Results 81 to 90 of about 3,406 (137)

Improved Portfolio Choice using Second-Order Stochastic Dominance [PDF]

We examine the use of second-order stochastic dominance as both a way to measure performance and also as a technique for constructing portfolios. Using in-sample data, we construct portfolios such that their second-order stochastic dominance over a ...
James E. Hodder, Jens Carsten Jackwerth, Olga Kolokolova   +2 more
core  

A Quasi-Monte Carlo Method Based on Neural Autoregressive Flow. [PDF]

Entropy (Basel)
Wei Y, Xi W.
europepmc   +1 more source

Evaluation of risk preferences and coping strategies to manage with various agricultural risks: evidence from India. [PDF]

Heliyon, 2020
Senapati AK.
europepmc   +1 more source

An integrated TOPSIS and ARAS method multi-criteria decision-making approach for optimizing investment portfolios using goal programming and genetic algorithm model. [PDF]

Sci Rep
Pisal P, Reddy KK, Kishore J, Jonnalagadda RR, Kumar M, Band G, Joshi BP.   +6 more
europepmc   +1 more source

Revisiting Markowitz stochastic dominance in international markets

The European Journal of Finance
Argyro Kofina, Ioannis Psaradellis, Nikolas Topaloglou   +2 more
openaire   +1 more source

INCORPORATING GOVERNMENT PROGRAM PROVISIONS INTO A MEAN-VARIANCE FRAMEWORK [PDF]

E-V studies traditionally have relied on historical data to calculate returns and variance. Historical data may not fully reflect current conditions, particularly when decisions involve government-supported crops.
Bessler, David A., Perry, Gregory M., Richardson, James W., Rister, M. Edward   +3 more
core   +1 more source

Between Nonlinearities, Complexity, and Noises: An Application on Portfolio Selection Using Kernel Principal Component Analysis. [PDF]

Entropy (Basel), 2019
Peng Y, Albuquerque PHM, do Nascimento IF, Machado JVF.   +3 more
europepmc   +1 more source

Novel methods for selecting stock portfolio in conditions of uncertainty and forecasting with RR-DEA, ANFIS, FGP: A case study of Tehran stock exchange. [PDF]

PLoS One
Taheri M, Azizi A, Mohammadi E, Saghaei A.   +3 more
europepmc   +1 more source

Expected utility without utility [PDF]

This paper advances an interpretation of Von Neumann–Morgenstern’s expected utility model for preferences over lotteries which does not require the notion of a cardinal utility over prizes and can be phrased entirely in the language of probability ...
Erio Castagnoli, Marco LiCalzi
core  

Enhancing portfolio management using artificial intelligence: literature review. [PDF]

Front Artif Intell
Sutiene K, Schwendner P, Sipos C, Lorenzo L, Mirchev M, Lameski P, Kabasinskas A, Tidjani C, Ozturkkal B, Cerneviciene J.   +9 more
europepmc   +1 more source