◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

William T. Shaw

1 paper here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.PM1
same name
  • William T. Shaw — 1 paper
  • William T. Shaw — 1 paper, h 4

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

collaborators

1 paper

q-fin.PM2010

Monte Carlo Portfolio Optimization for General Investor Risk-Return Objectives and Arbitrary Return Distributions: a Solution for Long-only Portfolios

William T. Shaw

We develop the idea of using Monte Carlo sampling of random portfolios to solve portfolio investment problems. In this first paper we explore the need for more general optimization…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.