Zobrazeno 1 - 10
of 6 958
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:
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:
Turkish Journal of Islamic Economics, 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
Akademický článek
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Publikováno v:
Journal of Modelling in Management, 2023, Vol. 19, Issue 2, pp. 523-555.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JM2-09-2022-0232
Autor:
Raquel M. Gaspar, Madalena Oliveira
Publikováno v:
FinTech, Vol 3, Iss 1, Pp 102-115 (2024)
The rise of digital technology and artificial intelligence has led to a significant change in the way financial services are delivered. One such development is the emergence of robo advising, which is an automated investment advisory service that uti
Externí odkaz:
https://doaj.org/article/42269d87b37046fb9a97926d902223fb
Publikováno v:
IEEE Access, Vol 12, Pp 107337-107352 (2024)
Mean-variance portfolio optimization is widely used by financial professionals as a fundamental strategy for constructing portfolios that achieve the highest returns for a given degree of risk tolerance. This traditional approach suffers from computa
Externí odkaz:
https://doaj.org/article/9bcf796b11e84e38b19fd5c1e9a15e68