Results 11 to 20 of about 17,408 (211)
Portfolio Optimization for Binary Options Based on Relative Entropy
Entropy, 2020 The portfolio optimization problem generally refers to creating an investment portfolio or asset allocation that achieves an optimal balance of expected risk and return. These portfolio returns are traditionally assumed to be continuous random variables.
Peter Joseph Mercurio +2 more
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IEEE Access, 2021 Since optimal portfolio strategy depends heavily on the distribution of uncertain returns, this article proposes a new method for the portfolio optimization problem with respect to distribution uncertainty.
Ningning Du, Yankui Liu, Ying Liu
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Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï, 2020 The problem of constructing an optimal securities portfolio under uncertainty is considered along with the direct and dual problems of fuzzy portfolio optimization. The modified fuzzy portfolio optimization problem is also suggested under a constraint on
Helen Zaychenko, Yuriy Zaychenko
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Large-Scale Portfolio Optimization Using Biogeography-Based Optimization
International Journal of Financial Studies, 2023 Portfolio optimization is a mathematical formulation whose objective is to maximize returns while minimizing risks. A great deal of improvement in portfolio optimization models has been made, including the addition of practical constraints. As the number
Wendy Wijaya, Kuntjoro Adji Sidarto
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Optimization of Non-Profit Projects’ Portfolio: Chosen Aspects and Assumptions [PDF]
Biuletyn Wojskowej Akademii Technicznej, 2014 The chosen aspects and assumptions of the author’s proposal of the optimization model of the non-profit projects’ portfolio are presented. The functional model of the non-profit sector (third sector), which is the base for the further analyses, is also ...
Jacek Woźniak
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Machine Learning with Applications, 2023 We present a framework for modeling asset and portfolio dynamics, incorporating this information into portfolio optimization. We define drivers for asset and portfolio dynamics and their optimal selection. For this framework, we introduce the Commonality
Alejandro Rodriguez Dominguez
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Formation of the optimal portfolio of insurer’s services of the voluntary types of insurance [PDF]
Insurance Markets and Companies, 2016 The article studies the possibility of using optimization modelling to form the optimal structure of insurance services’ portfolio of insurance companies.
Valentyna Levchenko, Myroslav Ostapenko
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A bibliometric analysis and visualization of the scientific publications on multi-period portfolio optimization: From the current status to future directions [PDF]
AccountingPortfolio optimization is a widely recognized strategy for investing that involves selecting a combination of assets that offers the optimal balance between potential gains and volatility.
Arman Khosravi +2 more
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Robustness-based portfolio optimization under epistemic uncertainty
Journal of Industrial Engineering International, 2018 In this paper, we propose formulations and algorithms for robust portfolio optimization under both aleatory uncertainty (i.e., natural variability) and epistemic uncertainty (i.e., imprecise probabilistic information) arising from interval data ...
Md. Asadujjaman, Kais Zaman
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Portfolio Optimization at Damascus Securities Exchange: A Fractal Analysis Approach
Cogent Economics & Finance, 2023 This paper adopts the fractal analysis approach, specifically a Hurst exponent index in portfolio optimization at the Damascus Securities Exchange (DSE).
Kinda Dooba, Sulaiman Mouselli
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