Investment Portfolio Optimization Using Black-Litterman Model in Smart Carbon Economy Transition
International Journal of Business, Economics, and Social DevelopmentAn optimal investment portfolio needs to be formed before an investor invests because it can help investors determine which financial instruments are suitable to choose in order to get the maximum return or profit and the minimum level of risk.
Ramadhina Hardiva Kahar +2 more
doaj +1 more source
Growth Optimal Investment Strategy Efficacy: An Application on Long Run Australian Equity Data [PDF]
A number of investment strategies designed to maximise portfolio growth are tested on a long run Australian equity data set. The application of these growth optimal portfolio techniques produces impressive rates of growth, despite the fact that the ...
Benjamin Francis Hunt
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İYİ ÇEŞİTLENDİRİLMİŞ PORTFÖY BÜYÜKLÜĞÜNÜN GENETİK ALGORİTMA TEKNİĞİ KULLANILARAK İNCELENMESİ
Journal of Business Administration and Social Studies, 2021 One of the important issues at portfolio management is the decision of the number of the stocks for optimum portfolio of investors. In recent years, major findings of papers about this issue are the big size of the portfolio.
Timur KESKİNTÜRK +2 more
doaj
Optimal Portfolio Liquidation for CARA Investors
We consider the finite-time optimal portfolio liquidation problem for a von Neumann-Morgenstern investor with constant absolute risk aversion (CARA).
Schöneborn, Torsten, Schied, Alexander
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Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes [PDF]
We consider the portfolio selection problem in the accumulation phase of a defined contribution pension scheme in continuous time, and compare the mean-variance and the expected utility maximization approaches.
Elena Vigna
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Journal of the American Oil Chemists' Society, EarlyView.ABSTRACT Palm oil, which is extracted from the mesocarp of the fruit of the Elaeis guineensis Jacq. palm tree, is the most widely produced vegetable oil in the world. The extraction of this substance typically utilizes the conventional pressing method, a technique that is advantageous due to its low operating cost and simplified process.
Constantino Lucas Queta +2 more
wiley +1 more source
Precautionary saving and portfolio allocation: DP by GMM [PDF]
There is much research on consumption-savings problems with risky labor income and a constant interest rate and also on portfolio allocation with risky returns but nonstochastic labor income. Less is known quantitatively about the interaction between the
Gregor Smith, Marc-Andre Letendre
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Beyond knowledge: Cultivating noncognitive skills and attributes through anatomy education
Anatomical Sciences Education, EarlyView.Abstract Anatomy education has historically prioritized cognitive knowledge acquisition and technical skills, such as spatial awareness and manual dexterity. Noncognitive attributes, essential for early‐stage learners, such as social skills, motivation, emotional intelligence, self‐regulation, self‐efficacy, and resilience, have remained comparatively ...
Renato Lopes Previdelli +1 more
wiley +1 more source
Determining investment risk in an exchange portfolio by using Value at Risk (VaR) method [PDF]
Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī, 2007 In optimizing an investment portfolio, the aim is to determine optimal value of per security, where prepares the minimum risk and the maximum return. One of the methods to measure risk of portfolio is Value at Risk (VaR).
Jamshid Salehi Sadaghiani
doaj
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies [PDF]
In this article, we show how to analyze analytically the equilibrium policies and prices in an economy with a stochastic investment opportunity set and incomplete financial markets, when agents have power utility over both intermediate consumption and ...
Leonid Kogan, Raman Uppal
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