Results 1 to 10 of about 513,531 (373)
Portfolio Optimization and Analysis Using Modern Portfolio Theory [PDF]
Finance & Economics, 2023 In investment transactions, such as stocks and commodities, risk is always involved. The link between investment returns and risk factors is often discussed. Many academics have attempted to develop models under any expected rate of return. The primary purpose of this paper is to demonstrate the application of modern portfolio theory in optimizing ...
Shengrui Ou
semanticscholar +3 more sources
Modern Portfolio Theory: analysis and implication [PDF]
Advances in Economics, Management and Political Sciences, 2023 The Modern Portfolio Theory (MPT) from quantitative theory explains the correct of the logic of investment which isnt put all your eggs in one basket. Although this theory is published in 1952, investors are still using this theory nowadays. Therefore, this paper is researching why this theory is enduring, whether it can provide some insights into the ...
Yixuan Liu
semanticscholar +3 more sources
Improving biodiversity conservation through modern portfolio theory. [PDF]
Proc Natl Acad Sci U S A, 2012 Conservationists must make hard choices about where to invest limited resources for the protection of biological diversity. Numerous prioritization schemes have identified places where biodiversity is especially rich or risks are especially urgent (1).
Hoekstra J.
europepmc +5 more sources
A novel approach to using modern portfolio theory
Borsa Istanbul Review, 2023 Since their inception, modern portfolio theory (MPT) and the Sharpe ratio have been among the most popular investment methodologies. Although MPT has shortcomings, it effectively uses market sentiment to predict low-risk, high-earning portfolios.
Taariq G.H. Surtee +1 more
doaj +2 more sources
Classical Ergodicity and Modern Portfolio Theory [PDF]
Chinese Journal of Mathematics, 2015 What role have theoretical methods initially developed in mathematics and physics played in the progress of financial economics? What is the relationship between financial economics and econophysics? What is the relevance of the “classical ergodicity hypothesis” to modern portfolio theory? This paper addresses these questions by reviewing the etymology
Poitras, Geoffrey, Heaney, John
openaire +6 more sources
European Journal of Business and Management Research, 2023 Categorized as first-level funding by OJK, their asset is greater than its actuarial present value, the funding ratio is greater than 100%, and the Pension Fund of PT XYZ (Dapen XYZ) found that their net asset was not growing as they should.
Rifqi Tyaga Wisista, Ana Noveria
openalex +3 more sources
Application of modern portfolio theory to the European electricity mix: an assessment of environmentally optimal scenarios [PDF]
Environment, Development and Sustainability, 2023 The proposed study analyzes the efficiency of the European energy mix of electricity generation technologies from two perspectives: environmental and economic.
Fernando DeLlano-Paz +2 more
openalex +2 more sources
University Endowment Committees, Modern Portfolio Theory and Performance [PDF]
Journal of Risk and Financial Management, 2020 University endowments with broad portfolio diversification have been correlated with performance, but committees’ decision-making process has received relatively little attention.
Mimi Lord
openalex +2 more sources
A Distributed Virtual-Machine Placement and Migration Approach Based on Modern Portfolio Theory [PDF]
Journal of Network and Systems Management, 2023 Virtual machine placement and migration (VMPM) are key operations for managing cloud resources. Considering the large scale of cloud infrastructures, several proposals still fail to provide a comprehensive and scalable solution.
Manoel C. Silva Filho +3 more
openalex +2 more sources
Coupling Modern Portfolio Theory and Marxan enhances the efficiency of Lesser White-fronted Goose's (Anser erythropus) habitat conservation. [PDF]
Sci Rep, 2018 Climate change and human activities cause uncertain changes to species biodiversity by altering their habitat. The uncertainty of climate change requires planners to balance the benefit and cost of making conservation plan.
Liang J +7 more
europepmc +2 more sources