Analysis of New Approaches Used in Portfolio Optimization: A Systematic Literature Review-Reference-Cited by-同舟云学术

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Analysis of New Approaches Used in Portfolio Optimization: A Systematic Literature Review

Published:2021-11-14 Issue: Volume: Page:125-157
ISSN:1867-4534
Container-title:Adaptation, Learning, and Optimization
language:
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Author:

Milhomem Danilo A.,Pereira Dantas Maria José

Publisher

Springer International Publishing

Link

https://link.springer.com/content/pdf/10.1007/978-3-030-88315-7_6

Reference98 articles.

1. Aboussalah, A.M., Lee, C.G.: Continuous control with stacked deep dynamic recurrent reinforcement learning for portfolio optimization. Expert Syst. Appl. 140, 112891 (2020). https://doi.org/10.1016/j.eswa.2019.112891

2. Ackermann, F., Pohl, W., Schmedders, K.: Optimal and naive diversification in currency markets. Manage. Sci. 63(10), 3347–3360 (2017). https://doi.org/10.1287/mnsc.2016.2497

3. Aguilar-Rivera, A., Valenzuela-Rendón, M.: A new multi-period investment strategies method based on evolutionary algorithms. Neural Comput. Appl. 31(3), 923–937 (2017). https://doi.org/10.1007/s00521-017-3121-6

4. Al Janabi, M.A.: Optimal and investable portfolios: an empirical analysis with scenario optimization algorithms under crisis market prospects. Econ. Model. 40, 369–381 (2014). https://doi.org/10.1016/j.econmod.2013.11.021

5. Al Janabi, M.A., Ferrer, R., Shahzad, S.J.H.: Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach. Phys. A: Stat. Mech. Its Appl. 536, 122579 (2019). https://doi.org/10.1016/j.physa.2019.122579

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Business Management by Portfolio Optimization Model;2023 XXXII International Scientific Conference Electronics (ET);2023-09-13

2. A Combined AHP-PROMETHEE Approach for Portfolio Performance Comparison;International Journal of Financial Studies;2023-03-13

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