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Risk and Portfolio Optimization

Работ: 21

  1. Mean-Variance-Skewness-Kurtosis efficiency of portfolios computed via moment-based bounds

    Steftcho Dokov, David P. Morton, Ivilina Popova

    СтатьяRisk and Portfolio Optimization2017Цитирований: 3
    ABI

  2. Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB

    Steftcho Dokov, Ivilina Popova, David P. Morton

    СтатьяRisk and Portfolio Optimization2019 International Conference on Information Science and Communications Technologies (ICISCT)2019Цитирований: 1
    ABI

  3. On sharp Burkholder?Rosenthal-type inequalities for infinite-degree -statistics

    V DELAPENA, Rustam Ibragimov, Шатургун Шарахметов

    СтатьяStatistical Methods and InferenceAnnales de l Institut Henri Poincaré Probabilités et Statistiques2002Цитирований: 1
    ABI

  4. Soft-ConstrainedStochasticNashGamesfor WeaklyCoupledLarge-ScaleSystems ?

    Hiroaki Mukaidani

    СтатьяEconomic theories and models2009Цитирований: 0
    ABI

  5. Mean-Variance Hedging via Stochastic Control and BSDEs for General Semimartingales

    Monique Jeanblanc, Michael Mania, Marina Santacroce +1

    СтатьяStochastic processes and financial applicationsSSRN Electronic Journal2011Цитирований: 0
    ABI

  6. An improved solution approach for the Budget constrained Fuel Treatment Scheduling problem

    Federico Della Croce, Marco Ghirardi, Rosario Scatamacchia

    ПрепринтFacility Location and Emergency ManagementarXiv (Cornell University)2020Цитирований: 0
    ABI

  7. Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part II - DBFS

    Steftcho Dokov, Ivilina Popova, David P. Morton

    СтатьяRisk and Portfolio Optimization2021 International Conference on Information Science and Communications Technologies (ICISCT)2021Цитирований: 0
    ABI

  8. Analytical procedure in an audit of fixed assets

    Rakhimov Guzalbegim Murodovna

    СтатьяRisk and Portfolio OptimizationInternational Journal of Financial Management and Economics2021Цитирований: 0
    ABI

  9. Exchangeable Bernoulli distributions: high dimensional simulation, estimate and testing

    Roberto Fontana, Patrizia Semeraro

    ПрепринтStochastic processes and financial applicationsarXiv (Cornell University)2021Цитирований: 0
    ABI

  10. Efficient portfolios computed with moment-based bounds

    David P. Morton, Steftcho Dokov, Ivilina Popova

    СтатьяRisk and Portfolio OptimizationFinance research letters2022Цитирований: 0
    ABI

  11. Hybrid Metaheuristic Frameworks for Multi-Objective Engineering Optimization Problems

    Dilfuza M. Makhmudova, Zayyanu Yunusa, Rizwan Hameed

    СтатьяAdvanced Multi-Objective Optimization AlgorithmsQubahan Techno Journal2024Цитирований: 0
    ABI

  12. Estimating Risk of Debt Instruments Using the CreditMetrics<SUP>TM</SUP> Method: On the Example of JSCMB ‘Ipoteka-Bank’, Uzbekistan

    Mirzayeva Mirrakhimzhonovna, Zokirzhonov Ugli

    СтатьяInsurance and Financial Risk ManagementInternational Journal of Accounting Finance and Risk Management2024Цитирований: 0
    ABI

  13. Optimal Water Resource Allocation Model Using Variational Quantum Optimizer

    Muhamediyeva Dilnoz, Mamatov Narzullo, Nosurullaev Kodir +2

    СтатьяWater resources management and optimization2024Цитирований: 0
    ABI

  14. Islamic portfolio insurance for market risk management: a comparative analysis of traditional and Islamic portfolios on the Malaysian stock exchange

    Hasan Halife, Hakan Er

    СтатьяIslamic Finance and Banking StudiesJournal of Islamic accounting and business research2025Цитирований: 0
    ABI

  15. Foreign practices of an integrated stress-testing framework based on Basel III requirements

    Mukumov Orifjon Abdurozikovich

    СтатьяBanking stability, regulation, efficiencyZenodo (CERN European Organization for Nuclear Research)2025Цитирований: 0
    ABI

  16. Foreign practices of an integrated stress-testing framework based on Basel III requirements

    Mukumov Orifjon Abdurozikovich

    СтатьяBanking stability, regulation, efficiencyZenodo (CERN European Organization for Nuclear Research)2025Цитирований: 0
    ABI

  17. Algorithmic Trading and AI-Enhanced Portfolio Management for Revenue Optimization in Commercial Banking

    Jamshid Yuldashev, Rimma Yunusova, Nuriddin Qurbonov +3

    СтатьяStock Market Forecasting Methods2025Цитирований: 0
    ABI

  18. A Symmetric 1-Volterra Quadratic Stochastic Operator for Portfolio-Share Dynamics

    Azam Nurilloevich Zoyidov

    СтатьяStochastic processes and financial applicationsZenodo (CERN European Organization for Nuclear Research)2026Цитирований: 0
    ABI

  19. A Symmetric 1-Volterra Quadratic Stochastic Operator for Portfolio-Share Dynamics

    Azam Nurilloevich Zoyidov

    СтатьяStochastic processes and financial applicationsZenodo (CERN European Organization for Nuclear Research)2026Цитирований: 0
    ABI

  20. GLOBAL TA'MINOT ZANJIRI UZILISHLARIDA 'JUST-IN-TIME' MODELIDAN 'JUST-IN-CASE' MODELIGA O'TISHNING IQTISODIY TAHLILI"

    Abdulakimova Dilnura, Javqonova Xumora, Niyatov Navro'z

    СтатьяSupply Chain and Inventory ManagementZenodo (CERN European Organization for Nuclear Research)2026Цитирований: 0
    ABI

  21. GLOBAL TA'MINOT ZANJIRI UZILISHLARIDA 'JUST-IN-TIME' MODELIDAN 'JUST-IN-CASE' MODELIGA O'TISHNING IQTISODIY TAHLILI"

    Abdulakimova Dilnura, Javqonova Xumora, Niyatov Navro'z

    СтатьяSupply Chain and Inventory ManagementZenodo (CERN European Organization for Nuclear Research)2026Цитирований: 0
    ABI