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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
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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 +4 more sources
Modern portfolio theory, 1950 to date [PDF]
Journal of Banking & Finance, 1997 Abstract In this article we have reviewed “Modern Portfolio Analysis” and outlined some important topics for further research. Issues discussed include the history and future of portfolio theory, the key inputs necessary to perform portfolio optimization, specific problems in applying portfolio theory to financial institutions, and the methods for ...
Edwin J Elton, Martin J Gruber
openaire +3 more sources
Historical development of portfolio theory [PDF]
Tehnika, 2021 Portfolio theory occupies an essential place in modern finance, while portfolio management grounded on its achievements has been recognized as one of the main tasks of financial experts worldwide.
Leković Miljan M.
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Analyzing the Performance of Iran Mutual Funds [PDF]
پژوهشهای تجربی حسابداری, 2013 This paper is based on the performance of mutual fund in the Tehran’s stock exchange criteria based on modern portfolio theory consists of (Sharp ratio, Modigliani,Standard Deviation, Systematic Risk, Treynor, Jenesen alpha) and Post Modern portfolio ...
Gholamreza Soleimany Amiri, Ameneh Abed
doaj +1 more source
NUML International Journal of Business & Management, 2022 Diversification is considered a way to lower investment risk by using a variety of investment avenues. The objective of this study is to compare the portfolio performance based on mean-variance optimisation with a naively diversified portfolio for ...
Faisal Maqbool, Muhammad Husnain
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Behavioral portfolio theory and behavioral asset pricing model as an alternative to standard finance concepts [PDF]
Economic Horizons, 2019 The growing gap between standard finance theory and practice has made way for the emergence of new theories and the development of new asset-pricing models.
Miljan Lekovic
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Investment risk management by applying contemporary modern portfolio theory [PDF]
Megatrend Revija, 2015 Investment risk is the principal threat to the assets side of the balance sheets of financial institutions. It is evident that investors who concentrate their wealth on one type of securities can rarely be found.
Jakšić Milena, Leković Miljan
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Results in Applied Mathematics, 2021 The fuzzy set theory is widely used to describe the uncertainty of financial markets in modern portfolio selection problems. In this study, the credibility theory (a popular branch of the fuzzy set theory) is applied to extend Markowitz’s mean–variance ...
Jagdish Kumar Pahade, Manoj Jha
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Comparing Different Models of Evolutionary Three-Objective Optimization Using Fuzzy Logic in Tehran Stock Exchange [PDF]
Iranian Journal of Finance, 1999 Optimal Portfolio Selection is one of the most important issues in the field of financial research. In the present study, we try to compare four various different models, which optimize three-objective portfolios using “Postmodern Portfolio Optimization ...
Mohammad Javad Salimi +2 more
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