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@article{DBLP:journals/cor/HeZ23,
author = {Xiaolei He and
Weiguo Zhang},
title = {Two-stage international portfolio models with higher moment risk measures},
journal = {Comput. Oper. Res.},
volume = {154},
pages = {106200},
year = {2023},
url = {https://doi.org/10.1016/j.cor.2023.106200},
doi = {10.1016/J.COR.2023.106200},
timestamp = {Sat, 29 Apr 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cor/HeZ23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eor/LuanZL22,
author = {Fei Luan and
Weiguo Zhang and
Yongjun Liu},
title = {Robust international portfolio optimization with worst-case mean-CVaR},
journal = {Eur. J. Oper. Res.},
volume = {303},
number = {2},
pages = {877--890},
year = {2022},
url = {https://doi.org/10.1016/j.ejor.2022.03.011},
doi = {10.1016/J.EJOR.2022.03.011},
timestamp = {Mon, 25 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/eor/LuanZL22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/hri/LupettiZCLHJ22,
author = {Maria Luce Lupetti and
Cristina Zaga and
Nazli Cila and
Michal Luria and
Marius Hoggenm{\"{u}}ller and
Malte F. Jung},
editor = {Daisuke Sakamoto and
Astrid Weiss and
Laura M. Hiatt and
Masahiro Shiomi},
title = {2nd International Workshop on Designerly {HRI} Knowledge. Reflecting
on {HRI} practices through Annotated Portfolios of Robotic Artefacts},
booktitle = {{ACM/IEEE} International Conference on Human-Robot Interaction, {HRI}
2022, Sapporo, Hokkaido, Japan, March 7 - 10, 2022},
pages = {1269--1271},
publisher = {{IEEE} / {ACM}},
year = {2022},
url = {https://doi.org/10.1109/HRI53351.2022.9889569},
doi = {10.1109/HRI53351.2022.9889569},
timestamp = {Wed, 07 Dec 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/hri/LupettiZCLHJ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eor/TopaloglouVZ20,
author = {Nikolas Topaloglou and
Hercules Vladimirou and
Stavros A. Zenios},
title = {Integrated dynamic models for hedging international portfolio risks},
journal = {Eur. J. Oper. Res.},
volume = {285},
number = {1},
pages = {48--65},
year = {2020},
url = {https://doi.org/10.1016/j.ejor.2019.01.027},
doi = {10.1016/J.EJOR.2019.01.027},
timestamp = {Mon, 04 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/eor/TopaloglouVZ20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/ijwis/IioW20,
author = {Jun Iio and
Shigenori Wakabayashi},
title = {Dialogbook: a proposal for simple e-portfolio system for international
communication learning},
journal = {Int. J. Web Inf. Syst.},
volume = {16},
number = {5},
pages = {611--622},
year = {2020},
url = {https://doi.org/10.1108/IJWIS-09-2020-0059},
doi = {10.1108/IJWIS-09-2020-0059},
timestamp = {Fri, 01 Jan 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/ijwis/IioW20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcs/YuZLWW20,
author = {Xing Yu and
Wei Guo Zhang and
Yong{-}Jun Liu and
Xinxin Wang and
Chao Wang},
title = {Hedging the exchange rate risk for international portfolios},
journal = {Math. Comput. Simul.},
volume = {173},
pages = {85--104},
year = {2020},
url = {https://doi.org/10.1016/j.matcom.2020.02.014},
doi = {10.1016/J.MATCOM.2020.02.014},
timestamp = {Tue, 20 Apr 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcs/YuZLWW20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/nbis/IioW20,
author = {Jun Iio and
Shigenori Wakabayashi},
editor = {Leonard Barolli and
Kin Fun Li and
Tomoya Enokido and
Makoto Takizawa},
title = {Dialogbook: Simple e-Portfolio System for International Communication
Learning},
booktitle = {Advances in Networked-Based Information Systems - The 23rd International
Conference on Network-Based Information Systems, NBiS 2020, Victoria,
BC, Canada, 31 August - 2 September 2020},
series = {Advances in Intelligent Systems and Computing},
volume = {1264},
pages = {538--548},
publisher = {Springer},
year = {2020},
url = {https://doi.org/10.1007/978-3-030-57811-4\_54},
doi = {10.1007/978-3-030-57811-4\_54},
timestamp = {Fri, 21 Aug 2020 15:16:47 +0200},
biburl = {https://dblp.org/rec/conf/nbis/IioW20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fams/Beheshti18,
author = {Bijan Beheshti},
title = {Effective Stock Selection and Portfolio Construction Within US, International,
and Emerging Markets},
journal = {Frontiers Appl. Math. Stat.},
volume = {4},
pages = {17},
year = {2018},
url = {https://doi.org/10.3389/fams.2018.00017},
doi = {10.3389/FAMS.2018.00017},
timestamp = {Tue, 07 Dec 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/fams/Beheshti18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/soco/ZhangMLL18,
author = {Wei{-}Guo Zhang and
Guo{-}Li Mo and
Fang Liu and
Yong{-}Jun Liu},
title = {Value-at-risk forecasts by dynamic spatial panel {GJR-GARCH} model
for international stock indices portfolio},
journal = {Soft Comput.},
volume = {22},
number = {16},
pages = {5279--5297},
year = {2018},
url = {https://doi.org/10.1007/s00500-017-2979-7},
doi = {10.1007/S00500-017-2979-7},
timestamp = {Tue, 20 Apr 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/soco/ZhangMLL18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/fsdm/HuangWZ18,
author = {Xiaoxia Huang and
Xuting Wang and
Xiaoguang Zhou},
editor = {Antonio J. Tall{\'{o}}n{-}Ballesteros and
Kaicheng Li},
title = {An Uncertain Mean-Chance Model for International Portfolio Selection},
booktitle = {Fuzzy Systems and Data Mining {IV} - Proceedings of {FSDM} 2018, Bangkok,
Thailand, 16-19 November 2018},
series = {Frontiers in Artificial Intelligence and Applications},
volume = {309},
pages = {24--29},
publisher = {{IOS} Press},
year = {2018},
url = {https://doi.org/10.3233/978-1-61499-927-0-24},
doi = {10.3233/978-1-61499-927-0-24},
timestamp = {Tue, 06 Nov 2018 19:38:42 +0100},
biburl = {https://dblp.org/rec/conf/fsdm/HuangWZ18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@phdthesis{DBLP:phd/ethos/Chatsanga17,
author = {Nonthachote Chatsanga},
title = {International portfolio optimisation under uncertainty},
school = {University of Nottingham, {UK}},
year = {2017},
url = {https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.719625},
timestamp = {Tue, 05 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/phd/ethos/Chatsanga17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eswa/ChatsangaP17,
author = {Nonthachote Chatsanga and
Andrew J. Parkes},
title = {International portfolio optimisation with integrated currency overlay
costs and constraints},
journal = {Expert Syst. Appl.},
volume = {83},
pages = {333--349},
year = {2017},
url = {https://doi.org/10.1016/j.eswa.2017.04.009},
doi = {10.1016/J.ESWA.2017.04.009},
timestamp = {Thu, 25 Aug 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/eswa/ChatsangaP17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/itqm/LiY17,
author = {Suxiao Li and
Haizhen Yang},
editor = {Vandana Ahuja and
Yong Shi and
Deepak Khazanchi and
Naseem Abidi and
Yingjie Tian and
Daniel Berg and
James M. Tien},
title = {Interactions of International Portfolio Flows: an Empirical Study
Based on Network Analysis},
booktitle = {Proceedings of the 5th International Conference on Information Technology
and Quantitative Management, {ITQM} 2017, Creating Knowledge and Wisdom
via Big Data Analytics, December 8-10, 2017, New Delhi, India},
series = {Procedia Computer Science},
volume = {122},
pages = {826--833},
publisher = {Elsevier},
year = {2017},
url = {https://doi.org/10.1016/j.procs.2017.11.443},
doi = {10.1016/J.PROCS.2017.11.443},
timestamp = {Mon, 08 May 2023 14:38:37 +0200},
biburl = {https://dblp.org/rec/conf/itqm/LiY17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/ChatsangaP17,
author = {Nonthachote Chatsanga and
Andrew J. Parkes},
title = {Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based
Scenarios},
journal = {CoRR},
volume = {abs/1704.01174},
year = {2017},
url = {http://arxiv.org/abs/1704.01174},
eprinttype = {arXiv},
eprint = {1704.01174},
timestamp = {Mon, 13 Aug 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/ChatsangaP17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jifs/LiZD16,
author = {Ting Li and
Yue Zhang and
Fang Du},
title = {International portfolio selection model with exchange rate risk},
journal = {J. Intell. Fuzzy Syst.},
volume = {31},
number = {6},
pages = {2759--2765},
year = {2016},
url = {https://doi.org/10.3233/JIFS-169157},
doi = {10.3233/JIFS-169157},
timestamp = {Sat, 25 Apr 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/jifs/LiZD16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/ChatsangaP16,
author = {Nonthachote Chatsanga and
Andrew J. Parkes},
title = {International Portfolio Optimisation with Integrated Currency Overlay
Costs and Constraints},
journal = {CoRR},
volume = {abs/1611.01463},
year = {2016},
url = {http://arxiv.org/abs/1611.01463},
eprinttype = {arXiv},
eprint = {1611.01463},
timestamp = {Mon, 13 Aug 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/ChatsangaP16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jossac/YinH15,
author = {Libo Yin and
Liyan Han},
title = {Risk management for international portfolios with basket options:
{A} multi-stage stochastic programming approach},
journal = {J. Syst. Sci. Complex.},
volume = {28},
number = {6},
pages = {1279--1306},
year = {2015},
url = {https://doi.org/10.1007/s11424-015-3001-z},
doi = {10.1007/S11424-015-3001-Z},
timestamp = {Mon, 08 Jun 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/jossac/YinH15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@incollection{DBLP:series/sci/AyusukS15,
author = {Apiwat Ayusuk and
Songsak Sriboonchitta},
editor = {Van{-}Nam Huynh and
Vladik Kreinovich and
Songsak Sriboonchitta and
Komsan Suriya},
title = {Risk, Return and International Portfolio Analysis: Entropy and Linear
Belief Functions},
booktitle = {Econometrics of Risk},
series = {Studies in Computational Intelligence},
volume = {583},
pages = {319--328},
publisher = {Springer},
year = {2015},
url = {https://doi.org/10.1007/978-3-319-13449-9\_22},
doi = {10.1007/978-3-319-13449-9\_22},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/series/sci/AyusukS15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eor/Smimou14,
author = {Kamal Smimou},
title = {International portfolio choice and political instability risk: {A}
multi-objective approach},
journal = {Eur. J. Oper. Res.},
volume = {234},
number = {2},
pages = {546--560},
year = {2014},
url = {https://doi.org/10.1016/j.ejor.2013.01.024},
doi = {10.1016/J.EJOR.2013.01.024},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/eor/Smimou14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jet/GeromichalosS14,
author = {Athanasios Geromichalos and
Ina Simonovska},
title = {Asset liquidity and international portfolio choice},
journal = {J. Econ. Theory},
volume = {151},
pages = {342--380},
year = {2014},
url = {https://doi.org/10.1016/j.jet.2014.01.004},
doi = {10.1016/J.JET.2014.01.004},
timestamp = {Mon, 24 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/jet/GeromichalosS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/aei/Bermudez-EdoNHHG13,
author = {Mar{\'{\i}}a Berm{\'{u}}dez{-}Edo and
Manuel Noguera and
Nuria Hurtado{-}Torres and
Mar{\'{\i}}a Visitaci{\'{o}}n Hurtado and
Jos{\'{e}} Luis Garrido},
title = {Analyzing a firm's international portfolio of technological knowledge:
{A} declarative ontology-based {OWL} approach for patent documents},
journal = {Adv. Eng. Informatics},
volume = {27},
number = {3},
pages = {358--365},
year = {2013},
url = {https://doi.org/10.1016/j.aei.2013.02.003},
doi = {10.1016/J.AEI.2013.02.003},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/aei/Bermudez-EdoNHHG13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/YinH13,
author = {Libo Yin and
Liyan Han},
title = {Options strategies for international portfolios with overall risk
management via multi-stage stochastic programming},
journal = {Ann. Oper. Res.},
volume = {206},
number = {1},
pages = {557--576},
year = {2013},
url = {https://doi.org/10.1007/s10479-013-1375-7},
doi = {10.1007/S10479-013-1375-7},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/YinH13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eor/TamizAJ13,
author = {Mehrdad Tamiz and
Rania A. Azmi and
Dylan F. Jones},
title = {On selecting portfolio of international mutual funds using goal programming
with extended factors},
journal = {Eur. J. Oper. Res.},
volume = {226},
number = {3},
pages = {560--576},
year = {2013},
url = {https://doi.org/10.1016/j.ejor.2012.11.004},
doi = {10.1016/J.EJOR.2012.11.004},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/eor/TamizAJ13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/rda/AbidMW13,
author = {Fathi Abid and
Mourad Mroua and
Wing{-}Keung Wong},
title = {Should Americans invest internationally? Mean-variance portfolios
optimization and stochastic dominance approaches},
journal = {Risk Decis. Anal.},
volume = {4},
number = {2},
pages = {89--102},
year = {2013},
url = {https://doi.org/10.3233/RDA-2012-0084},
doi = {10.3233/RDA-2012-0084},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/rda/AbidMW13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/asc/Ostermark12,
author = {Ralf {\"{O}}stermark},
title = {Incorporating asset growth potential and bear market safety switches
in international portfolio decisions},
journal = {Appl. Soft Comput.},
volume = {12},
number = {8},
pages = {2538--2549},
year = {2012},
url = {https://doi.org/10.1016/j.asoc.2012.03.052},
doi = {10.1016/J.ASOC.2012.03.052},
timestamp = {Fri, 26 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/asc/Ostermark12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/FonsecaWR12,
author = {Raquel J. Fonseca and
Wolfram Wiesemann and
Ber{\c{c}} Rustem},
title = {Robust international portfolio management},
journal = {Comput. Manag. Sci.},
volume = {9},
number = {1},
pages = {31--62},
year = {2012},
url = {https://doi.org/10.1007/s10287-011-0132-0},
doi = {10.1007/S10287-011-0132-0},
timestamp = {Sun, 10 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/FonsecaWR12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eor/FonsecaR12,
author = {Raquel J. Fonseca and
Ber{\c{c}} Rustem},
title = {International portfolio management with affine policies},
journal = {Eur. J. Oper. Res.},
volume = {223},
number = {1},
pages = {177--187},
year = {2012},
url = {https://doi.org/10.1016/j.ejor.2012.06.001},
doi = {10.1016/J.EJOR.2012.06.001},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/eor/FonsecaR12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@phdthesis{DBLP:phd/ethos/Fonseca11,
author = {Raquel J. Fonseca},
title = {International portfolio management under uncertainty},
school = {Imperial College London, {UK}},
year = {2011},
url = {https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.539265},
timestamp = {Tue, 05 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/phd/ethos/Fonseca11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cma/Chen11b,
author = {Fen{-}Ying Chen},
title = {Analytical VaR for international portfolios with common jumps},
journal = {Comput. Math. Appl.},
volume = {62},
number = {8},
pages = {3066--3076},
year = {2011},
url = {https://doi.org/10.1016/j.camwa.2011.08.018},
doi = {10.1016/J.CAMWA.2011.08.018},
timestamp = {Thu, 11 Feb 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/cma/Chen11b.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/scientometrics/Schubert11,
author = {Torben Schubert},
title = {Assessing the value of patent portfolios: an international country
comparison},
journal = {Scientometrics},
volume = {88},
number = {3},
pages = {787--804},
year = {2011},
url = {https://doi.org/10.1007/s11192-011-0454-2},
doi = {10.1007/S11192-011-0454-2},
timestamp = {Mon, 03 Jan 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/scientometrics/Schubert11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@incollection{DBLP:reference/stat/Markowitz11,
author = {Harry M. Markowitz},
editor = {Miodrag Lovric},
title = {Portfolio Theory},
booktitle = {International Encyclopedia of Statistical Science},
pages = {1078--1080},
publisher = {Springer},
year = {2011},
url = {https://doi.org/10.1007/978-3-642-04898-2\_452},
doi = {10.1007/978-3-642-04898-2\_452},
timestamp = {Wed, 14 Nov 2018 10:51:34 +0100},
biburl = {https://dblp.org/rec/reference/stat/Markowitz11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/asiams/KhalidjiZTMK09,
author = {Modjtaba Khalidji and
Mohammad Zeiaee and
Ali Taei and
Mohammad Reza Jahed{-}Motlagh and
Hamid Khaloozadeh},
editor = {David Al{-}Dabass and
Robertus Triweko and
Sani Susanto and
Ajith Abraham},
title = {Dynamically Weighted Continuous Ant Colony Optimization for Bi-Objective
Portfolio Selection Using Value-at-Risk},
booktitle = {Third Asia International Conference on Modelling {\&} Simulation,
{AMS} 2009, Bandung, Bali, Indonesia, May 25-29, 2009},
pages = {230--235},
publisher = {{IEEE} Computer Society},
year = {2009},
url = {https://doi.org/10.1109/AMS.2009.133},
doi = {10.1109/AMS.2009.133},
timestamp = {Fri, 24 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/asiams/KhalidjiZTMK09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eor/TopaloglouVZ08,
author = {Nikolas Topaloglou and
Hercules Vladimirou and
Stavros A. Zenios},
title = {A dynamic stochastic programming model for international portfolio
management},
journal = {Eur. J. Oper. Res.},
volume = {185},
number = {3},
pages = {1501--1524},
year = {2008},
url = {https://doi.org/10.1016/j.ejor.2005.07.035},
doi = {10.1016/J.EJOR.2005.07.035},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/eor/TopaloglouVZ08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcs/ShareefM08,
author = {Riaz Shareef and
Michael McAleer},
title = {Modelling international tourism demand and uncertainty in Maldives
and Seychelles: {A} portfolio approach},
journal = {Math. Comput. Simul.},
volume = {78},
number = {2-3},
pages = {459--468},
year = {2008},
url = {https://doi.org/10.1016/j.matcom.2008.01.025},
doi = {10.1016/J.MATCOM.2008.01.025},
timestamp = {Wed, 04 Mar 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcs/ShareefM08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/orgsci/LavieM08,
author = {Dovev Lavie and
Stewart R. Miller},
title = {Alliance Portfolio Internationalization and Firm Performance},
journal = {Organ. Sci.},
volume = {19},
number = {4},
pages = {623--646},
year = {2008},
url = {https://doi.org/10.1287/orsc.1070.0341},
doi = {10.1287/ORSC.1070.0341},
timestamp = {Thu, 16 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/orgsci/LavieM08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/euc/PanH08,
author = {Qiming Pan and
Xiaoxia Huang},
editor = {Cheng{-}Zhong Xu and
Minyi Guo},
title = {Mean-Variance Model for International Portfolio Selection},
booktitle = {2008 {IEEE/IPIP} International Conference on Embedded and Ubiquitous
Computing {(EUC} 2008), Shanghai, China, December 17-20, 2008, Volume
{II:} Workshops},
pages = {632--636},
publisher = {{IEEE} Computer Society},
year = {2008},
url = {https://doi.org/10.1109/EUC.2008.16},
doi = {10.1109/EUC.2008.16},
timestamp = {Fri, 24 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/euc/PanH08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iccS/LinJ07,
author = {Zefu Lin and
Jianyue Ji},
editor = {Yong Shi and
G. Dick van Albada and
Jack J. Dongarra and
Peter M. A. Sloot},
title = {The Portfolio Selection Model of Oil/Gas Projects Based on Real Option
Theory},
booktitle = {Computational Science - {ICCS} 2007, 7th International Conference,
Beijing, China, May 27 - 30, 2007, Proceedings, Part {III}},
series = {Lecture Notes in Computer Science},
volume = {4489},
pages = {945--952},
publisher = {Springer},
year = {2007},
url = {https://doi.org/10.1007/978-3-540-72588-6\_151},
doi = {10.1007/978-3-540-72588-6\_151},
timestamp = {Tue, 08 Nov 2022 08:34:35 +0100},
biburl = {https://dblp.org/rec/conf/iccS/LinJ07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iccS/HagerS06,
author = {Svenja Hager and
Rainer Sch{\"{o}}bel},
editor = {Vassil N. Alexandrov and
G. Dick van Albada and
Peter M. A. Sloot and
Jack J. Dongarra},
title = {Deriving the Dependence Structure of Portfolio Credit Derivatives
Using Evolutionary Algorithms},
booktitle = {Computational Science - {ICCS} 2006, 6th International Conference,
Reading, UK, May 28-31, 2006, Proceedings, Part {IV}},
series = {Lecture Notes in Computer Science},
volume = {3994},
pages = {340--347},
publisher = {Springer},
year = {2006},
url = {https://doi.org/10.1007/11758549\_50},
doi = {10.1007/11758549\_50},
timestamp = {Tue, 14 May 2019 10:00:48 +0200},
biburl = {https://dblp.org/rec/conf/iccS/HagerS06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iccS/Janicki06,
author = {Aleksander Janicki},
editor = {Vassil N. Alexandrov and
G. Dick van Albada and
Peter M. A. Sloot and
Jack J. Dongarra},
title = {Computer Construction of Quasi Optimal Portfolio for Stochastic Models
with Jumps of Financial Markets},
booktitle = {Computational Science - {ICCS} 2006, 6th International Conference,
Reading, UK, May 28-31, 2006, Proceedings, Part {IV}},
series = {Lecture Notes in Computer Science},
volume = {3994},
pages = {301--307},
publisher = {Springer},
year = {2006},
url = {https://doi.org/10.1007/11758549\_45},
doi = {10.1007/11758549\_45},
timestamp = {Tue, 26 Jun 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/iccS/Janicki06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iccS/FangW05,
author = {Yong Fang and
Shouyang Wang},
editor = {Vaidy S. Sunderam and
G. Dick van Albada and
Peter M. A. Sloot and
Jack J. Dongarra},
title = {A Fuzzy Index Tracking Portfolio Selection Model},
booktitle = {Computational Science - {ICCS} 2005, 5th International Conference,
Atlanta, GA, USA, May 22-25, 2005, Proceedings, Part {III}},
series = {Lecture Notes in Computer Science},
volume = {3516},
pages = {554--561},
publisher = {Springer},
year = {2005},
url = {https://doi.org/10.1007/11428862\_76},
doi = {10.1007/11428862\_76},
timestamp = {Sun, 25 Oct 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/iccS/FangW05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iccS/JanickiZ04,
author = {Aleksander Janicki and
Jakub Zwierz},
editor = {Marian Bubak and
G. Dick van Albada and
Peter M. A. Sloot and
Jack J. Dongarra},
title = {Construction of Quasi Optimal Portfolio for Stochastic Models of Financial
Market},
booktitle = {Computational Science - {ICCS} 2004, 4th International Conference,
Krak{\'{o}}w, Poland, June 6-9, 2004, Proceedings, Part {IV}},
series = {Lecture Notes in Computer Science},
volume = {3039},
pages = {803--810},
publisher = {Springer},
year = {2004},
url = {https://doi.org/10.1007/978-3-540-25944-2\_104},
doi = {10.1007/978-3-540-25944-2\_104},
timestamp = {Tue, 14 May 2019 10:00:48 +0200},
biburl = {https://dblp.org/rec/conf/iccS/JanickiZ04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iccS/YuWWL04,
author = {Liyong Yu and
Shouyang Wang and
Yue Wu and
Kin Keung Lai},
editor = {Marian Bubak and
G. Dick van Albada and
Peter M. A. Sloot and
Jack J. Dongarra},
title = {A Dynamic Stochastic Programming Model for Bond Portfolio Management},
booktitle = {Computational Science - {ICCS} 2004, 4th International Conference,
Krak{\'{o}}w, Poland, June 6-9, 2004, Proceedings, Part {IV}},
series = {Lecture Notes in Computer Science},
volume = {3039},
pages = {876--883},
publisher = {Springer},
year = {2004},
url = {https://doi.org/10.1007/978-3-540-25944-2\_113},
doi = {10.1007/978-3-540-25944-2\_113},
timestamp = {Sun, 21 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/iccS/YuWWL04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iccS/FangLW03,
author = {Yong Fang and
K. K. Lai and
Shouyang Wang},
editor = {Peter M. A. Sloot and
David Abramson and
Alexander V. Bogdanov and
Jack J. Dongarra and
Albert Y. Zomaya and
Yuri E. Gorbachev},
title = {A Fuzzy Approach to Portfolio Rebalancing with Transaction Costs},
booktitle = {Computational Science - {ICCS} 2003, International Conference, Melbourne,
Australia and St. Petersburg, Russia, June 2-4, 2003. Proceedings,
Part {II}},
series = {Lecture Notes in Computer Science},
volume = {2658},
pages = {10--19},
publisher = {Springer},
year = {2003},
url = {https://doi.org/10.1007/3-540-44862-4\_2},
doi = {10.1007/3-540-44862-4\_2},
timestamp = {Tue, 20 Jun 2023 16:27:45 +0200},
biburl = {https://dblp.org/rec/conf/iccS/FangLW03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iccS/Lari-LavassaniL03,
author = {Ali Lari{-}Lavassani and
Xun Li},
editor = {Peter M. A. Sloot and
David Abramson and
Alexander V. Bogdanov and
Jack J. Dongarra and
Albert Y. Zomaya and
Yuri E. Gorbachev},
title = {Dynamic Mean Semi-variance Portfolio Selection},
booktitle = {Computational Science - {ICCS} 2003, International Conference, Melbourne,
Australia and St. Petersburg, Russia, June 2-4, 2003. Proceedings,
Part {I}},
series = {Lecture Notes in Computer Science},
volume = {2657},
pages = {95--104},
publisher = {Springer},
year = {2003},
url = {https://doi.org/10.1007/3-540-44860-8\_10},
doi = {10.1007/3-540-44860-8\_10},
timestamp = {Tue, 20 Jun 2023 16:27:45 +0200},
biburl = {https://dblp.org/rec/conf/iccS/Lari-LavassaniL03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/DVariSY00,
author = {Ron D'Vari and
Juan C. Sosa and
Kishore K. Yalamanchili},
title = {Multi-level risk-controlled sector optimization of domestic and international
fixed-income portfolios including conditional VaR},
booktitle = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
Intelligence for Financial Engineering, CIFEr 2000, New York City,
USA, March 28, 2000},
pages = {62--64},
publisher = {{IEEE}},
year = {2000},
url = {https://doi.org/10.1109/CIFER.2000.844600},
doi = {10.1109/CIFER.2000.844600},
timestamp = {Wed, 16 Oct 2019 14:14:52 +0200},
biburl = {https://dblp.org/rec/conf/cifer/DVariSY00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@incollection{DBLP:books/el/95/Stulz95,
author = {Ren{\'{e}} M. Stulz},
editor = {Robert A. Jarrow and
Vojislav Maksimovic and
William T. Ziemba},
title = {Chapter 6 International portfolio choice and asset pricing: An integrative
survey},
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pages = {201--223},
publisher = {Elsevier},
year = {1995},
url = {https://doi.org/10.1016/s0927-0507(05)80050-7},
doi = {10.1016/S0927-0507(05)80050-7},
timestamp = {Tue, 07 Nov 2023 12:00:44 +0100},
biburl = {https://dblp.org/rec/books/el/95/Stulz95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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