Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization
در این صفحه، تعداد 114 مقاله انگلیسی از ژورنال ها و مجلات معتبر پایگاه ساینس دایرکت (ScienceDirect) درباره موضوع بهینه سازی سبد سرمایه گذاری آرشیو شده است که شما می توانید مقالات مورد نظر خود را بر اساس سال انتشار، موضوع مقاله، وضعیت ترجمه و تعداد صفحات، انتخاب نموده و دانلود فرمایید.
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در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
A new Probe Guided Mutation operator and its application for solving the cardinality constrained portfolio optimization problem
A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
Multi-objective genetic algorithms for solving portfolio optimization problems in the electricity market
Power portfolio optimization considering locational electricity prices and risk management
Evolution on trees: On the design of an evolution strategy for scenario-based multi-period portfolio optimization under transaction costs
Direct data-driven portfolio optimization with guaranteed shortfall probability
Multi-period portfolio optimization under possibility measures
Fuzzy portfolio optimization model under real constraints
Time-stamped resampling for robust evolutionary portfolio optimization
Robust estimation of covariance and its application to portfolio optimization
Combining equilibrium, resampling, and analyst’s views in portfolio optimization
Portfolio Optimization with Cardinality Constraints Based on Hybrid Differential Evolution
The Geometric Portfolio Optimization with Semivariance in Financial Engineering
Research on portfolio optimization of agricultural intellectual property promotion engineering projects
Portfolio optimization of equity mutual funds with fuzzy return rates and risks
Portfolio optimization problems in different risk measures using genetic algorithm
A portfolio optimization model using Genetic Network Programming with control nodes
Particle swarm optimization approach to portfolio optimization
Two-sided coherent risk measures and their application in realistic portfolio optimization
Multi-period portfolio optimization with linear control policies
A generalized multi-period mean–variance portfolio optimization with Markov switching parameters
Random matrix theory filters in portfolio optimisation: A stability and risk assessment
Asset portfolio optimization using fuzzy mathematical programming
Mortgage loan portfolio optimization using multi-stage stochastic programming
Fuzzy portfolio optimization under downside risk measures
Random matrix theory and fund of funds portfolio optimisation
Generalized DEA model of fundamental analysis and its application to portfolio optimization
Portfolio optimization under asset pricing anomalies
Portfolio optimization with stochastic dominance constraints
Using genetic algorithm to support portfolio optimization for index fund management
Estimated correlation matrices and portfolio optimization
Random matrix theory for portfolio optimization: a stability approach
Safety-first portfolio optimization for US investors in emerging global, Asian and Latin American markets
Noisy covariance matrices and portfolio optimization II