Results 31 to 40 of about 568,516 (304)
Formulating Cryptocurrencies Dynamic Portfolio with Consumption Sectors’ Stocks
Media Ekonomi dan Manajemen, 2022 This study was conducted to analyze the performance of the portfolio formed with different asset classes. The instrument used is the consumption sector index with 5 cryptocurrencies.
Naufal Dwinanda Narra Putra +2 more
doaj +1 more source
Jurnal Manajemen Indonesia, 2017 The concept of mean-variance optimization, developed by Markowitz, is the cornerstone of modern finance theory. The objective of this portfolio construction is to minimize investment risk by forming optimal portfolios. Dynamic movement in capital markets
Andi Ivand Markemo Boangmanalu +1 more
doaj +1 more source
Algorithm Portfolios for Noisy Optimization [PDF]
, 2015 Noisy optimization is the optimization of objective functions corrupted by noise. A portfolio of solvers is a set of solvers equipped with an algorithm selection tool for distributing the computational power among them.
Baptiste, Rozière +3 more
core +4 more sources
Application of system dynamics in the assessment of project portfolio performance
International Journal of Industrial Engineering and Management, 2020 Effective assessment of a Project Portfolio Performance (PPP) has been widely claimed to hold great promise for the effective management of organizations.
Seyed Ashkan Zarghami, Jantanee Dumrak
doaj +1 more source
Particle Swarm Optimization with Stretching and Clustering for Asset Allocation
International Journal of Financial StudiesThis paper develops a novel hybrid framework that integrates clustering-enhanced Particle Swarm Optimization (PSO) with stretching techniques to solve Markowitz’s quadratic portfolio optimization problem.
Julien Chevallier
doaj +1 more source
Alliance Portfolios and Innovation Performance
Group & Organization Management, 2012 Whereas existing alliance portfolio studies mainly focus on the structure or management of alliance portfolios, we conceptually explore the connections between them. In particular, we formulate propositions, arguing that the formalization, centralization, and customization of alliance portfolio management moderate the relationship between the ...
Faems, D.L.M., Janssens, M., Neyens, I.
openaire +2 more sources
How often does direct real estate increase the risk-adjusted performance of the US mixed-asset portfolio? [PDF]
, 2005 The “case for real estate” in the mixed-asset portfolio is a topic of continuing interest to practitioners and academics. The argument is typically made by comparing efficient frontiers of portfolio with real estate to those that exclude real estate ...
Lee, Stephen L.
core
An output approach to property portfolio performance measurement [PDF]
, 2009 Purpose – The purpose of this paper is to demonstrate the analysis of portfolios of office properties using measures of business outputs, namely occupation efficiency and staff satisfaction. Design/methodology/approach – Satisfaction is measured using
Clark, Liz, Price, Ilfryn
core +1 more source
Molecular Oncology, EarlyView.This work identified serum proteins associated with pancreatic epithelial neoplasms (PanINs) and early‐stage PDAC. Proteomics screens assessed genetically engineered mice with abundant PanINs, KPC mice (Lox‐STOP‐Lox‐KrasG12D/+ Lox‐STOP‐Lox‐Trp53R172H/+ Pdx1‐Cre) before PDAC development and also early‐stage PDAC patients (n = 31), compared to benign ...
Hannah Mearns +10 more
wiley +1 more source
Mutual funds portfolio performance evaluation models: Sharpe, Treynor and Jensen index [PDF]
Bankarstvo, 2017 Portfolio performance evaluation is an integral part of a continuous portfolio management process aimed at improving its efficiency. The importance of being familiar with the evaluation models of mutual fund portfolio performance is reflected in the fact
Leković Miljan
doaj