Zobrazeno 1 - 10
of 4 378
pro vyhledávání: '"Efficient frontier"'
Autor:
Vakhtang BERISHVILI, Monika DIDMANIDZE
Publikováno v:
Financial Studies, Vol 28, Iss 3, Pp 6-25 (2024)
This study aims to explore the potential impact of the anticipated Georgian Real Estate Investment Trusts (REITs) on the performance of investment portfolios. Due to the absence of Georgian REITs, a simulated financial asset representing a Georgian R
Externí odkaz:
https://doaj.org/article/129e88f6d1ee4f638397c2f87b2afb2e
Autor:
Mallieswari R., Palanisamy Varadharajan, Senthilnathan Arthi Thangavelu, Gurumurthy Suganya, Joshua Selvakumar J., Pachiyappan Sathish
Publikováno v:
ECONOMICS, Vol 12, Iss 2, Pp 113-127 (2024)
The main of the study is to comprehend how the mean variance efficient frontier method may be used in conjunction with Markowitz portfolio theory to produce an optimal portfolio. The study uses daily observations 8 pharma companies closing price name
Externí odkaz:
https://doaj.org/article/22eca083cc2443e5b760ce95529fd204
Publikováno v:
Risks, Vol 12, Iss 8, p 132 (2024)
This survey offers a succinct overview of the General Framework of Portfolio Theory (GFPT), consolidating Markowitz portfolio theory, the growth optimal portfolio theory, and the theory of risk measures. Central to this framework is the use of convex
Externí odkaz:
https://doaj.org/article/36579b60b5d14f2badc2b8ba8a87ca59
Publikováno v:
Journal of Islamic Accounting and Business Research, 2022, Vol. 14, Issue 1, pp. 34-57.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JIABR-10-2021-0278
Publikováno v:
Journal of Finance and Data Science, Vol 9, Iss , Pp 100110- (2023)
We propose a novel asset allocation model using a Markov process of states defined by clustered efficient frontier coefficients. While most research in Markov models of the market characterize regimes using return and volatility, we instead propose c
Externí odkaz:
https://doaj.org/article/3ee03e092b18496e9f9f6bb0c31604c9
Publikováno v:
IEEE Access, Vol 11, Pp 126724-126732 (2023)
The aim of this paper is to investigate Pakistan’s efficient generation portfolios by comparing the portfolio costs, risks, efficient frontiers, and diversification levels under different cases and scenarios. Uncertainty in the energy sector of Pak
Externí odkaz:
https://doaj.org/article/0690957889484729b4f1376df84ec451
Publikováno v:
IIMB Management Review, Vol 34, Iss 3, Pp 242-261 (2022)
Under stress events, most of the asset prices tend to be positively correlated, breaking the diversification benefits. In this study, we explore the performance of different assets particularly during stress events (the 2008 crisis and the COVID-19 c
Externí odkaz:
https://doaj.org/article/b8e13e5611eb422395338b595a59a91c
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