Portfolio Optimization by Means of Multiple Tandem Certainty-Uncertainty Searches A Technical Description by Chow, Brian G.

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Portfolio optimization of risky assets using mean-variance and mean-CvaR / Hannah Nadiah Abdul Razak... [et al.] by Abdul Razak, Hannah Nadiah, Maasar, Mohd. Azdi, Hafidzuddin, Nur Hafidzah, Chun Lee, Ernie Syufina

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Systemic Risk and Reinsurance

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Risk Analysis and Portfolio Modelling by Allen, David

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Signatures of Maturity in Cryptocurrency Market

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Symmetric Distributions, Moments and Applications

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Efficiency and Anomalies in Stock Markets

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Numerical and Evolutionary Optimization 2020

Subjects: “…multi-objective portfolio optimization problem…”
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Applied Computing and Artificial Intelligence

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Advanced Machine Learning Applications in Big Data Analytics

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Three Risky Decades: A Time for Econophysics?

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OPTIMISASI PORTOFOLIO SAHAM DENGAN KENDALA KARDINALITAS MENGGUNAKAN ALGORITMA ARTIFICIAL BEE COLONY by Razka Divaniza Mukti, -

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Dynamic risk management with Markov decision processes by Mundt, André Philipp

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The formation of optimal portfolio - the evidence of Malaysia shariah compliant securities / Nor Hazila Ismail and Yuslizawati Mohd Yusof by Ismail, Nor Hazila, Mohd Yusof, Yuslizawati

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Information and Divergence Measures

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Innovations in Quantitative Risk Management TU München, September 2013 /

Table of Contents: “…Part I Markets, Regulation, and Model Risk -- A Random Holding Period Approach for Liquidity-Inclusive Risk Management -- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models -- Model Risk in Incomplete Markets with Jumps -- Part II Financial Engineering -- Bid-Ask Spread for Exotic Options Under Conic Finance -- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model -- A Two-Sided BNS Model for Multicurrency FX Markets -- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors -- Copula-Specific Credit Portfolio Modeling -- Implied Recovery Rates-Auctions and Models -- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence -- Part III Insurance Risk and Asset Management -- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design -- Reducing Surrender Incentives Through Fee Structure in Variable Annuities -- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment -- Risk Control in Asset Management: Motives and Concepts -- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash -- Improving Optimal Terminal Value Replicating Portfolios -- Part IV Computational Methods for Risk Management -- Risk and Computation -- Extreme Value Importance Sampling for Rare Event Risk Measurement -- A Note on the Numerical Evaluation of the Hartman-Watson Density and Distribution Function -- Computation of Copulas by Fourier Methods -- Part V Dependence Modelling -- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions -- Duality in Risk Aggregation -- Some Consequences of the Markov Kernel Perspective of Copulas -- Copula Representations for Invariant Dependence Functions -- Nonparametric Copula Density Estimation Using a Petrov-Galerkin Projection.…”
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PENGUKURAN RISIKO KREDIT OBLIGASI PENDEKATAN FIRST PASSAGE TIME DAN OPTIMISASI PORTOFOLIO DENGAN MEAN VARIANCE EFFICIENT PORTFOLIO by Alfiyyati, Lydia Zayyani

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