273 search results - page 3 / 55 » Robust Asset Allocation |
IOR
2006
13 years 5 months ago
2006
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
AICS
2009
13 years 3 months ago
2009
We propose the development of a prediction market to provide a form of collective intelligence for forecasting prices for "toxic assets" to be transferred from Irish bank...
COR
2008
13 years 5 months ago
2008
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
GECCO
2009
Springer
13 years 10 months ago
2009
Springer
The Portfolio Optimization problem consists of the selection of a group of assets to a long-term fund in order to minimize the risk and maximize the return of the investment. This...
EDBT
2012
ACM
11 years 8 months ago
2012
ACM
We present a hierarchical distributed communication and control architecture for Smart Grids. The proposed topology consists of multiple layers to allow for robust and flexible d...