Results 31 to 40 of about 94,719 (208)
Active Set Approach for a Bilevel Portfolio Optimization Model [PDF]
International Journal of Mathematical, Engineering and Management SciencesThis paper presents a methodology for determining the optimal portfolio that maximizes the Sharpe ratio within a bilevel framework. The upper-level of the model maximizes the Sharpe ratio of the portfolio, while the lower-level minimizes the risk for a ...
Bhuvnesh Khatana , Geetanjali Panda
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Time-Varying Sharpe Ratios and Market Timing [PDF]
, 2011 This paper documents predictable time-variation in stock market Sharpe ratios. Predetermined financial variables are used to estimate both the conditional mean and volatility of equity returns, and these moments are combined to estimate the conditional ...
Whitelaw, Robert F., Tang, Yi
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The maximum diversification investment strategy: A portfolio performance comparison
Cogent Economics & Finance, 2018 The efficacy of four different portfolio allocation strategies is evaluated according to their absolute returns during different economic conditions over a period of 10 years.
Ludan Theron, Gary van Vuuren
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Junior Recital, Stacey Sharpe, violin [PDF]
, 2019 Junior RecitalStacey Sharpe, violinDr. Magdalena Adamek, pianoFriday, November 1, 2019 at 6pmRecital Hall / James W. Black Music Center1015 Grove Avenue / Richmond, Va.The presentation of this junior recital will fulfill in part the requirements for the ...
Adamek, Magdalena, Sharpe, Stacey
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Seasonal movements of adult Gizzard Shad Dorosoma cepedianum in a Missouri River reservoir
Journal of Freshwater EcologyGizzard Shad Dorosoma cepedianum are important for nutrient cycling and can affect water clarity, plankton densities, and fish production levels. Gizzard Shad can also be crucial prey fish for recreationally important species such as Walleye Sander ...
Kayla M. Reed +5 more
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Nancy Sharpe Wayne Simpkins Exhibition Poster
, 1973 This digital image was scanned from the original poster (located in the archives annex) by the Visual Resources Center during the summer of 2025.This is a digital image of a poster for a 1973 exhibition in Clough Hanson Gallery featuring work by Nancy ...
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Double-sided balanced conditional Sharpe ratio
Cogent Economics & Finance, 2019 The purpose of this study was to investigate the behavior of various indices of Tehran Stock Exchange firstly in the boom period from 2018-03-21 to 2018-11-02 and secondly in the recession period from 2016-03-20 to 2016-12-20 using double-sided balanced ...
Saeid Tajdini +2 more
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Journal of Management Small and Medium Enterprises (SME's)This study investigates whether the Sharpe Ratio and Treynor Ratio produce significantly different portfolio performance rankings in the Indonesian stock market.
Thersia M M Da Silva +3 more
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Complexity, 2023 This paper addresses a method to solve a multi-period portfolio selection on the stock market. The portfolio problem seeks an investor to trade stocks with a finite budget and a given integer number of stocks to hold in a portfolio.
Luis Aburto +3 more
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