Financial Portfolio Optimization: Computationally guided agents to investigate, analyse and invest!?
Download full text from publisher
References listed on IDEAS
- Ross, Stephen A., 1976.
"The arbitrage theory of capital asset pricing,"
Journal of Economic Theory,
Elsevier, vol. 13(3), pages 341-360, December.
- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 02-73, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 2-73, Wharton School Rodney L. White Center for Financial Research.
- Ardia, David & Boudt, Kris & Carl, Peter & Mullen, Katharine M. & Peterson, Brian, 2010. "Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization," MPRA Paper 22135, University Library of Munich, Germany.
- Susanne Still & Imre Kondor, 2009. "Regularizing Portfolio Optimization," Papers 0911.1694, arXiv.org.
- Greyserman, Alex & Jones, Douglas H. & Strawderman, William E., 2006. "Portfolio selection using hierarchical Bayesian analysis and MCMC methods," Journal of Banking & Finance, Elsevier, vol. 30(2), pages 669-678, February.
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
- Conlon, T. & Ruskin, H.J. & Crane, M., 2007.
"Random matrix theory and fund of funds portfolio optimisation,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 382(2), pages 565-576.
- Thomas Conlon & Heather J. Ruskin & Martin Crane, 2010. "Random Matrix Theory and Fund of Funds Portfolio Optimisation," Papers 1005.5021, arXiv.org.
- repec:dau:papers:123456789/4688 is not listed on IDEAS
- Carl Lindberg, 2009. "Portfolio optimization when expected stock returns are determined by exposure to risk," Papers 0906.2271, arXiv.org.
- repec:wsi:ijtafx:v:08:y:2005:i:08:n:s0219024905003402 is not listed on IDEAS
- William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
- Harry M. Markowitz, 2010. "Portfolio Theory: As I Still See It," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 1-23, December.
- Thiemo Krink & Sandra Paterlini, 2011. "Multiobjective optimization using differential evolution for real-world portfolio optimization," Computational Management Science, Springer, vol. 8(1), pages 157-179, April.
- Alois Geyer & Michael Hanke & Alex Weissensteiner, 2009. "A stochastic programming approach for multi-period portfolio optimization," Computational Management Science, Springer, vol. 6(2), pages 187-208, May.
- Branke, J. & Scheckenbach, B. & Stein, M. & Deb, K. & Schmeck, H., 2009. "Portfolio optimization with an envelope-based multi-objective evolutionary algorithm," European Journal of Operational Research, Elsevier, vol. 199(3), pages 684-693, December.
- Steiner, Manfred & Wittkemper, Hans-Georg, 1997. "Portfolio optimization with a neural network implementation of the coherent market hypothesis," European Journal of Operational Research, Elsevier, vol. 100(1), pages 27-40, July.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1301.4194. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (arXiv administrators). General contact details of provider: http://arxiv.org/ .