Financial Optimization is a mathematical framework within financial mathematics that systematically determines optimal investment, asset allocation, or risk management strategies by maximizing or minimizing a specified objective function subject to financial constraints and market dynamics.
170
Publications
11.6K
Citations
382
Authors
236
Institutions
Publications per year
2017–2026
59
Variants
Financial Mathematical Optimization
Parents
Publications
170
The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?
Richard O. Michaud · Financial Analysts Journal · 1989 · 1.3K citations
An improved grasshopper optimization algorithm with application to financial stress prediction
Jie Luo, Huiling Chen, Qian Zhang et al. · Applied Mathematical Modelling · 2018 · 277 citations
Business, Finance, Mathematics +10
1–5 of 170
Authors
382
- JM
4
h-index
- AR
3
h-index
- AM
3
h-index
- AK
3
h-index
- MB
3
h-index
1–5 of 382
Institutions
236
Princeton University
Princeton, United States
6 h-index
10 publications
491 citations
University of Southern California
Los Angeles, United States
3 h-index
3 publications
448 citations
Technical University of Crete
Chania, Greece
3 h-index
8 publications
596 citations
Stanford University
Stanford, United States
3 h-index
6 publications
593 citations
Michigan State University
East Lansing, United States
2 h-index
2 publications
54 citations
University of Oxford
Oxford, United Kingdom
2 h-index
2 publications
82 citations
Vienna University of Economics and Business
Vienna, Austria
2 h-index
2 publications
58 citations
Seoul National University
Seoul, South Korea
2 h-index
3 publications
201 citations
1–8 of 236
Venues
- Expert Systems with Applications
6 publications · 415 citations
6
h-index
- Management Science
5 publications · 590 citations
5
h-index
- SSRN Electronic Journal
Repository · 4 publications · 148 citations
4
h-index
- European Journal of Operational Research
4 publications · 114 citations
4
h-index
- Quantitative Finance
4 publications · 147 citations
4
h-index
1–5