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Risk and Portfolio Optimization

21 ta ish

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

    Steftcho Dokov, David P. Morton, Ivilina Popova

    MaqolaRisk and Portfolio Optimization20173 iqtibos
    ABI

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

    Steftcho Dokov, Ivilina Popova, David P. Morton

    MaqolaRisk and Portfolio Optimization2019 International Conference on Information Science and Communications Technologies (ICISCT)20191 iqtibos
    ABI

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

    V DELAPENA, Rustam Ibragimov, Шатургун Шарахметов

    MaqolaStatistical Methods and InferenceAnnales de l Institut Henri Poincaré Probabilités et Statistiques20021 iqtibos
    ABI

  4. Soft-ConstrainedStochasticNashGamesfor WeaklyCoupledLarge-ScaleSystems ?

    Hiroaki Mukaidani

    MaqolaEconomic theories and models20090 iqtibos
    ABI

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

    Monique Jeanblanc, Michael Mania, Marina Santacroce +1

    MaqolaStochastic processes and financial applicationsSSRN Electronic Journal20110 iqtibos
    ABI

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

    Federico Della Croce, Marco Ghirardi, Rosario Scatamacchia

    PreprintFacility Location and Emergency ManagementarXiv (Cornell University)20200 iqtibos
    ABI

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

    Steftcho Dokov, Ivilina Popova, David P. Morton

    MaqolaRisk and Portfolio Optimization2021 International Conference on Information Science and Communications Technologies (ICISCT)20210 iqtibos
    ABI

  8. Analytical procedure in an audit of fixed assets

    Rakhimov Guzalbegim Murodovna

    MaqolaRisk and Portfolio OptimizationInternational Journal of Financial Management and Economics20210 iqtibos
    ABI

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

    Roberto Fontana, Patrizia Semeraro

    PreprintStochastic processes and financial applicationsarXiv (Cornell University)20210 iqtibos
    ABI

  10. Efficient portfolios computed with moment-based bounds

    David P. Morton, Steftcho Dokov, Ivilina Popova

    MaqolaRisk and Portfolio OptimizationFinance research letters20220 iqtibos
    ABI

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

    Dilfuza M. Makhmudova, Zayyanu Yunusa, Rizwan Hameed

    MaqolaAdvanced Multi-Objective Optimization AlgorithmsQubahan Techno Journal20240 iqtibos
    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

    MaqolaInsurance and Financial Risk ManagementInternational Journal of Accounting Finance and Risk Management20240 iqtibos
    ABI

  13. Optimal Water Resource Allocation Model Using Variational Quantum Optimizer

    Muhamediyeva Dilnoz, Mamatov Narzullo, Nosurullaev Kodir +2

    MaqolaWater resources management and optimization20240 iqtibos
    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

    MaqolaIslamic Finance and Banking StudiesJournal of Islamic accounting and business research20250 iqtibos
    ABI

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

    Mukumov Orifjon Abdurozikovich

    MaqolaBanking stability, regulation, efficiencyZenodo (CERN European Organization for Nuclear Research)20250 iqtibos
    ABI

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

    Mukumov Orifjon Abdurozikovich

    MaqolaBanking stability, regulation, efficiencyZenodo (CERN European Organization for Nuclear Research)20250 iqtibos
    ABI

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

    Jamshid Yuldashev, Rimma Yunusova, Nuriddin Qurbonov +3

    MaqolaStock Market Forecasting Methods20250 iqtibos
    ABI

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

    Azam Nurilloevich Zoyidov

    MaqolaStochastic processes and financial applicationsZenodo (CERN European Organization for Nuclear Research)20260 iqtibos
    ABI

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

    Azam Nurilloevich Zoyidov

    MaqolaStochastic processes and financial applicationsZenodo (CERN European Organization for Nuclear Research)20260 iqtibos
    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

    MaqolaSupply Chain and Inventory ManagementZenodo (CERN European Organization for Nuclear Research)20260 iqtibos
    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

    MaqolaSupply Chain and Inventory ManagementZenodo (CERN European Organization for Nuclear Research)20260 iqtibos
    ABI