48 search results - page 1 / 10 » Portfolio selection with probabilistic utility |
ANOR
2007
13 years 4 months ago
2007
We present a novel portfolio selection technique, which replaces the traditional maximization of the utility function with a probabilistic approach inspired by statistical physics....
FSS
2002
13 years 4 months ago
2002
The mean-variance methodology for the portfolio selection problem, originally proposed by Markowitz, has been one of the most important research fields in modern finance. In this ...
EC
2008
13 years 3 months ago
2008
A wide range of niching techniques have been investigated in evolutionary and genetic algorithms. In this article, we focus on niching using crowding techniques in the context of ...
PIMRC
2008
IEEE
13 years 11 months ago
2008
IEEE
Abstract—We present a framework for throughput optimization for multipath unicast routing in wireless networks in the presence of probabilistic jamming. The framework introduces ...
EOR
2008
13 years 4 months ago
2008
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...