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Risk and Portfolio Optimization

21 та иш

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

    Steftcho Dokov, David P. Morton, Ivilina Popova

    МақолаRisk and Portfolio Optimization20173 иқтибос
    ABI

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

    Steftcho Dokov, Ivilina Popova, David P. Morton

    МақолаRisk and Portfolio Optimization2019 International Conference on Information Science and Communications Technologies (ICISCT)20191 иқтибос
    ABI

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

    V DELAPENA, Rustam Ibragimov, Шатургун Шарахметов

    МақолаStatistical Methods and InferenceAnnales de l Institut Henri Poincaré Probabilités et Statistiques20021 иқтибос
    ABI

  4. Soft-ConstrainedStochasticNashGamesfor WeaklyCoupledLarge-ScaleSystems ?

    Hiroaki Mukaidani

    МақолаEconomic theories and models20090 иқтибос
    ABI

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

    Monique Jeanblanc, Michael Mania, Marina Santacroce +1

    МақолаStochastic processes and financial applicationsSSRN Electronic Journal20110 иқтибос
    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)20200 иқтибос
    ABI

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

    Steftcho Dokov, Ivilina Popova, David P. Morton

    МақолаRisk and Portfolio Optimization2021 International Conference on Information Science and Communications Technologies (ICISCT)20210 иқтибос
    ABI

  8. Analytical procedure in an audit of fixed assets

    Rakhimov Guzalbegim Murodovna

    МақолаRisk and Portfolio OptimizationInternational Journal of Financial Management and Economics20210 иқтибос
    ABI

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

    Roberto Fontana, Patrizia Semeraro

    ПрепринтStochastic processes and financial applicationsarXiv (Cornell University)20210 иқтибос
    ABI

  10. Efficient portfolios computed with moment-based bounds

    David P. Morton, Steftcho Dokov, Ivilina Popova

    МақолаRisk and Portfolio OptimizationFinance research letters20220 иқтибос
    ABI

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

    Dilfuza M. Makhmudova, Zayyanu Yunusa, Rizwan Hameed

    МақолаAdvanced Multi-Objective Optimization AlgorithmsQubahan Techno Journal20240 иқтибос
    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

    МақолаInsurance and Financial Risk ManagementInternational Journal of Accounting Finance and Risk Management20240 иқтибос
    ABI

  13. Optimal Water Resource Allocation Model Using Variational Quantum Optimizer

    Muhamediyeva Dilnoz, Mamatov Narzullo, Nosurullaev Kodir +2

    МақолаWater resources management and optimization20240 иқтибос
    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

    МақолаIslamic Finance and Banking StudiesJournal of Islamic accounting and business research20250 иқтибос
    ABI

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

    Mukumov Orifjon Abdurozikovich

    МақолаBanking stability, regulation, efficiencyZenodo (CERN European Organization for Nuclear Research)20250 иқтибос
    ABI

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

    Mukumov Orifjon Abdurozikovich

    МақолаBanking stability, regulation, efficiencyZenodo (CERN European Organization for Nuclear Research)20250 иқтибос
    ABI

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

    Jamshid Yuldashev, Rimma Yunusova, Nuriddin Qurbonov +3

    МақолаStock Market Forecasting Methods20250 иқтибос
    ABI

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

    Azam Nurilloevich Zoyidov

    МақолаStochastic processes and financial applicationsZenodo (CERN European Organization for Nuclear Research)20260 иқтибос
    ABI

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

    Azam Nurilloevich Zoyidov

    МақолаStochastic processes and financial applicationsZenodo (CERN European Organization for Nuclear Research)20260 иқтибос
    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

    МақолаSupply Chain and Inventory ManagementZenodo (CERN European Organization for Nuclear Research)20260 иқтибос
    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

    МақолаSupply Chain and Inventory ManagementZenodo (CERN European Organization for Nuclear Research)20260 иқтибос
    ABI