Results 31 to 40 of about 423,008 (325)
Investigating the Efficiency of the 1/N Model in Portfolio Selection [PDF]
تحقیقات مالی, 2021 Objective: Since Markowitz's (1952) pioneering work on a single-period investment model, mean-variance portfolio optimization problem has become a cornerstone of investment management in both academic and industrial fields.
Reza Raei, Saeed Bajalan, Alireza Ajam
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Technological and Economic Development of Economy, 2019 Project portfolio selection has been the focus of many scholars in the last two decades. The number of studies on the strategic process has significantly increased over the past decade.
Vahid Mohagheghi +3 more
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MathematicsNobel Laureate Markowitz originates portfolio selection as the birth of modern finance. Nobel Laureate Sharpe implements portfolio selection and originates capital asset pricing models.
Yue Qi, Jianing Huang, Yixuan Zhu
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A proposed selection process in Over-The-Top project portfolio management
Journal of Industrial Engineering and Management, 2018 Purpose: The purpose of this paper is to propose an Over-The-Top (OTT) initiative selection process for communication service providers (CSPs) entering an OTT business.
Jemy Vestius Confido +2 more
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Project Portfolio Selection with Considering Interaction Between Projects using Particle Swarm Optimization (PSO) & Chaotic Dynamic [PDF]
چشمانداز مدیریت صنعتی, 2012 Given the complexity of the project implementation and resource constraints, the project portfolio selection is important for organization-s. Hence, many researchers have attempted to provide methods for portfolio selection and often obtained interesting
Hassan Farsijani +2 more
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Entrepreneurship and Sustainability Issues, 2022 Portfolio selection is one of the main financial topics. The original portfolio selection problem dealt with the trade-off between return and risk, measured as the mean returns and the variance, respectively.
Fernando García +4 more
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The Application of Imperialist Competitive Algorithm for Fuzzy Random Portfolio Selection Problem
, 2013 This paper presents an implementation of the Imperialist Competitive Algorithm (ICA) for solving the fuzzy random portfolio selection problem where the asset returns are represented by fuzzy random variables.
Mohasefi, Jamshid Bagherzadeh +1 more
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Portfolio Selection Using Combination of Logarithmic Fuzzy Preference Programming Method and PROMETHEE [PDF]
راهبرد مدیریت مالی, 2014 Over the last six decades, many methods have been proposed for investment portfolio selection by financial researchers. Portfolio selection model of Markowitz is based on only two criteria: risk and return.
Saeid Fallahpour +2 more
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A Hybrid Method for Project Selection by Using DEMATEL/DEA [PDF]
Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī, 2013 One of the important issues in project management is project portfolio selection. Issue of project selection and related activities is one of the important activities in most of organizations, especially contract companies and developing project centered
alireza alinezhad, kavoos simiari
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, 2014 The discrete-time mean-variance portfolio selection formulation, a representative of general dynamic mean-risk portfolio selection problems, does not satisfy time consistency in efficiency (TCIE) in general, i.e., a truncated pre-committed efficient ...
Cui, Xiangyu, Li, Duan, Li, Xun
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