Results 11 to 20 of about 499,937 (337)
Results in Applied Mathematics, 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 the fuzzy set theory) is applied to extend Markowitz’s mean–variance ...
Jagdish Kumar Pahade, Manoj Jha
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Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï, 2020 The problem of constructing an optimal securities portfolio under uncertainty is considered along with the direct and dual problems of fuzzy portfolio optimization. The modified fuzzy portfolio optimization problem is also suggested under a constraint on
Helen Zaychenko, Yuriy Zaychenko
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Cost of sovereign debt and foreign bias in bond allocations [PDF]
, 2017 Finance theory suggests that markets where foreign bond portfolio investors overweight their portfolio relative to the prescribed theoretical benchmark should experience higher international risk sharing. Correspondingly, the cost of debt in such markets
Bhatta, Bibek +2 more
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South African Journal of Business Management, 1979 No abstract available.
Patrick Kilroe
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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 (
Acerbi +48 more
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DEVELOPMENT OF STRATEGY FOR REAL ESTATE PORTFOLIO MANAGEMENT
Наука и техника, 2007 The paper considers methodological principles to manage profitability of investor’s portfolio. In order to understand more perfectly the given problem the paper also contains main notions of the portfolio theory, formulation of the postulates that have ...
V. F. Volodko, V. V. Liashenko
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Digital Portfolio Assesment: A Self-Reflection Way for Teachers and Special Need Students
Journal of ICSAR, 2023 Technology and the internet are useful in learning recently. One of them is through digital portfolio assessment as a whole part of learning for special needs students.
Redite Kurniawan, Khusniatul Khukmi
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The Maslowian Portfolio Theory Versus the Pyramid Portfolio
Folia Oeconomica Stetinensia, 2014 This article refers to De Brouwer’s modification of portfolio selection from 2009. He modified the existing portfolio’s theories so that they could take into account the Maslov’s hierarchy of needs.
Majewski Sebastian
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Investment Diversification as a Strategy for Reducing Investment Risk [PDF]
Economic Horizons, 2018 Investment diversification is a widely accepted investment strategy, aimed at reducing investment uncertainty, while simultaneously keeping the expected return on investment unaltered.
Miljan Lekovic
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Analyzing the Performance of Iran Mutual Funds [PDF]
پژوهشهای تجربی حسابداری, 2013 This paper is based on the performance of mutual fund in the Tehran’s stock exchange criteria based on modern portfolio theory consists of (Sharp ratio, Modigliani,Standard Deviation, Systematic Risk, Treynor, Jenesen alpha) and Post Modern portfolio ...
Gholamreza Soleimany Amiri, Ameneh Abed
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