Results 61 to 70 of about 2,654,710 (200)
Reputation Performance: a portfolio selection approach
, 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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Enhancing Portfolio Optimization: A Two-Stage Approach with Deep Learning and Portfolio Optimization
MathematicsThe portfolio selection problem has been a central focus in financial research. A complete portfolio selection process includes two stages: stock pre-selection and portfolio optimization.
Shiguo Huang +4 more
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Automatic Parallel Portfolio Selection
, 2023 Algorithms to solve hard combinatorial problems often exhibit complementary performance, i.e. where one algorithm fails, another shines. Algorithm portfolios and algorithm selection take advantage of this by running all algorithms in parallel or choosing the best one to run on a problem instance.
Haniye Kashgarani, Lars Kotthoff
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Fuzzy Portfolio Optimization of Power Generation Assets
Energies, 2018 Fuzzy theory is proposed as an alternative to the probabilistic approach for assessing portfolios of power plants, in order to capture the complex reality of decision-making processes. This paper presents different fuzzy portfolio selection models, where
Barbara Glensk, Reinhard Madlener
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Portfolio Selection by Robust Optimization [PDF]
تحقیقات مالی, 2014 This paper discusses the portfolio selection based on robust optimization. Since the parameters values of the portfolio optimization problem such as price of the stock, dividends, returns, etc.
Azin Abrishami, Reza Yousefi Zenouz
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Defensive online portfolio selection [PDF]
The class of defensive online portfolio selection algorithms,designed for fi nite investment horizon, is introduced. The Game Constantly Rebalanced Portfolio and the Worst Case Game Constantly Rebalanced Portfolio, are presented and theoretically analyzed.
Ventura, Alfonso, Stella, Fabio
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IEEE AccessThe optimal selections of supplier portfolios and supplier substitutes are important research contents of the supplier selection problem. However, most of the existing supplier selection methods are based on the efficiency of indicator capability of ...
Chao Wang +3 more
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Bayesian Portfolio Selection with Gaussian Mixture Returns [PDF]
Markowitz portfolio selection is challenged by huge implementation barriers. This paper addresses the parameter uncertainty and deviation from normality in a Bayesian framework. The non-normal asset returns are modeled as finite Gaussian mixtures.
Qian, Hang
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Performance evaluation, portfolio selection, and HARA utility [PDF]
Our main goal is the generalization of the approach of Jobson and Korkie(1984) for funds performance evaluation. Therefore, we consider the portfolio selection problem of an investor who faces short sales restrictions when choosing among F different ...
Gürtler, Marc, Breuer, Wolfgang
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A credibilistic mean-semivariance-PER portfolio selection model for Latin America
Journal of Business Economics and Management, 2019 Many real-world problems in the financial sector have to consider different objectives which are conflicting, for example portfolio selection. Markowitz proposed an approach to determine the optimal composition of a portfolio analysing the trade-off ...
Fernando García +3 more
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