Zobrazeno 1 - 10
of 35
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bb0e8600faec1c0552f5f2340455316d
https://doi.org/10.1111/ans.18110
https://doi.org/10.1111/ans.18110
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::743b55373bc6a2d8f1e11be6ecab2fe5
https://doi.org/10.3934/jimo.2019032
https://doi.org/10.3934/jimo.2019032
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::037b3a86cf8dc0858735379a7fd50b9f
https://doi.org/10.1016/j.apm.2019.06.019
https://doi.org/10.1016/j.apm.2019.06.019
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e3b606083fa091aa40698b454294cf15
https://doi.org/10.1109/tfuzz.2018.2803736
https://doi.org/10.1109/tfuzz.2018.2803736
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e283939f23e187158d4ab08305d7f111
https://doi.org/10.1016/j.apm.2017.12.016
https://doi.org/10.1016/j.apm.2017.12.016
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5209fbf4626103177b20f71e49e0d18e
https://doi.org/10.1016/j.ejor.2016.06.019
https://doi.org/10.1016/j.ejor.2016.06.019
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e00647c877199d138fbc054d2ab39c3f
https://doi.org/10.1016/j.frl.2016.04.001
https://doi.org/10.1016/j.frl.2016.04.001
Publikováno v:
Cogent Economics & Finance, Vol 11, Iss 1 (2023)
AbstractThe study evaluates the impact of statutory audit and corporation tax charges on the profitability of Nigerian listed firms using data from 2016 to 2021. This study is highly inspired by corporate governance detects, which mandate corporation
Externí odkaz:
https://doaj.org/article/b97715fc376a4ca28b1d0dc306795c39
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::086a6823f77055d4c2e87bd98a712206
https://doi.org/10.3934/jimo.2015.11.1275
https://doi.org/10.3934/jimo.2015.11.1275
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ef5a38ecffe6769f7c956be907e1603a
https://doi.org/10.1016/j.ins.2014.05.051
https://doi.org/10.1016/j.ins.2014.05.051