Results 21 to 30 of about 18,315 (253)
Portfolio Construction with Postmodern Portfolio Theory Framework
Ekonomi, Politika & Finans Araştırmaları DergisiThis study includes alternative portfolio construction approaches consistent with the Modern Portfolio Theory (MPT) and Postmodern Portfolio Theory (PMPT).
Rabia Aktaş, Erdi Bayram
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A Fuzzy Goal Programming Model for Efficient Portfolio Selection. [PDF]
Journal of Optimization in Industrial Engineering, 2017 This paper considers a multi-objective portfolio selection problem imposed by gaining of portfolio, divided yield and risk control in an ambiguous investment environment, in which the return and risk are characterized by probabilistic numbers.
Abolfazl Kazemi +2 more
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Perspectives on Medical Education, 2022 Introduction Portfolio use to support self-regulated learning (SRL) during clinical workplace learning is widespread, but much is still unknown regarding its effectiveness.
Rozemarijn van der Gulden +5 more
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Functional Portfolio Optimization in Stochastic Portfolio Theory
SIAM Journal on Financial Mathematics, 2022 In this paper we develop a concrete and fully implementable approach to the optimization of functionally generated portfolios in stochastic portfolio theory. The main idea is to optimize over a family of rank-based portfolios parameterized by an exponentially concave function on the unit interval. This choice can be motivated by the long term stability
Steven Campbell, Ting-Kam Leonard Wong
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The impact of cryptocurrency on the efficient frontier of emerging markets
Croatian Review of Economic, Business and Social Statistics, 2019 Cryptocurrencies are a sweltering topic in modern times of investment strategies. Since the cryptocurrency market is classified as an emerging market, in this paper a portfolio of emerging markets is compiled from the indices of four European Union (EU ...
Ćosić Karlo, Časni Anita Čeh
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A General Framework for Portfolio Theory. Part II: Drawdown Risk Measures
Risks, 2018 The aim of this paper is to provide several examples of convex risk measures necessary for the application of the general framework for portfolio theory of Maier-Paape and Zhu (2018), presented in Part I of this series.
Stanislaus Maier-Paape, Qiji Jim Zhu
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Towards a Topological Representation of Risks and Their Measures
Risks, 2018 In risk theory, risks are often modeled by risk measures which allow quantifying the risks and estimating their possible outcomes. Risk measures rely on measure theory, where the risks are assumed to be random variables with some distribution function ...
Tomer Shushi
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A model based on Copula Theory for sustainable and social responsible investments
Revista de Contabilidad: Spanish Accounting Review, 2019 Theory has been used: net profits as the financial objective and error function as the utility function. In the second stage, a portfolio consisting exclusively of SR-funds is built.
Amelia Bilbao-Terol +2 more
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Molecular Oncology, EarlyView.We have established a humanized orthotopic patient‐derived xenograft (Hu‐oPDX) mouse model of high‐grade serous ovarian cancer (HGSOC) that recapitulates human tumor–immune interactions. Using combined anti‐PD‐L1/anti‐CD73 immunotherapy, we demonstrate the model's improved biological relevance and enhanced translational value for preclinical ...
Luka Tandaric +10 more
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Investment Portfolio Optimization on Russian Stock Market in Context of behavioral theory
Финансы: теория и практика, 2019 The paper investigates possible investment portfolio optimization considering behavioral errors. The research rationale is due to the adaption of the investment recommendations for unqualified investors on the Russian stock market. In economic literature,
N. M. Red’kin
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