Results 31 to 40 of about 2,654,710 (200)
Application of fuzzy logic in portfolio management: evidence from Iranian researches [PDF]
Journal of Fuzzy Extension and Applications, 2020 Over the past decades, financial researchers have proposed different methods in portfolio selection, so that, Markwotiz [1] introduced risk and return criteria for a portfolio selection.
Meysam Kaviani, Seyed Fakhrehosseini
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Stock Portfolio Optimization Using a Combined Approach of Relative Robust Risk Parity [PDF]
Iranian Journal of Finance, 2021 Risk parity is perceived as one of the stock portfolio selection models that have received a lot of attention since the US financial crisis in 2008. The philosophy of this model is to allocate the same amount of portfolio risk between the constituent ...
Sayed Mohammad Ebrahim Mirmohammadi +3 more
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Alexandria Engineering Journal, 2022 The selection of an optimal project portfolio from multiple project proposals to implement management strategy is always a challenge task for project managers, especially, in the selection of large-scale and complicated projects.
Libiao Bai, Jieyu Bai, Min An
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Tangency portfolios in the LP solvable portfolio selection models [PDF]
RAIRO - Operations Research, 2012 Summary: A risk measure in a portfolio selection problem is linear programming (LP) solvable, if it has a linear formulation when the asset returns are represented by discrete random variables, i.e., they are defined by their realizations under specified scenarios. The efficient frontier corresponding to an LP solvable model is a piecewise linear curve.
Reza Keykhaei, Mohamad Taghi Jahandideh
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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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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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South African Journal of Business Management, 1979 No abstract available.
Patrick Kilroe
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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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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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On the Stability of Portfolio Selection Models [PDF]
SSRN Electronic Journal, 2018 One of the main issues in portfolio selection models consists in assessing the effect of the estimation errors of the parameters required by the models on the quality of the selected portfolios. Several studies have been devoted to this topic for the minimum variance and for several other minimum risk models.
Francesco Cesarone +3 more
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