Zobrazeno 1 - 10
of 119
pro vyhledávání: '"Grace Aw"'
Autor:
Declan Maher, Daryl Dunn, Grace Aw, Touraj Taheri, Lizbeth Kenny, Ryan Sommerville, Edwin Morrison
Publikováno v:
ANZ Journal of Surgery. 93:1077-1078
Publikováno v:
Journal of Industrial & Management Optimization. 16:1861-1871
This study relaxes the distributional assumption of the return of the risky asset, to arrive at the optimal portfolio. Studies of portfolio selection models have typically assumed that stock returns conform to the normal distribution. The application
Publikováno v:
Applied Mathematical Modelling. 76:274-281
Portfolio optimization problem is concerned with choosing an optimal portfolio strategy that can strike a balance between maximizing investment return and minimizing investment risk. In many cases, the return rate of risky asset is neither a random v
Publikováno v:
IEEE Transactions on Fuzzy Systems. 26:2748-2757
Manpower planning is a very important component of human resource management. However, there are many indeterminate factors that should be taken into consideration in manpower planning. For example, the decision of employees to quit the job is determ
Publikováno v:
Applied Mathematical Modelling. 56:539-550
The complexity of financial markets leads to different types of indeterminate asset returns. For example, asset returns are considered as random variables, when the available data is enough. When the available data is too small or even no available d
Publikováno v:
European Journal of Operational Research. 256:205-214
In this paper, we consider the portfolio optimization problem for a pension fund consisting of various government and corporate bonds. The aim of the problem is to maximize the fund’s cash position at the end of the time horizon, while allowing for
Publikováno v:
Finance Research Letters. 18:60-66
This paper develops a minimax model for a multi-period portfolio selection problem. An analytical solution is obtained and numerical simulations demonstrate the superiority of the multi-period model over its corresponding single period one, as well a
Publikováno v:
Journal of Industrial & Management Optimization. 11:1275-1283
In this paper, we introduce a new portfolio selection method. Our method is innovative and flexible. An explicit solution is obtained, and the selection method allows for investors with different degree of risk aversion. The portfolio selection probl
Publikováno v:
Information Sciences. 281:386-398
We consider a machine that is maintained via two types of maintenance action: (i) continuous (minor) maintenance that curbs natural degradation of the machine; and (ii) overhaul (major) maintenance that takes place at certain discrete time points and
Publikováno v:
Frontiers in Neurology
Frontiers in Neurology, Vol 3 (2013)
Frontiers in Neurology, Vol 3 (2013)
Thousands of articles describing biomarkers predictive of treatment and prognostic of survival in cancer have been published, yet only a handful of biomarkers are currently used routinely in the clinic. Biomarkers need to be analytically standardized