodynamics in a Small Open Economy.
- Published in:
- Metroeconomica, 2025, v. 76, n. 3, p. 405, doi. 10.1111/meca.12491
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- Article
33
CORRECTIONS TO "TARGET ACHIEVING PORTFOLIO UNDER MODEL MISSPECIFICATION: QUADRATIC OPTIMIZATION FRAMEWORK" (APPL. MATH. (WARSAW) 39 (2012), 425-443).
- Published in:
- Applicationes Mathematicae, 2025, v. 52, n. 1, p. 123, doi. 10.4064/am2564-2-2025
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- Article
34
Mean–Variance–Entropy Framework for Cryptocurrency Portfolio Optimization.
- Published in:
- Mathematics (2227-7390), 2025, v. 13, n. 10, p. 1693, doi. 10.3390/math13101693
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- Publication type:
- Article
35
A Multi-Period Optimization Framework for Portfolio Selection Using Interval Analysis.
- Published in:
- Mathematics (2227-7390), 2025, v. 13, n. 10, p. 1552, doi. 10.3390/math13101552
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- Publication type:
- Article
36
Bridging Behavioral Insights and Automated Trading: An Internet of Behaviors Approach for Enhanced Financial Decision-Making.
- Published in:
- Information (2078-2489), 2025, v. 16, n. 5, p. 338, doi. 10.3390/info16050338
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- Publication type:
- Article
37
A Global-in-Time Neural Network Approach to Dynamic Portfolio Optimization.
- Published in:
- Applied Mathematical Finance, 2024, v. 31, n. 3, p. 131, doi. 10.1080/1350486X.2024.2410200
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- Publication type:
- Article
38
Should the Occupational Pension Plans' Investment be Long-Term or Short-Term? Evidence from China.
- Published in:
- Computational Economics, 2025, v. 65, n. 6, p. 3391, doi. 10.1007/s10614-024-10677-3
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- Publication type:
- Article
39
Extracting Stock Predictive Information in Mutual Fund Managers' Portfolio Decisions Through Machine Learning with Hypergraph.
- Published in:
- Computational Economics, 2025, v. 65, n. 6, p. 3039, doi. 10.1007/s10614-024-10673-7
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- Publication type:
- Article
40
Channels of international risk-sharing: capital gains versus income flows.
- Published in:
- International Economics & Economic Policy, 2011, v. 8, n. 1, p. 45, doi. 10.1007/s10368-010-0176-6
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- Publication type:
- Article
41
OWNERSHIP STRUCTURE AND THE RISK-RETURN PROFILES OF JAPANESE STOCKS.
- Published in:
- Corporate Ownership & Control, 2009, v. 7, n. 1, p. 9
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- Publication type:
- Article
42
DO PORTFOLIO MANAGERS IN SOUTH AFRICA CONSIDER HUMAN BEHAVIOUR ISSUES WHEN MAKING INVESTMENT DECISIONS OR ADVISING CLIENTS?
- Published in:
- Corporate Ownership & Control, 2009, v. 6, n. 3, p. 126
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- Publication type:
- Article
43
What Drives the Volatility of Metal Market? The Role of World Oil Price and US Factors Volatility.
- Published in:
- Pertanika Journal of Social Sciences & Humanities, 2020, v. 28, n. 1, p. 661
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- Publication type:
- Article
44
The Importance of PMO Practices in Strategic Initiative Implementation: An Empirical Study of Indonesian Banks.
- Published in:
- Pertanika Journal of Social Sciences & Humanities, 2019, v. 27, n. S2, p. 49
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- Publication type:
- Article
45
A Study on the Performance and Risk Diversification Benefits of Real Estate Investment Trusts in Malaysia.
- Published in:
- Pertanika Journal of Social Sciences & Humanities, 2017, v. 25 S, p. 265
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- Publication type:
- Article
46
Practicality and Potential Value of Enterprise Risk Management in the Manufacturing Sector in China.
- Published in:
- Pertanika Journal of Social Sciences & Humanities, 2015, v. 23, p. 1
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- Publication type:
- Article
47
Update on Colombian Pension and Health Care Reform.
- Published in:
- Social Security Bulletin, 1995, v. 58, n. 2, p. 77
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- Publication type:
- Article
48
A generalized theoretical modelling approach for the assessment of economic-capital under asset market liquidity risk constraints.
- Published in:
- Service Industries Journal, 2011, v. 31, n. 13, p. 2193, doi. 10.1080/02642069.2010.503878
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- Publication type:
- Article
49
FMEA-based portfolio approach to service productivity improvement.
- Published in:
- Service Industries Journal, 2011, v. 31, n. 11, p. 1825, doi. 10.1080/02642069.2010.503876
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- Publication type:
- Article
50
Returns from Investing in Australian Equity Superannuation Funds, 1991-1999.
- Published in:
- Service Industries Journal, 2003, v. 23, n. 4, p. 12, doi. 10.1080/02642060412331300982
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- Publication type:
- Article