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Portfolio management : theory and application
0 references·6 citing·24 second hop
Portfolio management : theory and application (1996)Portfolio management : theory and applica…Mean-Reverting Portfolio With Budget Constraint (2018)Mean-Reverting Portfolio With…Metaheuristics for the Portfolio Selection Problem (2008)Metaheuristics for the Portfo…Multivariate Shrinkage for Optimal Portfolio Weights (2007)Multivariate Shrinkage for Op…General uncertainty in portfolio selection: A case-based decision approach (2007)General uncertainty in portfo…Novel analysis patterns in the context of the managed investments instruments (2006)Novel analysis patterns in th…THE OPTIMIZATION OF EFFICIENT PORTFOLIOS: THE CASE FOR AN R&D QUADRATIC TERM (2004)THE OPTIMIZATION OF EFFICIENT…Design Patterns: Elements of Reusable Object-Oriented Software (1994)Analysis patterns: reusable objects models (1996)Architectural Patterns for Enabling Application Security (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Portfolio optimization: New capabilities and future methods (2006)Risk, Uncertainty and Profit (1921)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Portfolio Selection (1952)On estimating the expected return on the market (1980)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Regularizing portfolio optimization (2010)Optimal liquidation strategies regularize portfolio selection (2011)Optimal Shrinkage-Based Portfolio Selection in High Dimensions (2021)Portfolio Selection: Efficient Diversification of Investments (1959)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)Stock index tracking by Pareto efficient genetic algorithm (2013)A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints (2018)A Biased-Randomized Iterated Local Search Algorithm for Rich Portfolio Optimization (2019)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)
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  • 2007Multivariate Shrinkage for Optimal Portfolio Weights80 cited
  • 2008Metaheuristics for the Portfolio Selection Problem64 cited
  • 2004THE OPTIMIZATION OF EFFICIENT PORTFOLIOS: THE CASE FOR AN R&D QUADRATIC TERM48 cited
  • 2018Mean-Reverting Portfolio With Budget Constraint39 cited
  • 2007General uncertainty in portfolio selection: A case-based decision approach31 cited
  • 2006Novel analysis patterns in the context of the managed investments instruments1 cited

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