stochastic portfolio selection model
A two stage stochastic mixed integer program modelling and hybrid solution approach to portfolio selection problems
22
Stochastic dynamic programming methods for the portfolio selection problem
253
Strategic Asset Allocation for Life Insurers with Stochastic Liability
22
Static Mean-Variance portfolio optimization under general sources of uncertainty
16
Investment Opportunities, Uncertain Implicit Transaction Costs and Maximum Downside Risk in Dynamic Stochastic Financial Optimization
9
Introducing a Relational Network DEA Model with Stochastic Intermediate measures for Portfolio Optimization
10
Portfolio Investment Model Using Neuro Fuzzy System
5
An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility
20
Stochastic portfolio programming, competitive market equilibria, and market portfolios and risk profiles : a New Zealand capital market analysis : a thesis presented in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University
341
A stochastic model for project selection and scheduling problem
12
Online Full Text
12
Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model
30
Pricing Portfolio Credit Derivatives with Stochastic Recovery and Systematic Factor
9
On the Stochastic Dominance of Portfolio Insurance Strategies
14
Sufficient stochastic maximum principle for the optimal control of semi Markov modulated jump diffusion with application to financial optimization
26
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model
8
A New and Flexible Approach to the Analysis of Paired Comparison Data
29
Adaptive Model Weighting and Transductive Regression for Predicting Best System Combinations
6
Optimization of Fuzzy Random Portfolio selection by Implementation of Harmony Search Algorithm
5
Bayesian inference and model selection for partially observed stochastic epidemics
275