Results 81 to 90 of about 30,898 (244)
A COMPARISON OF BASIC AND EXTENDED MARKOWITZ MODEL ON CROATIAN CAPITAL MARKET
Croatian Operational Research Review, 2012 Markowitz' mean - variance model for portfolio selection, first introduced in H.M. Markowitz' 1952 article, is one of the best known models in finance. However, the Markowitz model is based on many assumptions about financial markets and investors, which
Bruna Škarica, Zrinka Lukač
doaj
A Quantile Model of Firm Investment
International Economic Review, EarlyView.ABSTRACT Are firms risk averse? We propose a dynamic model of firm investment under uncertainty that captures firms' risk attitudes through quantile preferences. The firm maximizes its present value, defined as current profits and investment plus the discounted value of the τ$\tau$‐quantile of its value next period.
Heitor Almeida +3 more
wiley +1 more source
Analisis Portofolio Optimum Saham Syariah Menggunakan Mean Semivarian
Jurnal Fourier, 2015 Saham adalah salah satu sekuritas yang sering dipilih untuk melakukan investasi. Dalam investasi saham, seorang investor harus membuat portofolio optimal agar memperoleh hasil yang memuaskan (return tinggi atau risiko rendah).
Fantika Vera Entrisnasari
doaj +1 more source
Journal of Agrarian Change, EarlyView.ABSTRACT What do pesticide companies do to keep their products on the market despite strong societal and scientific critiques of their environmental and health risks? This paper examines the herbicide paraquat, one of the most controversial pesticides, from the early 1960s to the present.
Kees Jansen
wiley +1 more source
[Letter from Allan E. Markowitz to Meyer Bodansky - January 16, 1940]
, 1940 Letter to Dr. Meyer Bodansky from Allan E. Markowitz dated January 16, 1940 regarding assistance in securing a resident position at John Sealy Memorial Hospital. In the letter, Allan writes that he has struggled to find a job due in part to his religious
Markowitz, Allan E.
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Journal of Economic Surveys, EarlyView.ABSTRACT This article summarizes the evolution of portfolio theory from mean–variance optimization to AI‐augmented investment systems. Rather than treating portfolio models as isolated techniques, it organizes the literature as a sequence of responses to different forms of uncertainty: variance, systematic risk, expected‐return estimation error ...
Xuan Feng, Sofia Yang
wiley +1 more source
Concert recording 2017-10-27 [PDF]
, 2017 [00:00]. Color of my true love\u27s hair / John Jacob Niles -- [10:11]. Schizophrenic scherzo / Dave Brubeck -- [20:27]. In a sentimental mood / Duke Ellington -- [30:21]. Burning lake / Zach Brock -- [38:33].
Markowitz, Phil, Brock, Zach
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TendenciasIntroduction: This study analyzes the optimization of Peruvian mutual fund portfolios and the effect of the denomination currency on the relationship between risk, return, and diversification.
Luis Enrique Cayatopa Rivera +3 more
doaj +1 more source
Journal of Economic Surveys, EarlyView.ABSTRACT This survey interprets the evolution of quantitative equity investing as a history of changing constraints rather than a succession of increasingly complicated forecasting models. Portfolio theory made diversification calculable; characteristic‐based investing converted value, momentum, profitability, and low‐risk effects into scalable ...
Xuan Feng, Julio P. Cardozo, Dehua Xia
wiley +1 more source
Risk forecasting models and optimal portfolio selection. [PDF]
This study analyses, from an investor's perspective, the performance of several risk forecasting models in obtaining optimal portfolios. The plausibility of the homoscedastic hypothesis implied in the classical Markowitz model is dicussed and more ...
Marco, Paulina +2 more
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