Add to ORKGThe purpose of the paper is to undertake a brief survey of existing financial risk optimization models in Portfolio Selection that have been derived and /or implemented with a notable degree of acceptance in the academic arena. It attempts to review a few models to assess the state–of-the–art and to examine possible future directions researchers should aim to continue modeling frameworks that are relevant and applicable to financial risk problems faced in practice
Portfolio optimization models aim to optimally distribute capital among selected stocks, bonds and o...
This paper proposes a new model for portfolio sensitivity analysis. The model is suitable for decisi...
The management of financial instruments portfolio is a complex activity that is based on a series of...
This paper provides a review of statistical models in finance for portfolio optimization and portfol...
This research suggests a maxmin model for the selection of investment portfolios. The risk evaluatio...
This paper proposes new performance measures to be regarded as alternatives for the most popular mea...
The problem of investing money is common to citizens, families and companies. In this chapter, we in...
In this diploma paper we discuss selected optimization methods and mathematical programming models. ...
This work is focused on models of optimal asset and liability management. The practical section illu...
In this paper we provide a survey of recent contributions to robust portfolio strate-gies from opera...
n traditional portfolio theory, risk management is limited to the choice of the relative weights of ...
Product models selection as one of the key decision making processes in enterprise resource allocati...
The financial systems in most developed countries today build up a large amount of model risk on a d...
The financial systems in most developed countries today build up a large amount of model risk on a d...
In this dissertation, we study the application of risk measures to portfolio optimisation. A risk me...
Portfolio optimization models aim to optimally distribute capital among selected stocks, bonds and o...
This paper proposes a new model for portfolio sensitivity analysis. The model is suitable for decisi...
The management of financial instruments portfolio is a complex activity that is based on a series of...
This paper provides a review of statistical models in finance for portfolio optimization and portfol...
This research suggests a maxmin model for the selection of investment portfolios. The risk evaluatio...
This paper proposes new performance measures to be regarded as alternatives for the most popular mea...
The problem of investing money is common to citizens, families and companies. In this chapter, we in...
In this diploma paper we discuss selected optimization methods and mathematical programming models. ...
This work is focused on models of optimal asset and liability management. The practical section illu...
In this paper we provide a survey of recent contributions to robust portfolio strate-gies from opera...
n traditional portfolio theory, risk management is limited to the choice of the relative weights of ...
Product models selection as one of the key decision making processes in enterprise resource allocati...
The financial systems in most developed countries today build up a large amount of model risk on a d...
The financial systems in most developed countries today build up a large amount of model risk on a d...
In this dissertation, we study the application of risk measures to portfolio optimisation. A risk me...
Portfolio optimization models aim to optimally distribute capital among selected stocks, bonds and o...
This paper proposes a new model for portfolio sensitivity analysis. The model is suitable for decisi...
The management of financial instruments portfolio is a complex activity that is based on a series of...