Zobrazeno 1 - 10
of 7 002
pro vyhledávání: '"Mean-variance"'
Autor:
Djehiche, Boualem, Helgesson, Peter
Publikováno v:
Asian Journal of Economics and Banking, 2024, Vol. 8, Issue 3, pp. 310-334.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/AJEB-05-2024-0065
Publikováno v:
Mathematics Interdisciplinary Research, Vol 9, Iss 4, Pp 385-411 (2024)
The purpose of this paper is to extend the mixture factor analyzers (MFA) model \CG{to handle} missing and heavy-\CG{tailed} data. In this model, the distribution of factors loading and errors arise from the multivariate normal mean-va
Externí odkaz:
https://doaj.org/article/f56de2a0fd6e45e581762a917d1de55c
Publikováno v:
AIMS Mathematics, Vol 9, Iss 11, Pp 33062-33086 (2024)
This paper explored an investment and risk control issue within a contagious financial market, specifically focusing on a mean-variance (MV) framework for an insurer. The market's risky assets were depicted via a jump-diffusion model, featuring jumps
Externí odkaz:
https://doaj.org/article/7ac8f5011200418d9c12f32a2ee45321
Publikováno v:
Scientific Reports, Vol 14, Iss 1, Pp 1-26 (2024)
Abstract Financial Portfolio Optimization Problem (FPOP) is a cornerstone in quantitative investing and financial engineering, focusing on optimizing assets allocation to balance risk and expected return, a concept evolving since Harry Markowitz’s
Externí odkaz:
https://doaj.org/article/5ccf0dd717314c39b78da6a48490a40a
Publikováno v:
Türkiye İslam İktisadı Dergisi, Vol 11, Iss 2, Pp 1-16 (2024)
The metaverse, a virtual universe in which individuals and companies can interact, has become of paramount importance in China in recent years. While the metaverses are still in their infancy, there has been a growing interest and influx of capital i
Externí odkaz:
https://doaj.org/article/c4def534fc8b4b1e9a9ec7d425a6ec0f
Publikováno v:
Systems Science & Control Engineering, Vol 12, Iss 1 (2024)
This paper is concerned with the optimal time-consistent investment and reinsurance strategies for mean-variance insurers with a general Lévy Process model. Expressly, the insurers are allowed to purchase proportional reinsurance and invest in a fin
Externí odkaz:
https://doaj.org/article/b5d789798ac74e02b2257cf679ab7b4d
Autor:
Cristiana Tudor
Publikováno v:
Journal of Business Economics and Management, Vol 25, Iss 5 (2024)
This study analyzes the post-pandemic dynamics and investment potential of diverse clean energy equities, including solar, wind, nuclear, and other renewable assets, highlighting nuanced differences and investment opportunities within this critical s
Externí odkaz:
https://doaj.org/article/4f9ff5d0abd247e88277f02637260033
Publikováno v:
International Journal of Business, Economics, and Social Development, Vol 5, Iss 2, Pp 227-234 (2024)
The optimization of investment portfolio is aimed at finding the optimal combination of each stock with the goal of maximizing returns while minimizing risk through diversification. However, the question is how much funds should be invested to achiev
Externí odkaz:
https://doaj.org/article/887901080029486282690d4925ed33f4
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Akademický článek
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