Results 11 to 20 of about 343,410 (309)
Resampled Efficient Frontier Integration for MOEAs [PDF]
Entropy, 2021 Mean-variance portfolio optimization is subject to estimation errors for asset returns and covariances. The search for robust solutions has been traditionally tackled using resampling strategies that offer alternatives to reference sets of returns or ...
David Quintana, David Moreno
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Estimating the NIH efficient frontier. [PDF]
PLoS ONE, 2012 BACKGROUND: The National Institutes of Health (NIH) is among the world's largest investors in biomedical research, with a mandate to: "…lengthen life, and reduce the burdens of illness and disability." Its funding decisions have been criticized as ...
Dimitrios Bisias +2 more
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Indian Journal of Community Medicine, 2022 Background: The Integrated Child Development Services (ICDS) scheme was launched in 1975 for the improvement in maternal and child health and nutrition.
Mili Sengar +2 more
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Revisiting Investability of Heritage Properties through Indexation and Portfolio Frontier Analysis
Risks, 2021 In recent years, the soaring prices of heritage properties in Georgetown, Penang have gained the attention of practitioners and investors. The practitioners claim that the prices of heritage properties within the core and buffer zones in Georgetown have ...
Chin Tiong Cheng +4 more
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Comparison of Banks and Ranking of Bank Loans Types on Based of Efficiency with Dea in Iran [PDF]
Big Data and Computing Visions, 2021 Banks as financial and service-provider institutions in a society have a decisive role in the circulation of money and wealth of a country, so they have a special place in the economy of each country.
Reza Fallah +3 more
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Engineering Proceedings, 2023 We propose a novel model to achieve superior out-of-sample Sharpe ratios. While most research in asset allocation focuses on estimating the return vector and covariance matrix, the first component of our novel model instead forecasts the future tangency ...
Nolan Alexander, William Scherer
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Multicriteria allocation model of additional resources based on DEA: MOILP-DEA [PDF]
Iranian Journal of Numerical Analysis and Optimization, 2019 We exploit the relationship between multiobjective integer linear problem (MOILP) and data envelopment analysis (DEA) to develop an approach to a resource reallocation problem.
J.W. Yougbare
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The Synergic Entropy. An efficient frontier output derived from merged input units boosted by synergy and constrained by critical input [PDF]
Financial Markets, Institutions and Risks, 2023 The theory equates the maximum output deviations (efficient frontier) caused by combined inputs with affinity-synergy in a system, which leads to a parametric volatility whose curve can be compared to data envelopment analysis (DEA).
Henrique De Carvalho Videira
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Stock Portfolios Optimization at the Industry Level Regarding Constraints in Practice: Liquidity, Transaction Cost, Turnover & Tracking-error [PDF]
تحقیقات مالی, 2022 Objective: This study seeks to optimize stock portfolios at the industry level for an intended investment company by considering some limitations (the amount of liquidity of each industry in a month, transaction costs, portfolio turnover, and tracking ...
Hadis Hamidifard +2 more
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Efficient Single Frontier Bidirectional Search
Proceedings of the International Symposium on Combinatorial Search, 2021 The Single Frontier Bi-Directional Search (SBS) framework was recently introduced. A node in SBS corresponds to a pair of states, one from each of the frontiers and it uses front-to- front heuristics. In this paper we present an enhanced version of SBS, called eSBS, where pruning and caching techniques are applied, which significantly ...
LIPPI, MARCO, M. Ernandes, A. Felner
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