Fuzzy Portfolio Selection in COVID-19 Spreading Period Using Fuzzy Goal Programming Model
Mathematics, 2021 While the international lockdown for the COVID-19 pandemic has greatly influenced the global economy, we are still confronted with the dilemma about the economy recession when the stock market hits record highs repeatedly.
Ruey-Chyn Tsaur +2 more
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Technical Note—Options Portfolio Selection
Operations Research, 2020 We develop a new method to optimize portfolios of options in a market where European calls and puts are available with many exercise prices for each of several potentially correlated underlying assets. We identify the combination of asset-specific option payoffs that maximizes the Sharpe ratio of the overall portfolio: such payoffs form the unique ...
Paolo Guasoni, Eberhard Mayerhofer
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Modeling projects interdependencies to measure their synergic impacts on a project portfolio [PDF]
Journal of Project Management, 2021 One of the most critical factors used to evaluate the efficiency of the portfolio selection process is the ability of the model to measure interdependencies among projects.
Nabati, Mohammad Mahdi, Ashrafi, Maryam
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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
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South African Journal of Business Management, 1979 No abstract available.
Patrick Kilroe
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Decision-making in formation of mean-VaR optimal portfolio by selecting stocks using K-means and average linkage clustering [PDF]
Decision Science Letters, 2022 Stock is one of the investment assets that has its charm for investors. It is very liquid and has a high rate of return, but it has a high risk.
Ahmad Fawaid Ridwan +2 more
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Prediction Intervals for Time Series and their Applications to Portfolio Selection
Revstat Statistical Journal, 2020 This study considers prediction intervals for time series and applies the results to portfolio selection. The dynamics of the high and low underlying returns are depicted by time series models, which lead to a prediction interval of future returns.
Shih-Feng Huang , Hsiang-Ling Hsu
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Designing a Multi-objective Stochastic programming model for portfolio selection [PDF]
مدیریت صنعتی, 2015 In traditional portfolio selection model coefficients often are certain and deterministic, but in real world these coefficients are probabilistic. So decision maker cannot estimate them exactly.
Alireza Sharifisalim +3 more
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Real-Time Portfolio Management System Utilizing Machine Learning Techniques
IEEE Access, 2023 There are 1641 companies listed on the National Stock Exchange of India. It is undoubtedly infeasible for a retail investor to invest in all the stocks.
Prakash K. Aithal +4 more
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Project Portfolio Selection with the Maximization of Net Present Value [PDF]
Journal of Optimization in Industrial Engineering, 2013 Projects scheduling by the project portfolio selection, something that has its own complexity and its flexibility, can create different composition of the project portfolio.
Mostafa Nikkhah Nasab, Amir Abbas Najafi
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