4 search results - page 1 / 1 » Mathematical Multi-objective Model for the selection of a po... |
AISS
2010
13 years 2 months ago
2010
A mathematical multi objective model for the selection of a portfolio of investment is presented and its application in the Mexican Stock Exchange (BMV). The multi objective model...
GECCO
2008
Springer
13 years 5 months ago
2008
Springer
Investors vary with respect to their expected return and aversion to associated risk, and hence also vary in their performance expectations of the stock market portfolios they hol...
CISS
2008
IEEE
13 years 6 months ago
2008
IEEE
Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...
SIGIR
2009
ACM
13 years 11 months ago
2009
ACM
This paper studies document ranking under uncertainty. It is tackled in a general situation where the relevance predictions of individual documents have uncertainty, and are depen...