:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Alghalith, Moawia
Format:	Preprint
Published:	2012
Subjects:	Portfolio Management Analysis of PDEs 35-xx
Online Access:	https://arxiv.org/abs/1211.5816
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The Benjamin-Ono equation with quasi-periodic data
by: Papenburg, Hagen
Published: (2025)

Goal-based portfolio selection with mental accounting
by: Bayraktar, Erhan, et al.
Published: (2025)

Stochastic control on the half-line and applications to the optimal dividend/consumption problem
by: Zawisza, Dariusz
Published: (2017)

Approximation of Multiple Integrals over Hyperboloids with Application to a Quadratic Portfolio with Options
by: Kamdem, Jules Sadefo, et al.
Published: (2003)

Dividend ratcheting and capital injection under the Cramér-Lundberg model: Strong solution and optimal strategy
by: Guan, Chonghu, et al.
Published: (2026)

Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models
by: Yamamichi, Hiroki
Published: (2025)

The Holonomy of Optimal Mass Transport: The Gaussian-Linear Case
by: Abdelgalil, Mahmoud, et al.
Published: (2024)

Mesoscopic Structure of the Stock Market and Portfolio Optimization
by: Zema, Sebastiano Michele, et al.
Published: (2021)

Unified Approach to Portfolio Optimization using the `Gain Probability Density Function' and Applications
by: Mascomère, Jean-Patrick, et al.
Published: (2025)

Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets
by: Yi, Wang, et al.
Published: (2026)

Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing
by: Acharya, Atithi, et al.
Published: (2024)

Stochastic PDEs for large portfolios with general mean-reverting volatility processes
by: Hambly, Ben, et al.
Published: (2019)

Withdrawal Success Optimization
by: Brown, Hayden
Published: (2023)

Application of the Kelly Criterion to Prediction Markets
by: Meister, Bernhard K
Published: (2024)

Application and practice of AI technology in quantitative investment
by: Bi, Shuochen, et al.
Published: (2024)

On Bond Portfolio Management
by: Kargin, Vladislav
Published: (2002)

Multimodal Deep Reinforcement Learning for Portfolio Optimization
by: Nawathe, Sumit, et al.
Published: (2024)

LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
by: Valeyre, Sebastien, et al.
Published: (2024)

Optimizing Portfolios with Pakistan-Exposed ETFs: Risk and Performance Insight
by: Jaffri, Ali, et al.
Published: (2025)

Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks
by: Chang, Yen Jui, et al.
Published: (2025)

Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chile's Pension Reform
by: Suárez, Fernando, et al.
Published: (2025)

Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
by: Wysocki, Maciej, et al.
Published: (2025)

Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
by: Engel, Ryan, et al.
Published: (2025)

Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models
by: Cho, Hanyong, et al.
Published: (2026)

EFS: Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models
by: Luo, Haochen, et al.
Published: (2025)

Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parameters
by: Alonso, Miquel Noguer i
Published: (2026)

3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
by: Chen, Kefan, et al.
Published: (2025)

Robust MCVaR Portfolio Optimization with Ellipsoidal Support and Reproducing Kernel Hilbert Space-based Uncertainty
by: Yadav, Rupendra, et al.
Published: (2025)

A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
by: Huang, Gang, et al.
Published: (2024)

Multi-Objective Bayesian Optimization of Deep Reinforcement Learning for Environmental, Social, and Governance (ESG) Financial Portfolio Management
by: Coronado-Vaca, M.
Published: (2025)

Variational Quantum Eigensolver for Real-World Finance: Scalable Solutions for Dynamic Portfolio Optimization Problems
by: De León, Irene, et al.
Published: (2025)

Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
by: Lelong, Jérôme, et al.
Published: (2024)

Portfolio Optimization via Transfer Learning
by: Wang, Kexin, et al.
Published: (2025)

Semiparametric Dynamic Copula Models for Portfolio Optimization
by: Pareek, Savita, et al.
Published: (2025)

Collective steering in finite time: controllability on $\text{GL}^+(n,\mathbb{R})$
by: Abdelgalil, Mahmoud, et al.
Published: (2024)

Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach
by: Jeleskovic, Vahidin, et al.
Published: (2023)

Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy
by: Chakraborty, Biswarup
Published: (2025)

Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization
by: Winarty, Visca Tri, et al.
Published: (2025)

BPQP: A Differentiable Convex Optimization Framework for Efficient End-to-End Learning
by: Pan, Jianming, et al.
Published: (2024)

Onflow: a model free, online portfolio allocation algorithm robust to transaction fees
by: Turinici, Gabriel, et al.
Published: (2023)