Results 31 to 40 of about 2,775,700 (301)
Robust optimisation and its application to portfolio planning [PDF]
, 2009 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Decision making under uncertainty presents major challenges from both modelling and solution methods perspectives.
Gregory, Christine
core +5 more sources
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
doaj +1 more source
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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Portfolio selection models: A review and new directions [PDF]
, 2009 Modern Portfolio Theory (MPT) is based upon the classical Markowitz model which uses variance as a risk measure. A generalization of this approach leads to mean-risk models, in which a return distribution is characterized by the expected value of return (
Mitra, G, Roman, D
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South African Journal of Business Management, 1979 No abstract available.
Patrick Kilroe
doaj +1 more source
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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Annals of Operations ResearchAbstract In 1952, Harry Markowitz formulated portfolio selection as a trade-off between expected, or mean, return and variance. This launched a massive research effort devoted to finding suitable inputs to mean-variance optimization. The estimation problem is high dimensional and a factor model is at the core of many attempts.
Alexander D. Shkolnik +4 more
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New Directions for Adult and Continuing Education, EarlyView.ABSTRACT Advancing artificial intelligence (AI) has transformed learning and work, yet higher education and professional development programs have not systematically equipped learners for AI‐prevalent environments. This lack of preparation creates uncertainty regarding control, responsibility, trust, and accountability.
Moon‐Heum Cho, Jerusalem Merkebu
wiley +1 more source