Copertina

Portfolio construction and risk management: theory versus practice

Fuente: Redalyc

Salvato in:

Dettagli Bibliografici
Autore principale:	Stefan Colza Lee
Natura:	Artículo científico
Lingua:	en
Pubblicazione:	Universidade de São Paulo 2018
Soggetti:	Administración y Contabilidad Risk Performance evaluation Portfolio construction
Accesso online:	Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Portfolio Construction Based on Implied Correlation Information and Value at Risk
di: Jesús Rogel - Salazar
Pubblicazione: (2015)

A systematic review of Building Performance Evaluation criterias (BPE)
di: N. Christine Sotsek
Pubblicazione: (2019)

Noise-proofing Universal Portfolio Shrinkage
di: Ruelloux, Paul, et al.
Pubblicazione: (2025)

Dynamic Tracking Error and the Total Portfolio Approach
di: Alankar, Ashwin, et al.
Pubblicazione: (2026)

Temperature Anomalies and Climate Physical Risk in Portfolio Construction
di: Azzone, Michele, et al.
Pubblicazione: (2026)

Ten Years After the 2008 Crisis: Has Risk Aversion Won?
di: Eliana Marcia Martins Fittipaldi Torga
Pubblicazione: (2023)

Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective
di: Xu, Peng
Pubblicazione: (2025)

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

Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
di: Kothari, Saumya, et al.
Pubblicazione: (2024)

Mirror Descent Algorithms for Risk Budgeting Portfolios
di: Iglesias, Martin Arnaiz, et al.
Pubblicazione: (2024)

Systematic Literature Review on Risk Management and its Impact on Financial Performance Across Sectors
di: Eko Marwansyah, et al.
Pubblicazione: (2026)

A semi-parametric dynamic conditional correlation framework for risk forecasting
di: Storti, Giuseppe, et al.
Pubblicazione: (2022)

The Interplay between Utility and Risk in Portfolio Selection
di: Baggiani, Leonardo, et al.
Pubblicazione: (2025)

Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
di: Dhandapani, Vikranth Lokeshwar, et al.
Pubblicazione: (2024)

A Three--Dimensional Efficient Surface for Portfolio Optimization
di: Qiu, Yimeng
Pubblicazione: (2026)

Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
di: Cetingoz, Adil Rengim, et al.
Pubblicazione: (2025)

Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios
di: G, Vidya Sagar, et al.
Pubblicazione: (2025)

The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
di: Thormann, Marah-Lisanne, et al.
Pubblicazione: (2024)

Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
di: Karzanov, Daniil, et al.
Pubblicazione: (2025)

The effect of human resource management practices and innovation: Colombian small and medium-sized enterprises
di: Laura Salas Arbeláez
Pubblicazione: (2020)

Construction and Hedging of Equity Index Options Portfolios
di: Wysocki, Maciej, et al.
Pubblicazione: (2024)

Balanced Scorecard: an empirical study of small and medium size enterprises
di: Maria João Cardoso Vieira Machado
Pubblicazione: (2013)

EFFECTS OF PROCUREMENT RISK MANAGEMENT STRATEGIES ON PUBLIC PROCURING ENTITIES' PERFORMANCE
di: Boniface E. Mwalukasa
Pubblicazione: (2024)

Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails
di: Jha, Ayush, et al.
Pubblicazione: (2025)

PERFORMANCE INDEXES: SIMILARITIES AND DIFFERENCES
di: André Machado Caldeira
Pubblicazione: (2013)

Optimal mutual insurance against systematic longevity risk
di: Armstrong, John, et al.
Pubblicazione: (2024)

Class of topological portfolios: Are they better than classical portfolios?
di: Goel, Anubha, et al.
Pubblicazione: (2026)

On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
di: Colaneri, Katia, et al.
Pubblicazione: (2024)

On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution
di: Cable, Travis, et al.
Pubblicazione: (2025)

Worst-case values of target semi-variances with applications to robust portfolio selection
di: Cai, Jun, et al.
Pubblicazione: (2024)

Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management
di: Lucius, Travon, et al.
Pubblicazione: (2025)

The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwap
di: Bloch, Daniel
Pubblicazione: (2026)

Risk Limited Asset Allocation with a Budget Threshold Utility Function and Leptokurtotic Distributions of Returns
di: Giller, Graham L
Pubblicazione: (2025)

A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
di: Di Nosse, Daniele Maria, et al.
Pubblicazione: (2024)

On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management
di: Li, Chi-Lin, et al.
Pubblicazione: (2023)

A Novel approach to portfolio construction
di: Di Matteo, T., et al.
Pubblicazione: (2026)

An Approach from Formative to Constructive Evaluation through an Autonomous Learning Process
di: Marcela Del Campo
Pubblicazione: (2010)

Opportunity of robust research in Accounting: a literary analysis on performance indicators in the management of municipal governments
di: Gilberto Crispim
Pubblicazione: (2019)

On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk
di: Alexander, Nolan, et al.
Pubblicazione: (2026)

Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing
di: Alexander, Nolan, et al.
Pubblicazione: (2026)