Results 31 to 40 of about 1,208,513 (337)
, 2000 This paper presents a detailed analysis of the composition of household portfolios, usingboth aggregate and micro-data. Among the key findings are that:• Most household wealth is held in the form of housing and pensions.
Banks, J, Smith, S
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RELIEF - Revue électronique de littérature française, 2015 Sélection de photos et de documents provenant des archives Dekobra, sélection faite par Madame Nathalie ...
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Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty [PDF]
Mathematics and Financial Economics, 2019 This paper presents several models addressing optimal portfolio choice, optimal portfolio liquidation, and optimal portfolio transition issues, in which the expected returns of risky assets are unknown. Our approach is based on a coupling between Bayesian learning and dynamic programming techniques that leads to partial differential equations.
Jiang Pu +3 more
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Optimum Risk Portfolio and Eigen Portfolio: A Comparative Analysis Using Selected Stocks from the Indian Stock Market [PDF]
arXiv, 2021 Designing an optimum portfolio that allocates weights to its constituent stocks in a way that achieves the best trade-off between the return and the risk is a challenging research problem. The classical mean-variance theory of portfolio proposed by Markowitz is found to perform sub-optimally on the real-world stock market data since the error in ...
arxiv
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks [PDF]
, 2022 Portfolio optimization has been an area of research that has attracted a lot of attention from researchers and financial analysts. Designing an optimum portfolio is a complex task since it not only involves accurate forecasting of future stock returns and risks but also needs to optimize them.
arxiv +1 more source
International Journal of Neural Systems, 1997 A constant rebalanced portfolio is an asset allocation algorithm which keeps the same distribution of wealth among a set of assets along a period of time. Recently, there has been work on on-line portfolio selection algorithms which are competitive with the best constant rebalanced portfolio determined in hindsight (Cover, 1991; Helmbold et al., 1996;
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BMC Complementary and Alternative Medicine, 2018 Background Compounds having both anticancer and antimicrobial activity have promising therapeutic potential due to their selective cytotoxicity and their potential to reduce the occurrence of bacterial and fungal infections in immune-compromised cancer ...
Oluwagbemiga Sewanu Soyingbe +2 more
doaj +1 more source
Portfolio Optimization: A Comparative Study [PDF]
arXiv, 2023 Portfolio optimization has been an area that has attracted considerable attention from the financial research community. Designing a profitable portfolio is a challenging task involving precise forecasting of future stock returns and risks. This chapter presents a comparative study of three portfolio design approaches, the mean-variance portfolio (MVP),
arxiv
A report from the portfolio committee on welfare / UNICEF workshop on children and development [PDF]
, 1998 Honourable Cassiem Saloojee, MP chaired the workshop. He noted that the workshop was intended to provide an opportunity to assess several recent research studies related to children and development in South Africa.
Portfolio Committee on Welfare/UNICEF
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Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments [PDF]
, 2007 Many tests of asset-pricing models address only the pricing predictions, but these pricing predictions rest on portfolio choice predictions that seem obviously wrong.
Bossaerts, Peter +2 more
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