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Ranking Mutual Funds Performance Based on Post-modern Portfolio Theory Indicators Using Multi-Criteria Decision-Making Methods [PDF]
International Journal of Management, Accounting and Economics, 2021 Performance appraisal refers to the process of performance measurement, assessment, valuation, and judgement over time. Performance ranking based on several criteria of different values is possible only when multi-criteria decision models are adopted. In
Nesa Moradpour
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The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory [PDF]
تحقیقات مالی, 2017 In this research,by using statistical data of 24 accepted investment companies on a monthly basis, and by using Lakonishok model (1992) for the period 1388-1394, impact of herding behavior on the performance of the companies based on modern and post ...
Shahabeddin Shams +1 more
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Modern and post-modern portfolio theory as applied to moneyline betting [PDF]
Journal of Quantitative Analysis in Sports, 2023 Abstract Modern and post-modern portfolio theory were devised by Harry Markowitz (among others) for purposes of allocating some monetary resources among a number of financial assets so as to strike a suitable balance between risk and expected return.
David A. Harville
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European Journal of Business and Management Research, 2023 Categorized as first-level funding by OJK, their asset is greater than its actuarial present value, the funding ratio is greater than 100%, and the Pension Fund of PT XYZ (Dapen XYZ) found that their net asset was not growing as they should. This study employs Post-Modern Portfolio Theory (PMPT) to address the current issue facing the company, with the
Rifqi Tyaga Wisista, Ana Noveria
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Post-Modern Portfolio Theory for Information Retrieval
Procedia Computer Science, 2012 AbstractInformation Retrieval (IR) aims to discover relevant information according to a user's information need. The classic Probability Ranking Principle (PRP) forms the theoretical basis for probabilistic IR models. This ranking principle, however, neglects the uncertainty introduced through the estimations from retrieval models. Inspired by the Post-
Tsai, Ming-Feng, Wang, Chuan-Ju
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SSRN Electronic Journal, 2014 IntroductionModern Real Estate Portfolio Management (MREPM): Applications in Modern and Post-Modern Real Estate Portfolio Theory (MREPT/PMREPT) is a comprehensive-integrated research and strategic approach to building and managing institutional grade commercial real estate portfolios.
Lawrence A. Souza
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Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent. [PDF]
PLoS ONEFinancial portfolio management investment policies computed quantitatively by modern portfolio theory techniques like the Markowitz model rely on a set of assumptions that are not supported by data in high volatility markets such as the technological ...
Alejandra de-la-Rica-Escudero +2 more
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A COMPARISON OF PRE AND POST MODERN PORTFOLIO THEORY USING RESAMPLING [PDF]
Global Journal of Business Research, 2010 This article introduces the Resampling approach to Portfolio modelling, targeted at reducing the effect of estimation error present in any practical implementation of a Portfolio Model. Resampling is a method used in portfolio modelling to try to obtain better out of sample performance for given input model parameters.
Giuseppe Galloppo
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, 2011 Portfolio diversification has been a subject frequently addressed since the publications of Markowitz in 1952 and 1959. However, the Modern Portfolio Theory and its mean variance framework have been criticized. The critiques refer to the assumptions that return distributions are normally distributed and the symmetric definition of risk.
Erik Hamrin
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An Online Prediction Method for Transient Frequency Response in New Energy Grids Based on Deep Integration of WAMS Data and Physical Model [PDF]
EntropyThe integration of a high proportion of renewable energy has significantly reduced the grid inertia level and markedly increased the risk of transient frequency instability in power systems. Meanwhile, the large-scale integration of diverse heterogeneous
Kailin Yan +5 more
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