Technical Report n. 347, Department of Quantitative Methods, University of Bresci
Until recently there were still many new investors and financial consultants who face difficulties i...
This thesis is devoted to Markowitz's mean-variance portfolio selection problem in continuous time f...
Investiga-se, em tempo discreto, o problema multi-período de otimização de carteiras generalizado em...
Technical Report n. 309, Department of Quantitative Methods, University of Bresci
In this chapter we propose portfolio selection strategies using the assumption that the portfolio re...
A portfolio selection problem is proposed under the assumption that financial returns follow homogen...
This paper is concerned with analysing optimal wealth allocation techniques within a defaultable fin...
This paper describes different GARCH type portfolio models using a bivariate Markov process. In part...
Markowitz's portfolio selection theory is one of the pillars of theoretical finance. This formulatio...
In this paper we propose a portfolio choice problem under the hypothesis of Markovian returns. In pa...
We study a portfolio selection problem in a continuous-time Markovian regimeswitching model. The mar...
This thesis is devoted to the extension of the recently developed direct comparison approach from th...
The paper presents the optimization of securities portfolio. Taking into account level of acceptance...
This paper describes a methodology to approximate a bivariate Markov process by means of a proper Ma...
The main topic of this thesis is the application of stochastic dominance constrains to portfolio opt...
Until recently there were still many new investors and financial consultants who face difficulties i...
This thesis is devoted to Markowitz's mean-variance portfolio selection problem in continuous time f...
Investiga-se, em tempo discreto, o problema multi-período de otimização de carteiras generalizado em...
Technical Report n. 309, Department of Quantitative Methods, University of Bresci
In this chapter we propose portfolio selection strategies using the assumption that the portfolio re...
A portfolio selection problem is proposed under the assumption that financial returns follow homogen...
This paper is concerned with analysing optimal wealth allocation techniques within a defaultable fin...
This paper describes different GARCH type portfolio models using a bivariate Markov process. In part...
Markowitz's portfolio selection theory is one of the pillars of theoretical finance. This formulatio...
In this paper we propose a portfolio choice problem under the hypothesis of Markovian returns. In pa...
We study a portfolio selection problem in a continuous-time Markovian regimeswitching model. The mar...
This thesis is devoted to the extension of the recently developed direct comparison approach from th...
The paper presents the optimization of securities portfolio. Taking into account level of acceptance...
This paper describes a methodology to approximate a bivariate Markov process by means of a proper Ma...
The main topic of this thesis is the application of stochastic dominance constrains to portfolio opt...
Until recently there were still many new investors and financial consultants who face difficulties i...
This thesis is devoted to Markowitz's mean-variance portfolio selection problem in continuous time f...
Investiga-se, em tempo discreto, o problema multi-período de otimização de carteiras generalizado em...