Sage Journals: Discover world-class research

Free access

Research article

First published 2003-2

On LP Solvable Models for Portfolio Selection

Renata Mansini, Włodzimierz Ogryczak, M. Grazia Speranza

Informatica: An International Journal of Computing and Informatics

Retricted access

Research article

First published 2011-11

Non-Gaussian optimization model for systematic portfolio allocation: How to take advantage of market turbulence?

Papa Momar Ndiaye

Risk and Decision Analysis

Free access

Research article

First published 2017-10-21

Wealth management: Modeling the nonlinear dependence

Mariana Rosa Montenegro, Pedro Henrique Melo Albuquerque

Algorithmic Finance

Retricted access

Research article

First published 2009-2

On the Markowitz mean–variance analysis of self-financing portfolios

Zhidong Bai, Huixia Liu, Wing-Keung Wong

Risk and Decision Analysis

Retricted access

Research article

First published 2010-11

Portfolio risk management via interval probability

Eugene Demidenko

Model Assisted Statistics and Applications

Retricted access

Research article

First published 2002-1

Quadratic Programming Approach to Portfolio Selection

J.K. Sharma, A.K. Bhargava

Paradigm: A Management Research Journal

Retricted access

Research article

First published 2011-8

Multiple criteria optimization for stochastic systems with uncertain parameters

Vitaly Molostvov

Model Assisted Statistics and Applications

Retricted access

Review article

First published 2020-7

The Impact of Financial Crises on the Asset Allocation: Classical Theory Versus Behavioral Theory

Amen Aissi Harzallah, Mouna Boujelbene Abbes

Journal of Interdisciplinary Economics

Open access

Research article

First published 2022-4

Bitcoin in Portfolio Selection: A Multivariate Distribution Approach

Mario I. Contreras-Valdez, José Antonio Núñez, Guillermo Benavides Perales

Sage Open

Retricted access

Research article

First published 2022-5

Optimization of Capital Distribution and Composition of a Shipping Company Fleet Through Evolutionary Algorithms

Alkis Thrassou, Demetris Vrontis, Georgios Georgopoulos [...]

Business Perspectives and Research

Search results