Results 131 to 140 of about 4,569,395 (350)
The Application of Imperialist Competitive Algorithm for Fuzzy Random Portfolio Selection Problem
, 2013 This paper presents an implementation of the Imperialist Competitive Algorithm (ICA) for solving the fuzzy random portfolio selection problem where the asset returns are represented by fuzzy random variables.
Mohasefi, Jamshid Bagherzadeh +1 more
core +1 more source
Enhancing Portfolio Optimization: A Two-Stage Approach with Deep Learning and Portfolio Optimization
MathematicsThe portfolio selection problem has been a central focus in financial research. A complete portfolio selection process includes two stages: stock pre-selection and portfolio optimization.
Shiguo Huang +4 more
doaj +1 more source
Co‐Assemblies Regulate the Catalytic Activity of Peptide Fibrils
Angewandte Chemie International Edition, EarlyView.Catalytic self‐assembling peptides (cSAPs) form fibrils that catalyze the retro‐aldol reaction of Methodol. Co‐assembly with inactive peptides tunes catalytic efficiency by altering substrate accessibility and the distance to the nucleophilic lysine.
Albin Lahu +10 more
wiley +1 more source
Temporal Aggregation Effects on the Construction of Portfolios of Stocks or Mutual Funds through Optimization Techniques - Some Empirical and Monte Carlo Results [PDF]
In this paper we test the effects of temporal aggregation (disaggregation) on the efficiency of portfolio construction using the mean variance optimization approach.
Dikaios Tserkezos, George Xanthos
core
Angewandte Chemie International Edition, EarlyView.A multienzyme was formed and evaluated by covalently linking 4‐coumarate ligase (4CL1) from Piper methysticum to a non‐reducing murine fatty acid synthase. 4CL1 acylates the acyl carrier protein (ACP). The ketosynthase (KS) was engineered to accept the non‐native cinnamoyl substrate, which is elongated by malonyl‐CoA loaded via the malonyl‐acetyl ...
Felix Lehmann +3 more
wiley +1 more source
Methods of Choosing an Optimal Portfolio of Projects
Theory, Methodology, Practice, 2016 This paper presents an analysis of existing methods for a portfolio of project optimization. The necessity for their improvement is shown. It is suggested to assess the portfolio of projects on the basis of the amount in the difference between the ...
Anatoliy Yakovlev, Maksym Chernenko
doaj +1 more source
Portfolio Optimization under Shortfall Risk Constraint
, 2016 This paper solves a utility maximization problem under utility-based shortfall risk constraint, by proposing an approach using Lagrange multiplier and convex duality. Under mild conditions on the asymptotic elasticity of the utility function and the loss
Janke, Oliver, Li, Qinghua
core +1 more source
Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios
, 2021 Godeliva Petrina Marisu, Chi Seng Pun
openalex +1 more source
Does Portfolio Optimization Pay? [PDF]
All HARA-utility investors with the same exponent invest in a single risky fund and the risk-free asset. In a continuous time-model stock proportions are proportional to the inverse local relative risk aversion of the investor (1/γ-rule).
Ferdinand Graf, Günter Franke
core
Risk and Utility in Portfolio Optimization
, 2002 Modern portfolio theory(MPT) addresses the problem of determining the optimum allocation of investment resources among a set of candidate assets. In the original mean-variance approach of Markowitz, volatility is taken as a proxy for risk, conflating ...
Bernstein +10 more
core +2 more sources