Results 21 to 30 of about 499,937 (337)
Portfolio optimization based on self-organizing maps clustering and genetics algorithm
IJAIN (International Journal of Advances in Intelligent Informatics), 2022 In this modern era, gaining additional income is necessary to fulfill daily needs since inflation is unavoidable. Investing in stocks can give passive income to help people deal with the increasing prices of necessities.
Fajri Farid, Dedi Rosadi
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Problem of Fuzzy portfolio optimization and its solution with application of forecasting methods
Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï, 2016 The novel theory of investment portfolio optimization under uncertainty is presented based on fuzzy set theory and efficient forecasting methods. The direct problem of fuzzy portfolio optimization and dual problem are considered.
Yuri Zaychenko, Inna Sydoruk
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Two-Stage Portfolio Optimization Integrating Optimal Sharp Ratio Measure and Ensemble Learning
IEEE Access, 2023 The traditional portfolio theory has relied heavily on historical asset returns while ignoring future information. Based on ensemble learning and maximum Sharpe ratio portfolio theory, this paper proposes a two-stage portfolio optimization method by ...
Zhongbao Zhou +3 more
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Portfolio selection between rational and behavioral theories emergent markets case [PDF]
Management Science Letters, 2012 The aim of this paper is to explore the determinants of Portfolio Choice under the investors, professionals and academics’ perception. We introduce an approach based on cognitive mapping technique with a series of semi-directive interviews.
Bouri Abdelfatteh, Ezzeddine Ben Mohamed
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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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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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SUNNY-CP and the MiniZinc Challenge [PDF]
, 2017 In Constraint Programming (CP) a portfolio solver combines a variety of different constraint solvers for solving a given problem. This fairly recent approach enables to significantly boost the performance of single solvers, especially when multicore ...
Amadini, Roberto +2 more
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