Found 6 Documents (Results 1–6)
Does marginal VaR lead to improved performance of managed portfolios: a study of S&P BSE 100 and S&P BSE 200. (English) Zbl 1454.91221
MSC:
91G10
Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters. (English) Zbl 1402.90106
Financial analysis based sectoral portfolio optimization under second order stochastic dominance. (English) Zbl 1415.91271
Filter Results by …
all
top 5
Author
- Mehra, Aparna (2)
- Sharma, Amita (2)
- Chakrabarty, Siddhartha Pratim (1)
- Gupta, Umesh Chandra (1)
- Izadi, Marzie (1)
- Jain, Shrey (1)
- Kumar, Pankaj (1)
- Panda, Geetanjali (1)
- Sezer, Ali Devin (1)
- Weber, Gerhard-Wilhelm (1)
- Yaghoobi, Mohammad Ali (1)
all
top 5
Serial
- Optimization (1)
- Ann. Oper. Res. (1)
- Int. Trans. Oper. Res. (1)
- RAIRO, Oper. Res. (1)
- Sādhanā (1)
- Asia-Pac. Financ. Mark. (1)