Trends·의사결정분석
투자 포트폴리오 최적화
OpenAlex: Financial Markets and Investment Strategies, Risk and Portfolio Optimization, Economic theories and models
148
논문
5
최근 3년
×0.52
비중 변화
01허브 논문
- A Simplified Model for Portfolio Analysis
- An Expected Gain-Confidence Limit Criterion for Portfolio Selection
- Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
- Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
- Optimal Portfolio Revision with a Proportional Transaction Cost
- Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
- Large-Scale Portfolio Optimization
- A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
02최근 주목 논문
2024–2026
- The Risk of Expected Utility Under Parameter Uncertainty
- Portfolio Optimization Based on Almost Second-Degree Stochastic Dominance
- Dynamic Portfolio Selection Under Quantile Maximization
- Dynamic Portfolio Choice with Intertemporal Hedging and Transaction Costs
- Performance Attribution for Portfolio Constraints
03활발한 연구자
최근 6년 2편 이상
04방법 구성
05저널 구성
152편
MS148MSOM2POM2