Results 261 to 270 of about 343,410 (309)
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CFA Digest, 1999
In this article, the authors show how a community of investors can provide each of its members with higher expected return for a given standard deviation than any individual member can obtain alone by picking a portfolio from an efficient frontier.
Harry M. Markowitz +2 more
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In this article, the authors show how a community of investors can provide each of its members with higher expected return for a given standard deviation than any individual member can obtain alone by picking a portfolio from an efficient frontier.
Harry M. Markowitz +2 more
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INVESTMENT HORIZON AND EFFICIENT FRONTIER
Journal of International Business and Economics, 2015This paper verified the impact of the investment horizon in the allocation of an optimized portfolio. To do so, we generated efficient frontiers from a group of diversified global asset classes considering time series of returns of the past 10 years. It was possible to prove that the investment horizon impacts the composition of optimal portfolios for ...
Jose Luiz Barros Fernandes +2 more
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DEA efficiency analysis: Efficient and anti-efficient frontier
Applied Mathematics and Computation, 2007zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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The Tourism Efficient Frontier
Journal of Travel & Tourism Marketing, 2004Abstract The objective of this research was to identify efficient travel segment mixes that allow destination tourism policy-makers and marketers to efficiently plan, develop, and market their destinations, so that they can have greater and more stable tourism receipts. Factor-cluster analysis and quadratic programming were conducted to find the French
SooCheong (Shawn) Jang +2 more
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Where is the Efficient Frontier?
SSRN Electronic Journal, 2000In a well developed financial market with liquid short term fixed income trading, the volatility of short term fixed income securities forms a continuous spectrum that converges to zero, the volatility of riskless asset. This means that the attainable combinations of risky assets contain the whole region under the capital market line and the capital ...
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Towards reliable efficient frontiers
Journal of Asset Management, 2006In recent years, new ideas for the robustification of the traditional Markowitz frontier have appeared in the literature. Driven by the needs of an asset management company, two promising approaches have been investigated more thoroughly. After briefly summarising these new methods, this paper compares them on a qualitative and quantitative basis ...
Schöttle, Katrin, Werner, Ralf
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Execution Costs and Efficient Execution Frontiers [PDF]
SSRN Electronic Journal, 2010 Single period risks acceptable to the market at zero cost are modeled by a convex set of random variables leading to bid and ask prices that are trade size dependent. The theory of nonlinear expectations is employed to construct dynamically consistent sequences of bid and ask unit size prices that are size and trade date contingent.
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The Journal of Index Investing, 2011
By combining more asset classes, the slope of the classic efficient frontier steepens considerably—which is good news for investors desiring better risk-adjusted performance. Rather than evaluating a portfolio that simply contains various combinations of cash and large U.S. stocks, a multiple asset portfolio is evaluated in lieu of large U.S.
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By combining more asset classes, the slope of the classic efficient frontier steepens considerably—which is good news for investors desiring better risk-adjusted performance. Rather than evaluating a portfolio that simply contains various combinations of cash and large U.S. stocks, a multiple asset portfolio is evaluated in lieu of large U.S.
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Improving the Efficient Frontier
The Journal of Portfolio Management, 2003Familiar portfolio concepts can explain why pooling of investor capital enables investors to achieve higher expected returns without additional risk exposure. The risk of the pooled investment must be a particular weighted average of the participating investors9 preferred risks. Unveiling of the source of expected return improvements provides a clearer
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EFFICIENCY FRONTIERS: URBANIZATION AND DEVELOPMENT
Urban Geography, 2001Data envelopment analysis (DEA) is proposed as an alternative to ordinary least squares (OLS) in the explanation of cause-effect/input-output relationships. Use of DEA permits efficiency frontiers to be located and the magnitudes of inefficiencies to be estimated, as raw materials for further exploratory inquiry.
Brian J. L. Berry, Heja Kim
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