Results 261 to 270 of about 2,775,700 (301)

Portfolio Selection Models and Their Discrimination

International Journal of Operations Research and Information Systems, 2011
The stochastic nature of financial markets is a barrier for successful portfolio management. Besides traditional Markowitz’s model, many other portfolio selection models in Bayesian and Non-Bayesian frameworks have been developed. Starting with the basic Markowitz model, several cardinal models are used to find optimum portfolios with select stock set.
Satadal Ghosh, Sujit Kumar Majumdar
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A Mixed Portfolio Selection Problem

2012
The mixed portfolio selection problem studied in this paper corresponds to a situation of financial risk management in which some return rates are mathematically described by random variables and others are described by fuzzy numbers. Both Markowitz probabilistic model and a possibilistic portfolio selection model are generalized. A calculation formula
Irina Georgescu, Jani Kinnunen
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A network approach to portfolio selection

Journal of Empirical Finance, 2014
Abstract In this study, a financial market is conceived as a network where the securities are nodes and the links account for returns' correlations. We theoretically prove the negative relationship between the centrality of assets in this financial market network and their optimal weights under the Markowitz framework.
Gustavo Peralta, Abalfazl Zareei
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Intradaily dynamic portfolio selection

Computational Statistics & Data Analysis, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Luc Bauwens, Walid Ben Omrane, Erick Rengifo   +2 more
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Portfolio selection and matching: a synthesis.

Insurance: Mathematics and Economics, 1992
AbstractThis paper considers a general framework for the selection of assets to meet the liabilities of a life insurance or pension fund. This general framework contains the mean-variance efficient portfolios of modern portfolio theory as a special case. The paper also demonstrates how the portfolio selection and matching approach of Wise (1984a, 1984b,
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A review of uncertain portfolio selection

Journal of Intelligent & Fuzzy Systems, 2017
This paper reviews the theory of uncertain portfolio selection which uses human estimates as inputs and applies uncertainty theory to select portfolios. The difference of the uncertain portfolio selection theory from the stochastic portfolio theory is given and the necessity and conditions for using the theory are presented.
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Portfolio Selection with Contrarian Strategy

Methodology and Computing in Applied Probability
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lu, Zhichao, Pang, Peiyuan, Xu, Yuhong, Zhang, Wenxin   +3 more
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Portfolio selection with lasso algorithm

2015
1 Introduction The basis of the modern portfolio theory was developed by Harry Markowitz and published under the title "Portfolio Selection" in 1952 by Journal of Finance. Starting from Markovitz a vast amount of literature about mean-variance optimization of the excess return of a portfolio has been published (see, e.g. Elton et al.
Bramante, Riccardo, Facchinetti, Silvia, Zappa, Diego   +2 more
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Partially egalitarian portfolio selection

Operations Research Letters
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Yiming Peng, Vadim Linetsky
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On-line portfolio selection

Proceedings of the ninth annual conference on Computational learning theory - COLT '96, 1996
Erik Ordentlich, Thomas M. Cover
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