FSS
2002
13 years 9 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 ...
COR
2007
13 years 9 months ago
2007
In this paper we apply a heuristic method based on artificial neural networks (NN) in order to trace out the efficient frontier associated to the portfolio selection problem. We...
EOR
2008
13 years 10 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. ...
GECCO
2004
Springer
14 years 3 months ago
2004
Springer
In financial engineering the problem of portfolio selection has drawn much attention in the last decades. But still unsolved problems remain, while on the one hand the type of mod...
CASDMKM
2004
Springer
14 years 3 months ago
2004
Springer
Abstract. Many methodologies have been introduced to deal with project portfolio selection problem including some techniques that help to evaluate individual projects, or to select...