62 search results - page 4 / 13 » Financial Portfolio Optimisation |
CPAIOR
2007
Springer
14 years 1 months ago
2007
Springer
Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its mor...
GECCO
2008
Springer
13 years 8 months ago
2008
Springer
Multiobjective methods are ideal for evolving a set of portfolio optimisation solutions that span a range from highreturn/high-risk to low-return/low-risk, and an investor can cho...
WEBNET
2001
13 years 8 months ago
2001
IJAR
2008
13 years 7 months ago
2008
Using Shafer and Vovk's game-theoretic framework for probability, we derive a capital asset pricing model from an efficient market hypothesis, with no assumptions about the b...
JCSS
2007
13 years 7 months ago
2007
The financial services industry today produces and consumes huge amounts of data and the processes involved in analysing these data are equally huge especially in terms of their c...