Results 21 to 30 of about 30,898 (244)

Aplicación del modelo de Black - Litterman a la selección de portafolios internacionales

Quipukamayoc, 2014
Se muestra como el modelo de Black - Litterman en la construcción de un portafolio con activos internacionales ayuda a mejorar la aplicación de los principios en que se basa la teoría de selección de portafolios propuesta por Markowitz, permitiendo un ...
Rafael Cruz Salazar, Arcadio Clement P.
doaj   +1 more source

Analysis of the Markowitz Method and the Single Index Method in Determining the Optimal Portfolio

Almana: Jurnal Manajemen dan Bisnis, 2021
Investors generally make investments to get the maximum return with minimal risk. The optimal portfolio is a method that can be used to determine the stock portfolio that produces the maximum return with the least risk.
Dhea Eka Fitriyani
doaj   +1 more source

Portfolio Analysis for Optimal Seafood Product Diversification and Resource Management

Journal of Agricultural and Resource Economics, 2003
Future harvests from commercial fish stocks are unlikely to increase substantially due to biological and regulatory constraints. Developing alternative sets of processed seafood products is one strategy for increasing welfare while managing the risks ...
Gilbert Sylvia, Chris Tuininga, Sherry L. Larkin   +2 more
doaj   +1 more source

Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?

Dependence Modeling, 2018
Some empirical studies suggest that the computation of certain graph structures from a (large) historical correlation matrix can be helpful in portfolio selection.
Hüttner Amelie, Mai Jan-Frederik, Mineo Stefano   +2 more
doaj   +1 more source

The Use of a Simplified Markowitz Model in Choosing a Profitable Portfolio [PDF]

Ovidius University Annals: Economic Sciences Series, 2020
The aim of this research is to improve investment processes in the capital market, so that the decisions taken are the best, at the best time and at the best price in line with the risk factor.
Alexandru Cristian Dobre
doaj  

Prediction-based portfolio optimization in Tehran Stock Exchange; NARX and LSTM neural networks approach [PDF]

فصلنامه بورس اوراق بهادار
The purpose of present study is to implement prediction-based portfolio optimization in Tehran Stock Exchange using nonlinear autoregressive with exogenous variables (NARX) neural network as the main approach and long short term memory (LSTM) neural ...
Razieh Sahrai, Ali Akbar Gholizadeh, Hamid Sepehrdoust, Seyed Ehsan Hosseinidoust   +3 more
doaj   +1 more source

Return and Risk Comparative Analysis in the Formation of Optimal Share Portfolio with Random Model, Markowitz Model, and Single Index Model

Majalah Ilmiah Bijak, 2020
This research was conducted to determine the composition of the stock portfolio formed by the Random model, the Markowitz model, and the Single Index model and which portfolio composition was optimal from the results of calculations using the Random ...
Abdul Muslim
doaj   +1 more source

Optimization of Stock Portfolio Using the Markowitz Model in the Era of the COVID-19 Pandemic

TIJAB (The International Journal of Applied Business), 2021
Stocks are one of the popular investment instruments traded in the capital market. The popularity of stock purchase has developed along with the massive financial literacy movement.
Aisha Hanif, Nur Ravita Hanun, Rizki Eka Febriansah   +2 more
doaj   +1 more source

Markowitz with regret

Journal of Economic Dynamics and Control, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Baule, Rainer, Korn, Olaf, Kuntz, Laura-Chloé   +2 more
openaire   +2 more sources

OPTIMASI PORTOFOLIO DENGAN KENDALA ROUNDLOT MENGGUNAKAN METODE ARTIFICIAL BEE COLONY (ABC)

Euclid, 2018
Metode Optimasi yang terinspirasi oleh perilaku makhluk hidup telah diketahui mampu menyelesaikan masalah yang kompleks secara komputasi, terutama ketika metode tradisional tak mampu melakukannya.
Luthfiyati Nurafifah
doaj   +1 more source