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A Monte Carlo simulation technique to determine the optimal portfolio
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/s10287-010-0123-6openalex-snapshot
Monte Carlo methods for mean-risk optimization and portfolio selection
inferredcites →https://doi.org/10.1016/j.cie.2003.12.018openalex-snapshot
Application of VaR methodology to risk management in the stock market in China
inferredcites →https://doi.org/10.1016/s0377-2217(01)00039-xopenalex-snapshot
Dynamic value at risk under optimal and suboptimal portfolio policies
inferredcites →https://doi.org/10.1057/palgrave.rm.8250017openalex-snapshot
Exploring Monte Carlo Simulation Applications for Project Management
inferredcites →https://doi.org/10.1108/13590791011033944openalex-snapshot
Investment risk management in Tehran Stock Exchange (TSE) using technique of Monte Carlo Simulation (MCS)
inferredcites →https://doi.org/10.5267/j.msl.2014.1.023openalex-snapshot
A Monte Carlo simulation technique to determine the optimal portfolio
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.4676596openalex-extracted
Portfolio Optimization: A Systematic and Bibliometric Literature Review
inferred← citeshttps://doi.org/10.1214/22-aap1781openalex-snapshot
On Monte-Carlo methods in convex stochastic optimization
inferred← citeshttps://doi.org/10.13106/jafeb.2014.vol1.no2.31.openalex-snapshot
FC Approach in Portfolio Selection of Tehran’s Stock Market
inferred← citeshttps://doi.org/10.15294/jdm.v12i2.31797openalex-snapshot
‘Monte Carlo’ Simulation Predicting on the Movement of Investments – During the Covid Pandemic in Indonesia
inferred← citeshttps://doi.org/10.33095/jeas.v25i113.1688openalex-snapshot
Building the Optimal Portfolio for Stock Using Multi-Objective Genetic Algorithm - Comparative Analytical Research in the Iraqi Stock Market
inferred← citeshttps://doi.org/10.3390/math11051148openalex-snapshot
A State-of-the-Art Review of Probabilistic Portfolio Management for Future Stock Markets
inferred← citeshttps://doi.org/10.5121/ijcsa.2015.5304openalex-snapshot
Portfolio Selection by the Means of Cuckoo Optimization Algorithm
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