On the existence of solutions to the quadratic mixed-integer meanuvariance portfolio selection problem

Article Abstract:

Usage of quadratic mixed-integer programming techniques to determine finite divisbility of financial assets, while solving mean-variance portfolio selection problem,is described.

Italy, Management dynamics, Asset Accounting, Management, Usage, Company business management, Assets (Accounting), Heuristic programming

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Multi-objective stochastic programming for portfolio selection

Article Abstract:

The application of multiobjective stochastic programming techniques, to develop econometric models for portfolio selection in the Tunisian stock exchange, is described.

Tunisia, Models, Investments, Stochastic programming

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On the simulation of portfolios of interest rate and credit risk sensitive securities

Article Abstract:

A securities pricing cum portfolio risk management model that integrates the stochasticity in interest rate and credit risk elements is presented.

United Kingdom, Commodity & service prices, Interest Rates, Cyprus, Analysis, Prices and rates, Securities, Risk management, Company pricing policy

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