The aim of this section is to find the optimal feedback strategy to our portfolio optimization problem (25)–(25).
This chapter presents a mean-variance portfolio optimization analysis that develops and evaluates optimal EU electricity generating mixes for 2020.
One may use a multi-period portfolio optimization model in order to determine an optimal asset mix.
The conic portfolio optimization problem is numerically tractable.
(Q_2:) Does investor sentiment provide profitable information for portfolio optimization?
Most planning problems are similar to portfolio optimization problems.
This chapter highlights several novel methods for portfolio optimization.
In addition, an application for dynamic portfolio optimization is discussed.
Consumers will be trading down in 2009, which means "product portfolio optimization will be very important".
The mean variance objective is common for portfolio optimization problems in finance.
The ARG can be viewed as an investment portfolio optimization problem.
