Results 51 to 60 of about 4,569,395 (350)
An overview of portfolio optimization using fuzzy data envelopment analysis models [PDF]
Journal of Fuzzy Extension and Applications, 2020 A combination of projects, assets, programs, and other components put together in a set is called a portfolio. Arranging these components helps to facilitate the efficient management of the set and subsequently leads to achieving the strategic goals ...
Mehrdad Rasoulzadeh, Mohammad Fallah
doaj +1 more source
Portfolio optimization based on self-organizing maps clustering and genetics algorithm
IJAIN (International Journal of Advances in Intelligent Informatics), 2022 In this modern era, gaining additional income is necessary to fulfill daily needs since inflation is unavoidable. Investing in stocks can give passive income to help people deal with the increasing prices of necessities.
Fajri Farid, Dedi Rosadi
doaj +1 more source
Portfolio optimization for sustainable investments
Annals of Operations Research, 2021 In mean-variance portfolio optimization, multi-index models often accelerate computation, reduce input requirements, facilitate understanding, and allow easy adjustment to changing conditions more effectively than full covariance matrix estimation in ...
Armin Varmaz +2 more
semanticscholar +1 more source
Ortalama-varyans portföy optimizasyonunda genetik algoritma uygulamaları üzerine bir literatür araştırması [PDF]
, 2017 Mean-variance portfolio optimization model, introduced by Markowitz, provides a fundamental answer to the problem of portfolio management. This model seeks an efficient frontier with the best trade-offs between two conflicting objectives of maximizing ...
Akyer, Hasan +3 more
core +2 more sources
PyPortfolioOpt: portfolio optimization in Python
Journal of Open Source Software, 2021 Portfolio construction is a critically important aspect of investment management. Even after an investor selects a set of assets or return streams to invest in, it is a nontrivial task to decide how much should be allocated to each.
R. A. Martin
semanticscholar +1 more source
Portfolio Optimization Using Minimum Spanning Tree Model in the Moroccan Stock Exchange Market
International Journal of Financial Studies, 2023 Portfolio optimization is a pertinent topic of significant importance in the financial literature. During the portfolio construction, an investor confronts two important steps: portfolio selection and portfolio allocation.
Younes Berouaga +2 more
doaj +1 more source
Optimization of investment portfolio management [PDF]
Serbian Journal of Management, 2019 The task of creating an investment portfolio by a financial institution is considered. Funds for creating a portfolio are taken from two sources: enterprise's equity funds and borrowed funds. Optimization of the created portfolio is performed.
Viktor Oliinyk, Olga Kozmenko
doaj +2 more sources
Real-Time Portfolio Management System Utilizing Machine Learning Techniques
IEEE Access, 2023 There are 1641 companies listed on the National Stock Exchange of India. It is undoubtedly infeasible for a retail investor to invest in all the stocks.
Prakash K. Aithal +4 more
doaj +1 more source
Deep Learning for Portfolio Optimization
The Journal of Financial Data Science, 2020 In this article, the authors adopt deep learning models to directly optimize the portfolio Sharpe ratio. The framework they present circumvents the requirements for forecasting expected returns and allows them to directly optimize portfolio weights by ...
Zihao Zhang +2 more
semanticscholar +1 more source
On ESG Portfolio Construction: A Multi-Objective Optimization Approach
Computational Economics, 2022 Ahead of the new asset management era that calls for sustainable investments, the limitations of the traditional bi-objective mean–variance framework need to be resolved, to accommodate responsible investment objectives. In this paper, we propose a multi-
P. Xidonas, Eric Essner
semanticscholar +1 more source