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Selection of Portfolio Population

BOOK CHAPTER published 1993 in Quantitative Methods for Portfolio Analysis

Authors: Takeaki Kariya

https://doi.org/10.1007/978-94-011-1721-0_9 Actions

Analysis of the rebalancing frequency in log-optimal portfolio selection

JOURNAL ARTICLE published February 2010 in Quantitative Finance

Authors: Daniel Kuhn | David G. Luenberger

https://doi.org/10.1080/14697680802629400 Actions

Portfolio Selection in a Log-Stable Market

JOURNAL ARTICLE published June 1975 in The Journal of Financial and Quantitative Analysis

Authors: James A. Ohlson

https://doi.org/10.2307/2979036 Actions

Portfolio optimization algorithms, simplified criteria, and security selection: A contrast and evaluation

JOURNAL ARTICLE published March 1993 in Review of Quantitative Finance and Accounting

Authors: Herbert E. Phillips

https://doi.org/10.1007/bf02408415 Actions

Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM

JOURNAL ARTICLE published June 2008 in Journal of Financial and Quantitative Analysis

Authors: Enrico De Giorgi | Thierry Post

https://doi.org/10.1017/s0022109000003616 Actions

On the Second Order Long-Period Motion of Hyperion

BOOK CHAPTER published 1993 in Qualitative and Quantitative Behaviour of Planetary Systems

Authors: P. J. Message

https://doi.org/10.1007/978-94-011-2030-2_24 Actions

Portfolio selection based on asymmetric Laplace distribution, coherent risk measure, and expectation-maximization estimation

JOURNAL ARTICLE published 2018 in Quantitative Finance and Economics

Authors: Yue Shi | 1 School of Mathematics and Systems Science, Beihang University, Beijing, China | Chi Tim Ng | Ka-Fai Cedric Yiu | 2 Department of Statistics, Chonnam National University, 500-757, Gwangju, Korea | 3 Department of Applied Mathematics, Hong Kong Polytechnic University, Kowloon, Hong Kong

https://doi.org/10.3934/qfe.2018.4.776 Actions

Expected Utility without Utility: A Model of Portfolio Selection

BOOK CHAPTER published 1994 in Contributions to Management Science

Authors: Erio Castagnoli | Marco Li Calzi

https://doi.org/10.1007/978-3-642-46957-2_6 Actions

Solution for Log and Power Utilities with Historical Prices and Volume

BOOK CHAPTER published 2002 in International Series in Operations Research & Management Science

Authors: Nikolai Dokuchaev

https://doi.org/10.1007/978-1-4615-0921-9_9 Actions

Simulation of N-Dimensional Second-Order Fluid Models with Different Absorbing, Reflecting and Mixed Barriers

BOOK CHAPTER published 2021 in Quantitative Evaluation of Systems

Authors: Marco Gribaudo | Mauro Iacono | Daniele Manini

https://doi.org/10.1007/978-3-030-85172-9_15 Actions

Accurate Approximate Diagnosis of (Controllable) Stochastic Systems

BOOK CHAPTER published 2021 in Quantitative Evaluation of Systems

Authors: Engel Lefaucheux

https://doi.org/10.1007/978-3-030-85172-9_22 Actions

Network Calculus for Bounding Delays in Feedforward Networks of FIFO Queueing Systems

BOOK CHAPTER published 2021 in Quantitative Evaluation of Systems

Authors: Alexander Scheffler | Steffen Bondorf

https://doi.org/10.1007/978-3-030-85172-9_8 Actions

Reasoning About Proportional Lumpability

BOOK CHAPTER published 2021 in Quantitative Evaluation of Systems

Authors: Carla Piazza | Sabina Rossi

https://doi.org/10.1007/978-3-030-85172-9_20 Actions

Weak extensions for default theories

BOOK CHAPTER published 1993 in Symbolic and Quantitative Approaches to Reasoning and Uncertainty

Authors: F. Lévy

https://doi.org/10.1007/bfb0028205 Actions

Performance Evaluation: Model-Driven or Problem-Driven?

BOOK CHAPTER published 2021 in Quantitative Evaluation of Systems

Authors: Boudewijn R. Haverkort

https://doi.org/10.1007/978-3-030-85172-9_1 Actions

Quantifying Software Reliability via Model-Counting

BOOK CHAPTER published 2021 in Quantitative Evaluation of Systems

Authors: Samuel Teuber | Alexander Weigl

https://doi.org/10.1007/978-3-030-85172-9_4 Actions

Active and Sparse Methods in Smoothed Model Checking

BOOK CHAPTER published 2021 in Quantitative Evaluation of Systems

Authors: Paul Piho | Jane Hillston

https://doi.org/10.1007/978-3-030-85172-9_12 Actions

Queue Response Times with Server Speed Controlled by Measured Utilizations

BOOK CHAPTER published 2021 in Quantitative Evaluation of Systems

Authors: Murray Woodside

https://doi.org/10.1007/978-3-030-85172-9_16 Actions

SEH: Size Estimate Hedging for Single-Server Queues

BOOK CHAPTER published 2021 in Quantitative Evaluation of Systems

Authors: Maryam Akbari-Moghaddam | Douglas G. Down

https://doi.org/10.1007/978-3-030-85172-9_9 Actions

Evaluating the Effectiveness of Metamodeling in Emulating Quantitative Models

BOOK CHAPTER published 2021 in Quantitative Evaluation of Systems

Authors: Michael Rausch | William H. Sanders

https://doi.org/10.1007/978-3-030-85172-9_7 Actions
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