Essays on advanced methods in portfolio optimization
AO Aydinhan - 2023 - search.proquest.com
This dissertation consists of four chapters on my work in developing new methods for
financial portfolio optimization. The first chapter introduces the MCTS algorithm to the …
financial portfolio optimization. The first chapter introduces the MCTS algorithm to the …
[PDF][PDF] Optimal portfolio structuring in emerging stock markets using robust statistics
FRQ Reyna, AMD Júnior… - Brazilian Review of …, 2005 - bibliotecadigital.fgv.br
Emerging markets are known to have unique characteristics when compared to more
developed markets. The direct use of standard mathematical models proposed and tested in …
developed markets. The direct use of standard mathematical models proposed and tested in …
[PDF][PDF] Active Currency Management at the Swedish National Debt Office-A Case Study
KL Solhaug, TTH Nguyen - 2019 - biopen.bi.no
Swedish National Debt Office (SNDO) is responsible for managing Sweden's central
government debt. Since the mid-1970s, SNDO has issued bonds in foreign currency in …
government debt. Since the mid-1970s, SNDO has issued bonds in foreign currency in …
[PDF][PDF] OPTIMAL PORTFOLIO STRUCTURING USING ROBUST STATISTICS
FRQ Reyna, AMD Júnior, O Porto, BV de Melo Mendes - din.uem.br
Emerging markets are known to have unique characteristics when compared to more
developed markets. The direct use of standard mathematical models proposed and tested in …
developed markets. The direct use of standard mathematical models proposed and tested in …
[CITATION][C] Optimal Portfolio Structuring in Emerging Stock Markets Using Robust Statistics
B Mendes