Risk measure changes and portfolio optimization theory

Risk measure changes and portfolio optimization theory

Bibliographic Details
Main Author:	Sokolova-Maria, Maria
Published:	Imperial College London 2009
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.503825

Similar Items

Risk Measures and Portfolio Optimization
by: Priscilla Serwaa Nkyira Gambrah, et al.
Published: (2014-09-01)

Portfolio optimization with quantile-based risk measures
by: Lemus Rodriguez, Gerardo José
Published: (2005)

Essays on portfolio optimization, volatility modelling and risk measurement
by: Chen, Liyuan
Published: (2017)

Constrained portfolio optimization under minimax risk measure.
Published: (2000)

Applications of Large Deviation Theory to Systemic Risk and Portfolio Optimization
by: Hsuan-Hung Kuo, et al.
Published: (2019)

Portfolio Optimization Utilizing the Framework of Behavioral Portfolio Theory
by: K.-H.Chang, et al.
Published: (2018-03-01)

Methods, Theories and Models to Measure Market Risk Of the Portfolio Of Shares
by: Constantin Anghelache, et al.
Published: (2013-09-01)

Multi-objective portfolio optimization of mutual funds under downside risk measure using fuzzy theory
by: M. Amiri, et al.
Published: (2012-10-01)

Measuring portfolio risks
by: Tatić Barbara
Published: (2015-01-01)

Dynamic portfolio construction and portfolio risk measurement
by: Mazibas, Murat
Published: (2011)

Risk Measure, Conditional VaR and the Performance of Portfolio Optimization
by: Fei-Shan Luo, et al.
Published: (2008)

Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures
by: Prastorfer, Andreas
Published: (2020)

Using MODEA and MODM with Different Risk Measures for Portfolio Optimization
by: Sarah Navidi, et al.
Published: (2020-01-01)

A Comparison of Optimal Portfolio by Using Different Risk Measurements
by: Yu-shun Wang, et al.
Published: (2013)

Portfolio optimization under minimax risk measure with investment bounds.
Published: (2007)

Optimal dynamic portfolio selection under downside risk measure.
Published: (2014)

Risk Measurement and Margin Systems of Equity Derivatives’ Portfolio: Theory and Evidence
by: Wei-ling Huang, et al.
Published: (2014)

Model Risk in Portfolio Optimization
by: David Stefanovits, et al.
Published: (2014-08-01)

Estimation and Test Theory of Optimal Portfolios : Evidence from the International Portfolio
by: Sati, Leila
Published: (2018)

2-Phase NSGA II: An Optimized Reward and Risk Measurements Algorithm in Portfolio Optimization
by: Seyedeh Elham Eftekharian, et al.
Published: (2017-11-01)

A General Framework for Portfolio Theory. Part II: Drawdown Risk Measures
by: Stanislaus Maier-Paape, et al.
Published: (2018-08-01)

A general framework for portfolio theory. Part II: Drawdown risk measures
by: Maier-Paape, S., et al.
Published: (2018)

Risk Attitude、Optimal Portfolio and Value at Risk
by: Rou-Shin Tsai, et al.
Published: (2009)

Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market
by: Martin Širůček, et al.
Published: (2015-01-01)

Optimizing Iran's natural gas export portfolio by presenting a conceptual framework for non-systematic risk based on portfolio theory
by: Ali Nowrouzi, et al.
Published: (2019-11-01)

Optimal portfolios with bounded shortfall risks
by: Gabih, Abdelali, et al.
Published: (2004)

Optimal portfolios with bounded shortfall risks
by: Gabih, Abdelali, et al.
Published: (2004)

Risk Measurements on Online Portfolio Selection
by: HUANG, JING-YA, et al.
Published: (2019)

THE MEASUREMENT OF CONCENTRATION RISK IN LOAN PORTFOLIOS
by: Rita Skridulyte, et al.
Published: (2012-05-01)

Portfolio Credit Risk Management: Theory and Application
by: Jia-Long Huang, et al.
Published: (2008)

The Study of Long-run Optimal Electricity Portfolio Planning in Taiwan: Apply Portfolio Theory
by: Lee, Kuan-Chen, et al.
Published: (2015)

Multiobjective approach to portfolio optimization in the light of the credibility theory
by: Fernando Garcia, et al.
Published: (2020-10-01)

Portfolio optimization by synthesis of cross efficiency and Game theory
by: Mahshid Goodarzi, et al.
Published: (2017-02-01)

Possibility theory for multiobjective fuzzy random portfolio optimization
by: Mir Ehsan Hesam Sadati, et al.
Published: (2014-06-01)

Applying Extreme Value Theory in Behavioral Portfolio Optimization
by: Chia-Yen Hou, et al.
Published: (2014)

OPTIMIZATION OF PORTFOLIO STRUCTURES
by: MARIA LUIZA DE ANDRADE MAIA
Published: (1997)

Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
by: Jin Xisong, et al.
Published: (2018-02-01)

Applying Generic Algorithm and Portfolio Theory to Building Acceptable Portfolio Model with Different Risks.
by: Chuan-Yu Yu, et al.
Published: (2008)

Assessing the Costs and Risks of the South African Electricity Portfolio: A Portfolio Theory Approach
by: Mantombi Bashe, et al.
Published: (2016-12-01)

Optimal Portfolio Selection with Spectral Risk Measure under AR(1)-Copula Model
by: Hsiao-chi Lin, et al.
Published: (2013)