Matches in SemOpenAlex for { <https://semopenalex.org/work/W2012604695> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W2012604695 endingPage "596" @default.
- W2012604695 startingPage "590" @default.
- W2012604695 abstract "Different aspects for the portfolio optimization (PO) problem are considered. The first aspect is multi-objective optimization. The second is dynamical re-balancing. The third is the evolutionary game aspect (Pioneered by Hens and Schenk-Hoppe [T. Hens, Schenk-Hoppe, Evolutionary stability of portfolio rules in incomplete market, J. Math. Econ. 41 (2005) 43–66].) since portfolio payoff depends not only on the investor’s strategy but also on the other investors’ strategies. We argue that both the different aspects included in the PO study and the basic assumptions made, significantly affect the outcome of the result For example the stochastic effects of mistakes and the change in players numbers are expected to change the results of Hens and Schenk-Hoppe." @default.
- W2012604695 created "2016-06-24" @default.
- W2012604695 creator A5027935987 @default.
- W2012604695 creator A5069298042 @default.
- W2012604695 date "2006-04-01" @default.
- W2012604695 modified "2023-09-24" @default.
- W2012604695 title "On different aspects of portfolio optimization" @default.
- W2012604695 cites W1990125308 @default.
- W2012604695 cites W2072049532 @default.
- W2012604695 cites W2090637028 @default.
- W2012604695 cites W2133254737 @default.
- W2012604695 cites W3104861134 @default.
- W2012604695 cites W3125087379 @default.
- W2012604695 cites W4241631103 @default.
- W2012604695 doi "https://doi.org/10.1016/j.amc.2005.07.045" @default.
- W2012604695 hasPublicationYear "2006" @default.
- W2012604695 type Work @default.
- W2012604695 sameAs 2012604695 @default.
- W2012604695 citedByCount "2" @default.
- W2012604695 countsByYear W20126046952013 @default.
- W2012604695 countsByYear W20126046952022 @default.
- W2012604695 crossrefType "journal-article" @default.
- W2012604695 hasAuthorship W2012604695A5027935987 @default.
- W2012604695 hasAuthorship W2012604695A5069298042 @default.
- W2012604695 hasConcept C106159729 @default.
- W2012604695 hasConcept C112972136 @default.
- W2012604695 hasConcept C119857082 @default.
- W2012604695 hasConcept C144237770 @default.
- W2012604695 hasConcept C148220186 @default.
- W2012604695 hasConcept C162118730 @default.
- W2012604695 hasConcept C162324750 @default.
- W2012604695 hasConcept C202655437 @default.
- W2012604695 hasConcept C22171661 @default.
- W2012604695 hasConcept C2780821815 @default.
- W2012604695 hasConcept C33923547 @default.
- W2012604695 hasConcept C41008148 @default.
- W2012604695 hasConceptScore W2012604695C106159729 @default.
- W2012604695 hasConceptScore W2012604695C112972136 @default.
- W2012604695 hasConceptScore W2012604695C119857082 @default.
- W2012604695 hasConceptScore W2012604695C144237770 @default.
- W2012604695 hasConceptScore W2012604695C148220186 @default.
- W2012604695 hasConceptScore W2012604695C162118730 @default.
- W2012604695 hasConceptScore W2012604695C162324750 @default.
- W2012604695 hasConceptScore W2012604695C202655437 @default.
- W2012604695 hasConceptScore W2012604695C22171661 @default.
- W2012604695 hasConceptScore W2012604695C2780821815 @default.
- W2012604695 hasConceptScore W2012604695C33923547 @default.
- W2012604695 hasConceptScore W2012604695C41008148 @default.
- W2012604695 hasIssue "1" @default.
- W2012604695 hasLocation W20126046951 @default.
- W2012604695 hasOpenAccess W2012604695 @default.
- W2012604695 hasPrimaryLocation W20126046951 @default.
- W2012604695 hasRelatedWork W1560162210 @default.
- W2012604695 hasRelatedWork W2155283456 @default.
- W2012604695 hasRelatedWork W2236911730 @default.
- W2012604695 hasRelatedWork W2951377877 @default.
- W2012604695 hasRelatedWork W3125187042 @default.
- W2012604695 hasRelatedWork W4210428163 @default.
- W2012604695 hasRelatedWork W4231330084 @default.
- W2012604695 hasRelatedWork W4295910305 @default.
- W2012604695 hasRelatedWork W4298085286 @default.
- W2012604695 hasRelatedWork W2031341875 @default.
- W2012604695 hasVolume "175" @default.
- W2012604695 isParatext "false" @default.
- W2012604695 isRetracted "false" @default.
- W2012604695 magId "2012604695" @default.
- W2012604695 workType "article" @default.