Results 31 to 40 of about 5,719,679 (161)
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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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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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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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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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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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 (
Mitra, G, Roman, D
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Monitoring Stock Market Returns: A Stochastic Approach
Croatian Operational Research Review, 2022 Financial analysis plays a major role in investing the disposable income of various economic agents. Stock markets are predominantly made up of small investors with limited information and low capabilities for a suitable analysis.
Filip Peovski +3 more
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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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Optimization method of investment package based on Markowitz portfolio theory
Вестник Дагестанского государственного технического университета: Технические наукиObjective. The aim of the study is to implement and evaluate the optimization method based on the Markowitz portfolio theory. Method. The model is built using the Python programming language and the necessary libraries.
A. D. Baydalin
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