Results 331 to 340 of about 1,635,403 (365)

Efficient Portfolios and Hedging Portfolios

1997
Among the major applications of ARCH models is the estimation of volatility evolving in time. This estimation allows one to compare portfolios or to build them with desired properties, for instance, those that maximize the expected utility of their return or allow one to hedge several sources of risk.
openaire   +1 more source

Optimum Consumption and Portfolio Rules in a Continuous-Time Model*

, 1975
R. C. Merton
semanticscholar   +1 more source

Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?

, 2009
V. DeMiguel, Lorenzo Garlappi, Raman Uppal   +2 more
semanticscholar   +1 more source

Portfolio Assessment

Journal of Veterinary Medical Education, 2005
Margery H, Davis, Gominda G, Ponnamperuma   +1 more
openaire   +2 more sources

Portfolio Transition and Transition Portfolios

2002
For pension plan sponsors, funds of funds and other investors engaging the services of investment managers, changing investment managers is time consuming and potentially very costly. Factors influencing how portfolio transition between investment managers is managed include:
openaire   +1 more source

A Simplified Model for Portfolio Analysis

, 1963
W. Sharpe
semanticscholar   +1 more source

Improved estimation of the covariance matrix of stock returns with an application to portfolio selection

, 2003
Olivier Ledoit, Michael Wolf
semanticscholar   +1 more source

LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING

, 1969
P. Samuelson
semanticscholar   +1 more source

Consumption and Portfolio Choice over the Life Cycle

, 2005
João F. Cocco, Francisco Gomes, Pascal J. Maenhout   +2 more
semanticscholar   +1 more source

Population diversity and the portfolio effect in an exploited species

Nature, 2010
D. Schindler, R. Hilborn, B. Chasco, Christopher P. Boatright, T. Quinn, L. Rogers, M. Webster   +6 more
semanticscholar   +1 more source