Results 81 to 90 of about 5,719,679 (161)
Defensive online portfolio selection [PDF]
The class of defensive online portfolio selection algorithms,designed for fi nite investment horizon, is introduced. The Game Constantly Rebalanced Portfolio and the Worst Case Game Constantly Rebalanced Portfolio, are presented and theoretically analyzed.
Ventura, Alfonso, Stella, Fabio
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, 2008 One print from a portfolio issued by Two Rivers Printmaking Studio, White River Junction, Vermont, in December of 2008. It consists of a limited edition of thirty-seven prints and six proofs by each of twenty-six artists affiliated with Two ...
Whightman, Nancy
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Optimal investment and asymmetric risk for a large portfolio: a large deviations approach [PDF]
In this study, we propose a new method based on the large deviations theory to select an optimal investment for a large portfolio such that the risk, which is defined as the probability that the portfolio return underperforms an investable benchmark, is ...
Knight, John L. +2 more
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FUZZY LOGIC AND COMPROMISE PROGRAMMING IN PORTFOLIO MANAGEMENT [PDF]
The objective of this paper is to develop a portfolio optimization technique that is simple enough for an individual with little knowledge of economic theory to systematically determine his own optimized portfolio. A compromise programming approach and a
Featherstone, Allen M., Duval, Yann
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Precautionary saving and portfolio allocation: DP by GMM [PDF]
There is much research on consumption-savings problems with risky labor income and a constant interest rate and also on portfolio allocation with risky returns but nonstochastic labor income. Less is known quantitatively about the interaction between the
Gregor Smith, Marc-Andre Letendre
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The regional electricity generation mix in Scotland: A portfolio selection approach [PDF]
Standalone levelised cost assessments of electricity supply options miss an important contribution that renewable and non-fossil fuel technologies can make to the electricity portfolio: that of reducing the variability of electricity costs, and their ...
Peter Mcgregor +3 more
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Financial leverage usage for active management of the investment portfolio
Business: Theory and Practice, 2010 The analysis of the portfolio theories was carried out in the article. H. Markowitz theory of an optimal portfolio formation was briefly described, the process of the portfolio selection was discussed, the basic corrections, improvements, development and
Aleksandras Vytautas Rutkauskas +1 more
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Evolutionary Stability of Portfolio Rules in Incomplete Markets [PDF]
This paper studies the evolution of market shares of portfolio rules in incomplete markets with short-lived assets. Prices are determined endogenously. The performance of a portfolio rule in the process of continuous reinvestment of wealth is determined ...
Klaus Reiner Schenk-Hoppé +1 more
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International Portfolio Investment [PDF]
The focus of this paper is to analyze the feasibility of international portfolio diversification for a potential US investor with a moderate risk aversion.
Doina Chichernea
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Portfolio advice of a multifactor world [PDF]
How does traditional portfolio theory adapt to the new facts? The old "two-fund" theorem becomes a "many-fund" theorem; some investors can improve returns by investing in portfolio strategies that let them take on nonmarket sources of risk; and other ...
John H. Cochrane
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