نتایج جستجو برای: fairness
تعداد نتایج: 14001 فیلتر نتایج به سال:
2011
Dimitris Bertsimas
Karen Willcox
Vinh Nguyen
This thesis proposes a novel approach to address the issues of efficiency and fairness when multiple portfolios are rebalanced simultaneously. A fund manager who rebalances multiple portfolios needs to not only optimize the total efficiency, i.e., maximize net risk-adjusted return, but also guarantee that trading costs are fairly split among the clients. The existing approaches in the literatur...
Journal:
:Journal of the European Economic Association
2020
Journal:
:Environment and Planning C: Government and Policy
2001
Journal:
:Local Economy: The Journal of the Local Economy Policy Unit
2016
Journal:
:Proceedings of the ACM on Human-Computer Interaction
2019
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