Results 21 to 30 of about 566,258 (283)
A Robust Statistics Approach to Minimum Variance Portfolio Optimization [PDF]
, 2015 We study the design of portfolios under a minimum risk criterion. The performance of the optimized portfolio relies on the accuracy of the estimated covariance matrix of the portfolio asset returns.
Couillet, Romain +2 more
core +4 more sources
Screening rules and portfolio performance [PDF]
The North American Journal of Economics and Finance, 2018 We analyze the use of alternative performance measures to rank and select assets. Previous literature centers on the effects of non-normality on rank correlations between orderings. Instead, we select the assets recommended by each performance measure (ordering) and analyze out-of- sample returns of the portfolio that contains them.
León Valle, Ángel M. +2 more
openaire +2 more sources
Does an Islamic-SRI portfolio really matter? Empirical application of valuation models in Indonesia
Borsa Istanbul Review, 2021 This study empirically investigates the comparative performance of four portfolios— Indonesia Shariah Stock Index (ISSI), socially responsible investing (SRI), conventional, and Islamic-SRI portfolios—in Indonesia, of which the last integrates an Islamic
Abdul Qoyum +4 more
doaj +1 more source
The effect of emotional intelligence on the investor portfolio performance [PDF]
پژوهشهای حسابداری و حسابرسی عملیاتی و عملکرد, 2017 Successful investment requires analytical skills, intelligence and emotional control.The purpose of this study was to investigate the effect of emotional intelligence on stock portfolio performance of the investor.
Mahmoud Lari Dashtbayaz +2 more
doaj
GELENEKSEL VE MODERN PORTFÖY YÖNETİMİNİN AMPİRİK SONUÇLARININ KARŞILAŞTIRILMASI: BİST UYGULAMASI
Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2018 Bu çalışmada Markowitz’in ortaya koyduğu modern portföyteorisi (MPT) ile geleneksel portföy teorisi (GPT), sonuçları itibari ileampirik olarak Borsa İstanbul üzerinde incelenmiştir.
Devran Deniz, Hasan Aydın Okuyan
doaj +1 more source
A risk-return based model to measure the performance of portfolio management [PDF]
Management Science Letters, 2014 The primary concern in all portfolio management systems is to find a good tradeoff between risk and expected return and a good balance between accepted risk and actual return indicates the performance of a particular portfolio.
Hamid Reza Vakili Fard +2 more
doaj +1 more source
Portfolio Optimization Constrained by Performance Attribution [PDF]
Journal of Risk and Financial Management, 2021 This paper investigates performance attribution measures as a basis for constraining portfolio optimization. We employ optimizations that minimize conditional value-at-risk and investigate two performance attributes, asset allocation (AA) and the selection effect (SE), as constraints on asset weights.
Yuan Hu +2 more
openaire +2 more sources
KIYMETLİ MADENLERİN PORTFÖY ÇEŞİTLENDİRMESİNE KATKISI:BİST UYGULAMASI
Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2018 Modern portföy teorisinin temelvarsayımı korelasyonu düşük varlıkların portföye dahil edilmesinin portföyriskini azaltacağıdır. Bu çalışmada öncelikle altının Türkiye piyasası hissesenedi portföylerine sağladığı çeşitlendirme katkısı araştırılmıştır ...
Devran Deniz +2 more
doaj +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
How Do Alliance Portfolio Factors Affect a Precision Medicine Firm’s Innovation Performance?
Journal of Open Innovation: Technology, Market and Complexity, 2021 : Precision medicine is an approach to disease treatment and prevention that seeks to maximize effectiveness by taking into account individual variability in genes, environment, and lifestyle.
JinHyo Joseph Yun +4 more
doaj +3 more sources