Portfolio optimization-Reference-Cited by-同舟云学术

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Portfolio optimization

Published:2019 Issue: Volume: Page:355-426
ISSN:
Container-title:Numerical Methods and Optimization in Finance
language:
Short-container-title:

Author:

Gilli Manfred,Maringer Dietmar,Schumann Enrico

Publisher

Elsevier

Reference56 articles.

1. Is There an Intertemporal Relation Between Downside Risk and Expected Returns?;Bali;Journal of Financial and Quantitative Analysis,2009

2. On the Sensitivity of Mean–Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results;Best;Review of Financial Studies,1991

3. Different Approaches to Risk Estimation in Portfolio Theory;Biglova;Journal of Portfolio Management,2004

4. Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence;Board;Management Science,1994

5. Portfolio Choice Problems;Brandt,2009

Cited by 1 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. A Systematic Literature Review on Quadratic Programming;Proceedings of Seventh International Congress on Information and Communication Technology;2022-08-17

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