Zobrazeno 1 - 10
of 9 169
pro vyhledávání: '"PORTFOLIO SELECTION"'
Publikováno v:
Engineering, Construction and Architectural Management, 2023, Vol. 31, Issue 12, pp. 4872-4896.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/ECAM-08-2022-0801
Publikováno v:
Scientific Reports, Vol 14, Iss 1, Pp 1-20 (2024)
Abstract In the financial field, constructing efficient investment portfolios is a focal point of research, encompassing asset selection and optimization of asset allocation. With the advancements in Large Language Models (LLMs), generative Artificia
Externí odkaz:
https://doaj.org/article/3fc7088462204b0e9d03de993b22b409
Autor:
Furkan Göktaş, Fatih Güçlü
Publikováno v:
Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, Vol 26, Iss Özel Sayı, Pp 68-80 (2024)
Çok kriterli karar verme (ÇKKV) problemlerinin en tartışmalı noktası kriter ağırlıklandırmadır. Çünkü farklı kriter ağırlıkları genellikle farklı sonuçların ortaya çıkmasına neden olur. Bu çalışmanın amacı kriter ağırl
Externí odkaz:
https://doaj.org/article/fc1b3af4225546f2aec96e2a5be82c2f
Publikováno v:
Review of Business and Economics Studies, Vol 12, Iss 3, Pp 74-85 (2024)
This study aimed to examine an uncertain stochastic optimal control problem premised on an uncertain stochastic process. The proposed approach is used to solve an optimal portfolio selection problem. This paper’s research is relevant because it out
Externí odkaz:
https://doaj.org/article/e40a367238684ca3878868583e2daa93
Publikováno v:
AUT Journal of Mathematics and Computing, Vol 6, Iss 1, Pp 9-17 (2025)
Risk-parity is one of the most recent and interesting strategies in the portfolio selection area. Considering the mean-standard-deviation risk measure, this paper studies the risk-parity problem under the uncertainty of the covariancematrix. Assuming
Externí odkaz:
https://doaj.org/article/2d1a29a733a74d43b404c0948ac794e1
Autor:
Selçuk Yalçın
Publikováno v:
Ekonomi, Politika & Finans Araştırmaları Dergisi, Vol 9, Iss 3, Pp 610-627 (2024)
Portföy oluşturma sürecinde portföye dahil edilecek hisse senetlerini doğru belirleme önemli bir süreçtir. Literatürde doğru hisse senedini belirlemek için farklı değerleme yöntemleri kullanılan farklı çalışmalar mevcuttur. Bu çal
Externí odkaz:
https://doaj.org/article/c9138b0baf8b46f8baeb2510456c5f55
Publikováno v:
Mathematics and Modeling in Finance, Vol 4, Iss 1, Pp 127-145 (2024)
This paper investigates the complexities surrounding uncertain portfolio selection in cases where security returns are not well-represented by historical data. Uncertainty in security returns is addressed by treating them as uncertain variables. Port
Externí odkaz:
https://doaj.org/article/76a05d9f6bd14988a3ccd43b4a500db1
Publikováno v:
Applied Mathematics in Science and Engineering, Vol 32, Iss 1 (2024)
Fuzzy portfolio selection on the guaranteed return rate has been proposed to study excess investment in different dimensions of risk preferences. However, the theory of behavioural finance proposes that the investment proportions of securities are no
Externí odkaz:
https://doaj.org/article/0afa7029739746b48870adada583fcb5
Autor:
Gustavo Barbi Vieira, Hévilla Souza Oliveira, Jônatas Araújo de Almeida, Mischel Carmen Neyra Belderrain
Publikováno v:
Project Leadership and Society, Vol 5, Iss , Pp 100115- (2024)
Project Portfolio Selection (PPS) is a relevant activity in organizations to define the best set of projects to pursue their strategic objectives. Previous works have presented diverse and sometimes conflicting understandings of the meaning and impli
Externí odkaz:
https://doaj.org/article/184a822598ad4762bf74399413122ee4
Publikováno v:
AIMS Mathematics, Vol 9, Iss 8, Pp 19911-19942 (2024)
In this paper, a new hybrid meta-heuristic algorithm called CEBWO (cross-entropy method and beluga whale optimization) is presented to solve the mean-CVaR portfolio optimization problem based on jump-diffusion processes. The proposed CEBWO algorithm
Externí odkaz:
https://doaj.org/article/abae3f9eb75d4df58a2c069959c9edb0