Sfoglia per Autore
Enhanced Index-Tracking Strategies Based on Systemic Financial Shocks: A Comparison of Countries Versus Sectors Investments
2021-01-01 Kaucic, Massimiliano; Valentinuz, Giorgio; Maggistro, Rosario; Morganti, Michele
A level-based learning swarm optimizer with a hybrid constraint-handling technique for large-scale portfolio selection problems
2022-01-01 Kaucic, Massimiliano; Piccotto, Filippo
Optimal Portfolio with Sustainable Attitudes under Cumulative Prospect Theory
2023-01-01 Kaucic, Massimiliano; Piccotto, Filippo; Sbaiz, Gabriele; Valentinuz, Giorgio
The Role of ESG Ratings in Investment Portfolio Choices
2023-01-01 Kaucic, Massimiliano; Piccotto, Filippo; Rossi, Paola; Sbaiz, Gabriele; Valentinuz, Giorgio
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems
2023-01-01 Kaucic, M.; Piccotto, F.; Sbaiz, G.; Valentinuz, G.
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
2024-01-01 Kaucic, M.; Piccotto, F.; Sbaiz, G.
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