Results 41 to 50 of about 513,531 (373)
The global aspect of investing [PDF]
SHS Web of Conferences, 2021 Research background: Investing in the capital market is one of the ways for an investor to increase his income. Investing in the capital market is described as very risky, but it provides us with an opportunity to achieve high returns.
Gabrikova Barbora
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The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory [PDF]
تحقیقات مالی, 2017 In this research,by using statistical data of 24 accepted investment companies on a monthly basis, and by using Lakonishok model (1992) for the period 1388-1394, impact of herding behavior on the performance of the companies based on modern and post ...
Shahabeddin Shams +1 more
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Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2015 This paper is focused on building investment portfolios by using the Markowitz Portfolio Theory (MPT). Derivation based on the Capital Asset Pricing Model (CAPM) is used to calculate the weights of individual securities in portfolios.
Martin Širůček, Lukáš Křen
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TRADITIONAL VS. FUZZY INDICATORS OF MODERN PORTFOLIO THEORY [PDF]
Annals of the University of Oradea: Economic Science, 2019 This paper offers another perspective upon the well-known indicators of Modern Portfolio Theory (created by Harry Markowitz): arithmetic mean or geometric mean for return on financial assets, standard deviation or variance for financial risk, and ...
VESA Lidia
doaj
Asset allocation using a Markov process of clustered efficient frontier coefficients states
Journal of Finance and Data Science, 2023 We propose a novel asset allocation model using a Markov process of states defined by clustered efficient frontier coefficients. While most research in Markov models of the market characterize regimes using return and volatility, we instead propose ...
Nolan Alexander +2 more
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Dead or Alive: Modern Portfolio Theory Based on Financial Analysis
Universal Journal of Accounting and Finance, 2020 Currently, there are a lot of criticisms on Modern Portfolio Theory (MPT). Black Swan argument claims that in the event of a financial turmoil, the stock prices move beyond what is expected by normal distribution.
Cem Berk, Bekir Tutarli
semanticscholar +1 more source
Comparative analysis of stock selection using a hybrid MCDM approach and modern portfolio theory
, 2020 The problem of selecting an optimal set of investment stocks is of a huge interest for both individual and institutional investors. This paper compares the hybrid multiple criteria decision making (MCDM) approach to selecting the best stock to invest in,
Marija Vuković, S. Pivac, Z. Babic
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Examining the dynamics of macroeconomic indicators and banking stock returns with bayesian networks [PDF]
, 2019 According to the modern portfolio theory, the direction of the relationship between the securities in the portfolio is stated to be effective in reducing the risk. Moreover, securities in high correlation are avoided by taking place in the same portfolio.
Fatma Busem, Hatipoğlu, Uyar, Umut
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How AI Shapes the Future Landscape of Sustainable Building Design With Climate Change Challenges?
Advanced Science, EarlyView.This review examines how artificial intelligence reshapes sustainable building design faced with climate change challenges. The authors synthesize existing studies to demonstrate AI's transformative potential across design lifecycle phases from climate‐aware form generation to performance optimization.
Pengyuan Shen +5 more
wiley +1 more source
Journal of Accounting and Finance in Emerging Economies, 2020 Bahana Icon Syariah, one of Bahana TCW’s mutual fund products, is less preferred by investors due to historical poor performance over the last five years compared to the reference index of Indonesia Sharia Stock Index (ISSI).
R. Verdiyanto
semanticscholar +1 more source