Results 281 to 290 of about 657,244 (332)
Optimizing TB policies using the global TB portfolio model: an economic analysis
Satyanarayana S +12 more
europepmc +1 more source
SSRN Electronic Journal, 2011 We provide a model with endogenous portfolios of secured and unsecured household debt. Secured debt is collateralized by owner-occupied housing whereas unsecured debt can be discharged according to bankruptcy regulations. We show that the calibrated model matches important quantitative characteristics of observed wealth and debt portfolios for prime ...
Hintermaier, Thomas, Koeniger, Winfried
openaire +6 more sources
Some of the next articles are maybe not open access.
Related searches:
Related searches:
, 1971
Embracing finance, economics, operations research, and computers, this book applies modern techniques of analysis and computation to find combinations of securities that best meet the needs of private or institutional investors.
Harry M. Markowitz
semanticscholar +1 more source
Embracing finance, economics, operations research, and computers, this book applies modern techniques of analysis and computation to find combinations of securities that best meet the needs of private or institutional investors.
Harry M. Markowitz
semanticscholar +1 more source
The Journal of Finance, 1975
IN THE FIRST SECTION of this paper we describe a portfolio game in which the players manage portfolios of hypothetical stocks with the aid of some equally hypothetical analysts. The players compete not only against one another but also against the market index and a portfolio managed by means of the Sharpe model.
Brealey, Richard A, Hodges, S D
openaire +2 more sources
IN THE FIRST SECTION of this paper we describe a portfolio game in which the players manage portfolios of hypothetical stocks with the aid of some equally hypothetical analysts. The players compete not only against one another but also against the market index and a portfolio managed by means of the Sharpe model.
Brealey, Richard A, Hodges, S D
openaire +2 more sources
Integrating ESG in Portfolio Construction
Journal of Portfolio Management, 2019In this article, the authors recommend an approach to integrate environmental, social, and governance (ESG) issues into portfolios that is based on two premises.
Roy. Henriksson +3 more
semanticscholar +1 more source
A brief review of portfolio optimization techniques
Artificial Intelligence Review, 2022Abhishek Gunjan, S. Bhattacharyya
semanticscholar +1 more source
1969
Savers’ investment policies vary according to their circumstances and responsibilities. An explanation of the methods of calculating yields leads to a comparison of high- and low-yielding shares. A brief review of the system of personal taxation is related to the effect of tax on the choice of securities. The chapter concludes with a review of the more
Kenneth Midgley, Ronald G. Burns
openaire +2 more sources
Savers’ investment policies vary according to their circumstances and responsibilities. An explanation of the methods of calculating yields leads to a comparison of high- and low-yielding shares. A brief review of the system of personal taxation is related to the effect of tax on the choice of securities. The chapter concludes with a review of the more
Kenneth Midgley, Ronald G. Burns
openaire +2 more sources
To Portfolio or not to Portfolio: Helpful or Hyped?
College Teaching, 2008Portfolios have received mixed but primarily positive reviews in colleges and universities. The portfolio offers a tool of authentic assessment as well as an opportunity for students to be reflective practitioners. Portfolio implementation and evaluation has become a feature of many university departments.
openaire +2 more sources
Mathematical Finance, 1991
We exhibit an algorithm for portfolio selection that asymptotically outperforms the best stock in the market. Let xi= (xi, xi2,…, xim)t denote the performance of the stock market on day i, where xii is the factor by which the jth stock increases on day i. Let bi= (bi1 bi2, bim)t, b;ij≫ 0, bij= 1, denote the proportion bij of wealth invested in the j th
openaire +1 more source
We exhibit an algorithm for portfolio selection that asymptotically outperforms the best stock in the market. Let xi= (xi, xi2,…, xim)t denote the performance of the stock market on day i, where xii is the factor by which the jth stock increases on day i. Let bi= (bi1 bi2, bim)t, b;ij≫ 0, bij= 1, denote the proportion bij of wealth invested in the j th
openaire +1 more source