Results 11 to 20 of about 590,632 (305)
Multiclass portfolio optimization via variational quantum Eigensolver with Dicke state ansatz [PDF]
Scientific ReportsCombinatorial optimization is a fundamental challenge in various domains, with portfolio optimization standing out as a key application in finance.
J. V. S. Scursulim +3 more
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Quaternion Valued Risk Diversification
Entropy, 2020 Risk diversification is an important topic for portfolio managers. Various portfolio optimization algorithms have been developed to minimize portfolio risk under certain constraints.
Seisuke Sugitomo, Keiichi Maeta
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The effect of diversification of the credit portfolio on bank’s credit risk [PDF]
تحقیقات مالی, 2016 The credit portfolio management and the optimal credit portfolio selection are identified as one of the most effective factors in banks’ credit risk. Two main strategies in this regard include diversification versus concentration. In this study, at first,
Ezatollah Abbasian +2 more
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The impact of diversification on bank stability in India
Cogent Business & Management, 2022 We study the concurrent impact of functional, geographic and loan portfolio diversification on the stability of commercial banks in India. The sample of 48 banks includes public sector banks, private sector banks and foreign banks operating in India. The
Krishnan Chandramohan +2 more
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Risk Minimization and Portfolio Diversification [PDF]
SSRN Electronic Journal, 2016 We consider the problem of minimizing capital at risk in the Black-Scholes setting. The portfolio problem is studied given the possibility that a correlation constraint between the portfolio and a financial index is imposed. The optimal portfolio is obtained in closed form.
Farzad Pourbabaee +2 more
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Comparative Economic Research, 2021 The study addresses the benefits of a unified stock market in terms of diversification risk for the eight CEE stock markets. For this purpose, each stock market was treated as a separate portfolio based on the companies listed during 2018–2019. Portfolio
Florin Aliu +3 more
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Optimising portfolio diversification and dimensionality
Journal of Global Optimization, 2022 AbstractA new framework for portfolio diversification is introduced which goes beyond the classical mean-variance approach and portfolio allocation strategies such as risk parity. It is based on a novel concept called portfolio dimensionality that connects diversification to the non-Gaussianity of portfolio returns and can typically be defined in terms
Barkhagen, Mathias +7 more
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Jurnal Manajemen Teori dan Terapan, 2016 This study aims to obtain two empirical proofs, are about the difference of total portfolio risk between internationally diversification and domestically diversification, then, the influence of the number of shares in the portfolio toward the total risk ...
Tyas Auruma S, I Made Sudana
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Complex Valued Risk Diversification
Entropy, 2019 Risk diversification is one of the dominant concerns for portfolio managers. Various portfolio constructions have been proposed to minimize the risk of the portfolio under some constraints, including expected returns.
Yusuke Uchiyama +2 more
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The Potential Opportunities in International Portfolio Diversification [PDF]
المجلة العربية للإدارة, 2019 This study aims to investigate potential opportunities in international portfolio diversification. The study searches the opportunities for Egyptian investors in the Middle East and North Africa (MENA), European, Asian and United States stock markets ...
Nesma Heshmat
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