Results 11 to 20 of about 63,435 (211)
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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ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER
International Journal of Theoretical and Applied Finance, 2010 In the paper, we derive an unbiased estimator of the efficient frontier. It is shown that the suggested estimator corrects the overoptimism of the sample efficient frontier documented in Siegel and Woodgate (2007).
TARAS BODNAR, OLHA BODNAR
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Learning the Efficient Frontier
Advances in Neural Information Processing Systems 36, 2023 The efficient frontier (EF) is a fundamental resource allocation problem where one has to find an optimal portfolio maximizing a reward at a given level of risk. This optimal solution is traditionally found by solving a convex optimization problem. In this paper, we introduce NeuralEF: a fast neural approximation framework that robustly forecasts the ...
Philippe Chatigny +4 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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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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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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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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