Results 321 to 330 of about 1,599,930 (369)
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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
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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
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SSRN Electronic Journal, 2015
Portfolios are designed to maximize a conservative market value or bid price for the portfolio. Theoretically this bid price is modeled as reflecting a convex cone of acceptable risks supporting an arbitrage free equilibrium of a two price economy.
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Portfolios are designed to maximize a conservative market value or bid price for the portfolio. Theoretically this bid price is modeled as reflecting a convex cone of acceptable risks supporting an arbitrage free equilibrium of a two price economy.
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Portfolio Selection Using Portfolio Committees
SSRN Electronic Journal, 2020The author proposes a committee approach to portfolio selection. Because each optimal portfolio is a combination of three basic elements—strategy, covariance matrix, and risk type—the author first augments the combination to 250 optimal portfolios at each estimation period.
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A brief review of portfolio optimization techniques
Artificial Intelligence Review, 2022Abhishek Gunjan, S. Bhattacharyya
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Proceedings of the 33rd International Conference on Software Engineering, 2011
Different studies show that programmers are more interested in finding definitions of functions and their uses than variables, statements, or arbitrary code fragments [30, 29, 31]. Therefore, programmers require support in finding relevant functions and determining how those functions are used. Unfortunately, existing code search engines do not provide
Collin McMillan +4 more
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Different studies show that programmers are more interested in finding definitions of functions and their uses than variables, statements, or arbitrary code fragments [30, 29, 31]. Therefore, programmers require support in finding relevant functions and determining how those functions are used. Unfortunately, existing code search engines do not provide
Collin McMillan +4 more
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2008
Abstract One of the first things parties entering a government coalition do is to decide how they will share the ministerial offices among themselves. Without reaching agreement on this issue, no coalition can take office. Although cabinet portfolios are only the tip of the iceberg of allocation decisions that coalition parties have to ...
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Abstract One of the first things parties entering a government coalition do is to decide how they will share the ministerial offices among themselves. Without reaching agreement on this issue, no coalition can take office. Although cabinet portfolios are only the tip of the iceberg of allocation decisions that coalition parties have to ...
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Portfolio insurance, portfolio theory, market simulation, and risks of portfolio leverage
Annals of Operations ResearchzbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jacobs, Bruce I., Levy, Kenneth N.
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Policy Portfolios and Portfolio Characteristics
The Journal of Portfolio Management, 2019In this article, the author provides an alternative to traditional portfolio re-balancing based on changes in asset market values, one informed by equity characteristics. The logic of policy portfolio re-balancing is applied to a framework that uses assets’ 12-month rolling average characteristic values and return volatilities as inputs and re-balances
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Finanzwirtschaft, Banken und Bankmanagement I Finance, Banks and Bank Management, 2019
Gevorg Hunanyan
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Gevorg Hunanyan
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Portfolio diversification with virtual currency: Evidence from bitcoin
International Review of Financial Analysis, 2019K. Guesmi +3 more
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