32 search results - page 1 / 7 » Optimality conditions in portfolio analysis with general dev... |
MP
2006
13 years 4 months ago
2006
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
FS
2006
13 years 4 months ago
2006
General deviation measures are introduced and studied systematically for their potential applications to risk management in areas like portfolio optimization and engineering. Such...
IMCSIT
2010
13 years 2 months ago
2010
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
GECCO
2007
Springer
13 years 10 months ago
2007
Springer
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
BMCBI
2011
12 years 11 months ago
2011
Background: With the growing availability of entire genome sequences, an increasing number of scientists can exploit oligonucleotide microarrays for genome-scale expression studie...