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Portfolio Optimization under Cardinality Constraints: A Comparative Study
Henri Claver Jimbo,
Isidore Seraphin Ngongo,
Nicolas Gabriel Andjiga,
Takeru Suzuki,
Charles Awona Onana
Open J. Stat.
Vol.7 No.4, August 31, 2017
DOI:
10.4236/ojs.2017.74051
(PDF 1806K)
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A Dynamic Model of Strategic Allocation of Sovereign Wealth Funds
Kouakou Thiédjé Gaudens-Omer
Theor. Econ. Lett.
Vol.9 No.1, February 01, 2019
DOI:
10.4236/tel.2019.91013
(PDF 461K)
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Investment Market Environment and Decision Making for Equity Portfolio Selection
Paluku Kazimoto
Am. J. Ind. Bus. Manag.
Vol.6 No.4, April 26, 2016
DOI:
10.4236/ajibm.2016.64046
(PDF 289K)
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Continuous-Time Mean-Variance Portfolio Selection with Partial Information
Wan-Kai Pang,
Yuan-Hua Ni,
Xun Li,
Ka-Fai Cedric Yiu
J. Math. Finance
Vol.4 No.5, November 26, 2014
DOI:
10.4236/jmf.2014.45033
(PDF 2592K)
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Finding the Efficient Frontier for a Mixed Integer Portfolio Choice Problem Using a Multiobjective Algorithm
K. P. ANAGNOSTOPOULOS,
G. MAMANIS
iBusiness
Vol.1 No.2, December 18, 2009
DOI:
10.4236/ib.2009.12013
(PDF 241K)
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