खोज परिणाम - "portfolio optimization"
प्रस्तावित विषय : खोज निहित
प्रस्तावित विषय : खोज निहित
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1
Portfolio Optimization by Means of Multiple Tandem Certainty-Uncertainty Searches A Technical Description
प्रकाशित 2013DOAB: download the publication
DOAB: description of the publication
इलेक्ट्रोनिक पुस्तक अध्याय -
2
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3
Systemic Risk and Reinsurance
प्रकाशित 2020विषय: “…mean-CVaR portfolio optimization…”
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इलेक्ट्रोनिक पुस्तक अध्याय -
4
Risk Analysis and Portfolio Modelling
प्रकाशित 2019विषय: “…portfolio optimization…”
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इलेक्ट्रोनिक पुस्तक अध्याय -
5
Signatures of Maturity in Cryptocurrency Market
प्रकाशित 2023विषय: “…portfolio optimization…”
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इलेक्ट्रोनिक पुस्तक अध्याय -
6
Symmetric Distributions, Moments and Applications
प्रकाशित 2023विषय: “…portfolio optimization…”
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इलेक्ट्रोनिक पुस्तक अध्याय -
7
Efficiency and Anomalies in Stock Markets
प्रकाशित 2022विषय: “…portfolio optimization…”
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इलेक्ट्रोनिक पुस्तक अध्याय -
8
Numerical and Evolutionary Optimization 2020
प्रकाशित 2021विषय: “…multi-objective portfolio optimization problem…”
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इलेक्ट्रोनिक पुस्तक अध्याय -
9
Applied Computing and Artificial Intelligence
प्रकाशित 2023विषय: “…portfolio optimization…”
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इलेक्ट्रोनिक पुस्तक अध्याय -
10
Advanced Machine Learning Applications in Big Data Analytics
प्रकाशित 2023विषय: “…portfolio optimization…”
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इलेक्ट्रोनिक पुस्तक अध्याय -
11
Three Risky Decades: A Time for Econophysics?
प्रकाशित 2022विषय: “…portfolio optimization…”
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इलेक्ट्रोनिक पुस्तक अध्याय -
12
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13
Dynamic risk management with Markov decision processes
प्रकाशित 2008DOAB: download the publication
DOAB: description of the publication
इलेक्ट्रोनिक पुस्तक अध्याय -
14
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15
Information and Divergence Measures
प्रकाशित 2023DOAB: download the publication
DOAB: description of the publication
इलेक्ट्रोनिक पुस्तक अध्याय -
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Innovations in Quantitative Risk Management TU München, September 2013 /
प्रकाशित 2015विषय - सूची: “…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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इलेक्ट्रोनिक ई-पुस्तक -
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