Results 141 to 150 of about 423,008 (325)

Portfolio Decisions with Higher Order Moments [PDF]

In this paper, we address the global optimization of two interesting nonconvex problems in finance. We relax the normality assumption underlying the classical Markowitz mean-variance portfolio optimization model and consider the incorporation of skewness
Berc Rustem, P. M. Kleniati
core  

Principals' Leadership Content Knowledge in STEM contexts

British Educational Research Journal, EarlyView.
Abstract In this paper we consider the nature of school principals' leadership content knowledge (LCK) for STEM subjects and for integrated STEM. We present a conceptualisation of STEM LCK based on aspects of principals' STEM capability and consideration of the differences between LCK and pedagogical content knowledge.
Kim Beswick, Vince Geiger, Sharon Fraser
wiley   +1 more source

Differentiability properties of the efficient (u,q2)-set in the Markowitz portfolio selection method [PDF]

The set of efficient (Rho2)-combinations in the (Rho2)-plane of the Markowitz portfolio selection method consists of a series of strictly convex parabola. In the transition points from one parabola to the next one, the curve may be indifferentiable.
Kriens, J., Strijbosch, L.W.G., Vörös, J.   +2 more
core   +1 more source

Regime-dependent Robust Risk Measures with Application in Portfolio Selection

, 2014
Jia Liu, Zhiping Chen
openalex   +1 more source

Pathways to employment: Subject choice, job requirements, and early employment outcomes for UK undergraduates

British Educational Research Journal, EarlyView.
Abstract Higher education in the United Kingdom has dramatically expanded in recent decades, along with questions about its effectiveness in preparing graduates for the labour market. With rising tuition fees and increasing competition for graduate jobs, many students opt to study ‘professional’ subjects—fields closely tied to specific professions ...
Sarah Pemberton
wiley   +1 more source

A Modified Adaptive Sparse-Group LASSO Regularization for Optimal Portfolio Selection

IEEE Access
Mean-variance portfolio optimization is widely used by financial professionals as a fundamental strategy for constructing portfolios that achieve the highest returns for a given degree of risk tolerance.
Somaya Sadik, Mohamed Et-Tolba, Benayad Nsiri   +2 more
doaj   +1 more source

Pricing exotic options under local volatility. [PDF]

Optimal; Optimal portfolio selection; Portfolio; Selection; Cash flow; Capital at risk; Risk; Pricing; Options;
De Schepper, A, Decamps, Marc, Goovaerts, Marc   +2 more
core  

Portfolio Selection and Dynamic Behavior in Heston's Stochastic Volatility Model Using a Contingent Claim

, 2017
Aihua Zhang, Yongmin Zhang, Yingxue Zhao
openalex   +1 more source

Novel linear programming models based on distance measure of IFSs and modified TOPSIS method for portfolio selection

, 2022
Xue Deng, Chuangjie Chen
openalex   +1 more source

Investment Fund Portfolio Selection Strategy

Verslas: teorija ir praktika, 2007
The paper is based on the proceedings of the International Conference ‘Business and Management 2006’. The problems of investment fund portfolio selection are discussed further and deeper, though the problem solved differs by covered period, selected stocks, and the principles of stock selection.
openaire   +4 more sources