62 search results - page 7 / 13 » Financial Portfolio Optimisation |
UAI
2003
13 years 11 months ago
2003
We show how to use linear belief functions to represent market information and financial knowledge, including complete ignorance, statistical observations, subjective speculations...
ANOR
2005
13 years 9 months ago
2005
In this paper we consider a finite-state financial market with non-proportional transaction cost and bid-ask spreads. The transaction cost consists of two parts: a fixed cost and a...
GECCO
2008
Springer
13 years 11 months ago
2008
Springer
Investors vary with respect to their expected return and aversion to associated risk, and hence also vary in their performance expectations of the stock market portfolios they hol...
MP
2006
13 years 9 months ago
2006
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
ADBIS
2006
Springer
14 years 3 months ago
2006
Springer
Abstract. Traditionally, the investment funds market exploits analysis and design concepts based on the procedural programming approach. We propose a set of analysis patterns which...