Results 41 to 50 of about 3,121,078 (347)
Cryptocurrency Portfolio Selection—A Multicriteria Approach
Mathematics, 2021 This paper proposes the PROMETHEE II based multicriteria approach for cryptocurrency portfolio selection. Such an approach allows considering a number of variables important for cryptocurrencies rather than limiting them to the commonly employed return ...
Zdravka Aljinović +2 more
semanticscholar +1 more source
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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, 2021 The fuzzy set theory is widely used to describe the uncertainty of financial markets in modern portfolio selection problems. In this study, the credibility theory (a popular branch of fuzzy set theory) is applied to extend Markowitz’s mean–variance ...
J. Pahade, M. Jha
semanticscholar +1 more source
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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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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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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International Journal of Financial Studies, 2022 With the advances in time-series prediction, several recent developments in machine learning have shown that integrating prediction methods into portfolio selection is a great opportunity. In this paper, we propose a novel approach to portfolio formation
Apichat Chaweewanchon, Rujira Chaysiri
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South African Journal of Business Management, 1979 No abstract available.
Patrick Kilroe
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Reputation Performance: a portfolio selection approach [PDF]
, 2007 This paper introduces a normative view on corporate reputation management; an algorithmic model for reputation-driven strategic decision making is proposed and corporate reputation is conceptualized as influenced by a selection among organizational ...
Koronis, E., Andrikopoulos, A.
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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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