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10 merged results for "Portfolio Optimization"

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  1. Risk management in multi-objective portfolio optimization under uncertainty

    Yannick Becker, Pascal Halffmann, Anita Schöbel · 2024

    uncertain Transparent signal score 53/100 · policy 1.0.0

    Found in arxiv · DOI 10.1007/978-3-031-92575-7_22

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  2. Portfolio Optimization with Entropic Value-at-Risk

    Amir Ahmadi-Javid, Malihe Fallah-Tafti · 2017 · European Journal of Operational Research, 279(1), 225-241

    uncertain Transparent signal score 53/100 · policy 1.0.0

    Found in arxiv · DOI 10.1016/j.ejor.2019.02.007

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  3. Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing

    Atithi Acharya, Romina Yalovetzky, Pierre Minssen, Shouvanik Chakrabarti · 2024 · Phys. Rev. Research 7, 023142 (2025)

    uncertain Transparent signal score 53/100 · policy 1.0.0

    Found in arxiv · DOI 10.1103/physrevresearch.7.023142

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  4. Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes

    Milan Kumar Das, Anindya Goswami, Nimit Rana · 2016 · SIAM J. Control Optim. 56 (2018), 1550-576

    uncertain Transparent signal score 53/100 · policy 1.0.0

    Found in arxiv · DOI 10.1137/17m1121809

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  5. Belief Propagation Algorithm for Portfolio Optimization Problems

    Takashi Shinzato, Muneki Yasuda · 2010

    uncertain Transparent signal score 53/100 · policy 1.0.0

    Found in arxiv · DOI 10.1371/journal.pone.0134968

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    • supportingMetadata completeness: All 6 scored descriptive metadata groups are present. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer

  6. A Risk-Sensitive Portfolio Optimization Problem with Fixed Incomes Securities

    Mayank Goel, K. Suresh Kumar · 2007

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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  7. Portfolio Optimization

    Aizhan Issagali, Damira Alshimbayeva, Aidana Zhalgas · 2015

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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  8. Multistage Portfolio Optimization: A Duality Result in Conic Market Models

    Robert Bassett, Khoa Le · 2016

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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  9. P vs NP Problem in Portfolio Optimization: Integrating the Markowitz-CAPM Framework with Cardinality Constraints and Black-Scholes Derivative Pricing

    Davit Gondauri · 2026

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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  10. Random matrix approach for primal-dual portfolio optimization problems

    Daichi Tada, Hisashi Yamamoto, Takashi Shinzato · 2017

    uncertain Transparent signal score 53/100 · policy 1.0.0

    Found in arxiv · DOI 10.7566/jpsj.86.124804

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