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Found 256 Documents (Results 1–100)

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Some critical insights on the unbiased efficient frontier à la Bodnar & Bodnar. (English) Zbl 1397.62120

Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. MAF 2018. Selected papers based on the presentations at the international conference, Madrid, Spain, April 4–6, 2018. Cham: Springer (ISBN 978-3-319-89823-0/hbk; 978-3-319-89824-7/ebook). 243-247 (2018).
MSC:  62F40 62P20
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Algorithm for constructing the efficient frontier of an investment portfolio. (English. Russian original) Zbl 1408.91189

J. Comput. Syst. Sci. Int. 56, No. 4, 627-635 (2017); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upravl. 2017, No. 4, 76-85 (2017).
MSC:  91G10 91G80 60H10
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Time series clustering on lower tail dependence for portfolio selection. (English) Zbl 1418.91463

Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2012, Venice, Italy, April 10–12, 2012. Cham: Springer. 131-140 (2014).
MSC:  91G10 62P05 62M10
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Efficient cardinality/mean-variance portfolios. (English) Zbl 1322.91050

Pötzsche, Christian (ed.) et al., System modeling and optimization. 26th IFIP TC 7 conference, CSMO 2013, Klagenfurt, Austria, September 9–13, 2013. Revised selected papers. Heidelberg: Springer (ISBN 978-3-662-45503-6/hbk; 978-3-662-45504-3/ebook). IFIP Advances in Information and Communication Technology 443, 52-73 (2014).
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The triangle splitting method for biobjective mixed integer programming. (English) Zbl 1418.90244

Lee, Jon (ed.) et al., Integer programming and combinatorial optimization. 17th international conference, IPCO 2014, Bonn, Germany, June 22–24, 2014. Proceedings. Berlin: Springer. Lect. Notes Comput. Sci. 8494, 162-173 (2014).
MSC:  90C29 90C11
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