32 search results - page 1 / 7 » Optimality conditions in portfolio analysis with general dev... |
MP
2006
13 years 10 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 10 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 8 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
14 years 4 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
13 years 5 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...