Results 271 to 280 of about 2,775,700 (301)

Cardinality Problem in Portfolio Selection

2013
There is a variety of models for portfolio selection. However, in portfolio theory applications little or no attention is paid to the cardinality problem. In this paper, an algorithm for dealing with this problem is presented. The proposed allocation algorithm is implemented in a software system, which is based on the Fuzzy Logic Q-measure Model and ...
Penka V. Georgieva, Ivan P. Popchev
openaire   +1 more source

A new approach to the bi-criteria multi-period fuzzy portfolio selection

Knowledge-Based Systems, 2021
Ludmila Dymova, Pavel Sevastjanov
exaly  

Portfolio Selection

The Journal of Finance, 1952
openaire   +1 more source

Modelling Portfolio Selection

The Economic Journal, 1988
openaire   +1 more source

Portfolio Selection for SAT Instances

2022 IEEE International Conference on Systems, Man, and Cybernetics (SMC), 2022
Armin Sadreddin, Malek Mouhoub, Samira Sadaoui   +2 more
openaire   +2 more sources

Portfolio Selection

Econometrica, 1961
A. D. Roy, Harry M. Markowitz
openaire   +1 more source

Portfolio Selection.

Economica, 1960
R. G. D. Allen, Harry M. Markowitz
openaire   +1 more source

Distributionally Robust Mean-Variance Portfolio Selection with Wasserstein Distances

Management Science, 2022
Jose Blanchet, Xun Yu Zhou
exaly  

Online portfolio selection: A survey

ACM Computing Surveys, 2014
Steven C H Hoi
exaly  

Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean stock market

European Journal of Operational Research, 2014
Joe Zhu, Sungmook Lim
exaly