Introducao a otimizacao de Portfolio
Fuente:
arXiv
Saved in:
| Main Authors: | Ferreira, Orizon P., Franca, Guilherme. A., Lemes, Max V. |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Frank-Wolfe algorithm for star-convex functions
by: Millan, R. Diaz, et al.
Published: (2025)
by: Millan, R. Diaz, et al.
Published: (2025)
On projection mappings and the gradient projection method on hyperbolic space forms
by: Bergmann, Ronny, et al.
Published: (2025)
by: Bergmann, Ronny, et al.
Published: (2025)
An overview of the fractional-order gradient descent method and its applications
by: Ferreira, Higor V. M., et al.
Published: (2026)
by: Ferreira, Higor V. M., et al.
Published: (2026)
Portfolio Exponential Utility Maximization with Jump Signals
by: Turki, Lokmane Abbas, et al.
Published: (2026)
by: Turki, Lokmane Abbas, et al.
Published: (2026)
Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection
by: Shen, Jiayu, et al.
Published: (2025)
by: Shen, Jiayu, et al.
Published: (2025)
An Inexact Boosted Difference of Convex Algorithm for Nondifferentiable Functions
by: Ferreira, Orizon P., et al.
Published: (2024)
by: Ferreira, Orizon P., et al.
Published: (2024)
Convex Constrained Controller Synthesis for Evolution Equations
by: Conger, Lauren, et al.
Published: (2024)
by: Conger, Lauren, et al.
Published: (2024)
Cardinality Constrained Mean-Variance Portfolios: A Penalty Decomposition Algorithm
by: Mousavi, Ahmad, et al.
Published: (2023)
by: Mousavi, Ahmad, et al.
Published: (2023)
Sparse Extended Mean-Variance-CVaR Portfolios with Short-selling
by: Mousavi, Ahmad, et al.
Published: (2024)
by: Mousavi, Ahmad, et al.
Published: (2024)
Statistical Proxy based Mean-Reverting Portfolios with Sparsity and Volatility Constraints
by: Mousavi, Ahmad, et al.
Published: (2023)
by: Mousavi, Ahmad, et al.
Published: (2023)
Dynamic Coalition Portfolio Selection with Recursive Utility
by: Wang, Hanxiao, et al.
Published: (2024)
by: Wang, Hanxiao, et al.
Published: (2024)
Wage Rigidity and Retirement in Optimal Portfolio Choice
by: Biagini, Sara, et al.
Published: (2021)
by: Biagini, Sara, et al.
Published: (2021)
An Alternating Direction Method of Multipliers for Utility-based Shortfall Risk Portfolio Optimization
by: Xiao, Rufeng, et al.
Published: (2025)
by: Xiao, Rufeng, et al.
Published: (2025)
Markowitz Portfolio Construction at Seventy
by: Boyd, Stephen, et al.
Published: (2024)
by: Boyd, Stephen, et al.
Published: (2024)
Portfolio Time Consistency and Utility Weighted Discount Rates
by: Mbodji, Oumar, et al.
Published: (2023)
by: Mbodji, Oumar, et al.
Published: (2023)
Modelling to Generate Continuous Alternatives: Enabling Real-Time Feasible Portfolio Generation in Convex Planning Models
by: Lau, Michael, et al.
Published: (2024)
by: Lau, Michael, et al.
Published: (2024)
Computational Methods and Verification Theorem for Portfolio-Consumption Optimization under Exponential O-U Dynamics
by: Zhong, Zhaoxiang, et al.
Published: (2025)
by: Zhong, Zhaoxiang, et al.
Published: (2025)
Portfolio Optimization with 'Physical' Decision Variables and Non-Linear Performance Metrics: Diversification Challenge and Proposals
by: Garcia, Isabel Barros, et al.
Published: (2026)
by: Garcia, Isabel Barros, et al.
Published: (2026)
On Wasserstein Distributionally Robust Mean Semi-Absolute Deviation Portfolio Model: Robust Selection and Efficient Computation
by: Zhou, Weimi, et al.
Published: (2024)
by: Zhou, Weimi, et al.
Published: (2024)
Constrained Optimization on Matrix Lie Groups via Interior-Point Method
by: Santos, Aclécio J., et al.
Published: (2026)
by: Santos, Aclécio J., et al.
Published: (2026)
Reinforcement Learning applied to Insurance Portfolio Pursuit
by: Young, Edward James, et al.
Published: (2024)
by: Young, Edward James, et al.
Published: (2024)
Mean Field Game of Optimal Tracking Portfolio
by: Bo, Lijun, et al.
Published: (2025)
by: Bo, Lijun, et al.
Published: (2025)
Optimal Investment Portfolio of Thyristor- and IGBT-based Electrolysis Rectifiers in Utility-scale Renewable P2H Systems
by: Zeng, Yangjun, et al.
Published: (2025)
by: Zeng, Yangjun, et al.
Published: (2025)
A Systematic Review of Recent Advancements in PINN Augmented Deep Learning and Mathematical Modeling for Efficient Portfolio Management
by: Yadav, Bahadur, et al.
Published: (2026)
by: Yadav, Bahadur, et al.
Published: (2026)
Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach
by: Dorador, Albert
Published: (2024)
by: Dorador, Albert
Published: (2024)
Pontryagin-Guided Policy Optimization for Merton's Portfolio Problem
by: Huh, Jeonggyu, et al.
Published: (2024)
by: Huh, Jeonggyu, et al.
Published: (2024)
Set-based state estimation of nonlinear discrete-time systems using constrained zonotopes and polyhedral relaxations
by: Rego, Brenner S., et al.
Published: (2025)
by: Rego, Brenner S., et al.
Published: (2025)
Reachability Analysis of Nonlinear Discrete-Time Systems Using Polyhedral Relaxations and Constrained Zonotopes
by: Rego, Brenner S., et al.
Published: (2025)
by: Rego, Brenner S., et al.
Published: (2025)
On Bond Portfolio Management
by: Kargin, Vladislav
Published: (2002)
by: Kargin, Vladislav
Published: (2002)
Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization
by: Winarty, Visca Tri, et al.
Published: (2025)
by: Winarty, Visca Tri, et al.
Published: (2025)
A Constrained Tracking Controller for Ramp and Sinusoidal Reference Signals using Robust Positive Invariance
by: Santos, Geovana Franca dos, et al.
Published: (2024)
by: Santos, Geovana Franca dos, et al.
Published: (2024)
Time-Consistent Portfolio Selection for Rank-Dependent Utilities in an Incomplete Market
by: Wei, Jiaqin, et al.
Published: (2024)
by: Wei, Jiaqin, et al.
Published: (2024)
The Symmetry Coefficient of Positively Homogeneous Functions
by: Nilsson, Max, et al.
Published: (2025)
by: Nilsson, Max, et al.
Published: (2025)
Autonomous Minibus Service with Semi-on-demand Routes in Grid Networks
by: Ng, Max T. M., et al.
Published: (2024)
by: Ng, Max T. M., et al.
Published: (2024)
Autonomous Air-Ground Vehicle Operations Optimization in Hazardous Environments: A Multi-Armed Bandit Approach
by: Choi, Jimin, et al.
Published: (2025)
by: Choi, Jimin, et al.
Published: (2025)
Highway Managed Lane Usage and Tolling for Mixed Traffic Flows with Connected Automated Vehicles (CAVs) and High-Occupancy Vehicles (HOVs)
by: Ng, Max T. M., et al.
Published: (2024)
by: Ng, Max T. M., et al.
Published: (2024)
Distributed Graph Augmentation Protocols to Achieve Strong Connectivity in Multi-Agent Networks
by: Ramos, Guilherme, et al.
Published: (2024)
by: Ramos, Guilherme, et al.
Published: (2024)
Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
by: Luxenberg, Eric, et al.
Published: (2022)
by: Luxenberg, Eric, et al.
Published: (2022)
Risk-Sensitive Q-Learning in Continuous Time with Application to Dynamic Portfolio Selection
by: Xie, Chuhan
Published: (2025)
by: Xie, Chuhan
Published: (2025)
Two-Timescale Asymptotic Simulations of Hybrid Inclusions with Applications to Stochastic Hybrid Optimization
by: Crisafulli, Max F., et al.
Published: (2026)
by: Crisafulli, Max F., et al.
Published: (2026)
Similar Items
-
Frank-Wolfe algorithm for star-convex functions
by: Millan, R. Diaz, et al.
Published: (2025) -
On projection mappings and the gradient projection method on hyperbolic space forms
by: Bergmann, Ronny, et al.
Published: (2025) -
An overview of the fractional-order gradient descent method and its applications
by: Ferreira, Higor V. M., et al.
Published: (2026) -
Portfolio Exponential Utility Maximization with Jump Signals
by: Turki, Lokmane Abbas, et al.
Published: (2026) -
Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection
by: Shen, Jiayu, et al.
Published: (2025)