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Artificial intelligence for algorithmic trading digital assets: evidence from the Counter-Strike 2 skin market. [PDF]
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Foundations of Portfolio Theory [PDF]
The Journal of Finance, 1991 Prize Lecture to the memory of Alfred Nobel, December 7, 1990.(This abstract was borrowed from another version of this item.)
Markowitz, Harry M.
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A Reaxiomatization of Portfolio Theory
Journal of Mathematical Psychology, 1994An axiom system is proposed which casts portfolio theory in the framework of conjoint measurement. These axioms have a set of gambles with uncertain outcomes and these are represented with riskiness and expectation to predict preferential choice. While the representation is numerical the axioms proposed are qualitative.
Suck, Reinhard, Getta, Astrid
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2007
Abstract A portfolio is a collection of securities. Portfolio theory is a formal analysis of the relationship between the rates of return on a portfolio of risky securities and the rates of return on the securities contained in that portfolio. The rate of return on a portfolio is a random variable.
Janette Rutterford, Marcus Davison
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Abstract A portfolio is a collection of securities. Portfolio theory is a formal analysis of the relationship between the rates of return on a portfolio of risky securities and the rates of return on the securities contained in that portfolio. The rate of return on a portfolio is a random variable.
Janette Rutterford, Marcus Davison
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SSRN Electronic Journal, 2015
Portfolios are designed to maximize a conservative market value or bid price for the portfolio. Theoretically this bid price is modeled as reflecting a convex cone of acceptable risks supporting an arbitrage free equilibrium of a two price economy.
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Portfolios are designed to maximize a conservative market value or bid price for the portfolio. Theoretically this bid price is modeled as reflecting a convex cone of acceptable risks supporting an arbitrage free equilibrium of a two price economy.
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Instantaneous portfolio theory
Quantitative Finance, 2016Instantaneous risk is described by the arrival rate of jumps in log price relatives. As a consequence there is then no concept of a mean return compensating risk exposures, as zero is the only inst...
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Computational Economics, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Portfolio theory of multimedia fusion
Proceedings of the 18th ACM international conference on Multimedia, 2010The number of multimedia applications has been increasing over the past two decades. Multimedia information fusion has therefore attracted significant attention with many techniques having been proposed. However, the uncertainty and correlation among different modalities have not been fully considered in the existing fusion methods.
Xiangyu Wang 0002, Mohan S. Kankanhalli
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Investors’ Portfolio Choice and Portfolio Theory
2017This chapter introduces modern portfolio theory by first following the work of Markowitz and discussing how an optimizing investor would behave. Second, the chapter reviews the portfolio theory that is concerned with economic equilibrium assuming all investors optimize in the particular manner, the work by Sharpe and Lintner on capital asset pricing ...
Ted Lindblom +2 more
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