23 August 2018

Special issue published: "Applications of Optimisation in Finance"

International Journal of Financial Engineering and Risk Management 2(4) 2018
  • Machine learning, economic regimes and portfolio optimisation
  • Multi-period portfolio optimisation with alpha decay
  • Asset-liability management and goal-based investing for retail business
  • Factor-based optimisation and the creation/redemption mechanism of fixed income exchange-traded funds
  • Why your smart beta portfolio might not work

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