Works matching DE "MODERN portfolio theory (Investments)"

Results: 76

BOOK REVIEW.

Published in:

2023

By:

Biryomumeisho, Justus

Publication type:

Book Review

Risk discriminating portfolio optimization.

Published in:

Quantitative Finance, 2019, v. 19, n. 2, p. 177, doi. 10.1080/14697688.2017.1387281

By:

DESHPANDE, AMIT;
ERTLEY, BRIAN;
LUNDIN, MARK;
SATCHELL, STEPHEN

Publication type:

Article

Relative Robust Portfolio Optimization with benchmark regret.

Published in:

Quantitative Finance, 2018, v. 18, n. 12, p. 1991, doi. 10.1080/14697688.2018.1453940

By:

Simões, Gonçalo;
McDonald, Mark;
Williams, Stacy;
Fenn, Daniel;
Hauser, Raphael

Publication type:

Article

Time horizon trading and the idiosyncratic risk puzzle.

Published in:

Quantitative Finance, 2015, v. 15, n. 2, p. 327, doi. 10.1080/14697688.2012.755560

By:

Malagon, Juliana;
Moreno, David;
Rodríguez, Rosa

Publication type:

Article

Red-Blooded Risk: The Secret History of Wall Street, by Aaron Brown.

Published in:

2012

By:

Stein, Roger

Publication type:

Book Review

Teaching the Concept of Investment Risk through Spreadsheet Monte Carlo Simulations.

Published in:

Journal of the Academy of Business Education, 2016, v. 17, p. 236

By:

Haney, Mark H.

Publication type:

Article

Regime-Aware Factor Allocation with Optimal Feature Selection.

Published in:

Journal of Financial Data Science, 2024, v. 6, n. 3, p. 10, doi. 10.3905/jfds.2024.1.163

By:

Bosancic, Thomas;
Nie, Yuqi;
Mulvey, John

Publication type:

Article

DEPICTING RISK PROFILE OVER TIME: A NOVEL MULTIPERIOD LOAN DEFAULT PREDICTION APPROACH.

Published in:

MIS Quarterly, 2023, v. 47, n. 4, p. 1455, doi. 10.25300/MISQ/2022/17491

By:

Wang, Zhao;
Jiang, Cuiqing;
Zhao, Huimin

Publication type:

Article

Portfolios of adaptation investments in water management.

Published in:

Mitigation & Adaptation Strategies for Global Change, 2015, v. 20, n. 8, p. 1247, doi. 10.1007/s11027-014-9540-0

By:

Aerts, Jeroen;
Botzen, W.;
Werners, Saskia

Publication type:

Article

Teaching Theory Versus Practical Use: The Case of the Modern Portfolio Theory.

Published in:

Journal of the Utah Academy of Sciences, Arts & Letters, 2011, v. 88, p. 52

By:

Chan, Leo H.

Publication type:

Article

Brazilian REIT: Alternative Investment to Real Estate, Stock and Bonds.

Published in:

Brazilian Review of Finance / Revista Brasileira de Finanças, 2016, v. 14, n. 4, p. 523

By:

Yokoyama, Karen Yukari;
Neto, Alfredo Sarlo;
da Cunha, Cláudio Márcio Pereira

Publication type:

Article

Are Your Clients Really a Stock or Bond? A Human Capital Perspective.

Published in:

Journal of Financial Service Professionals, 2015, v. 69, n. 1, p. 16

By:

Grable, John E.

Publication type:

Article

Optimising the Investor's Portfolio through Modern Portfolio Theory: Empirical Evidence from Pakistan.

Published in:

NUML International Journal of Business & Management, 2022, v. 17, n. 2, p. 1, doi. 10.52015/nijbm.v17i2.138

By:

Maqbool, Faisal;
Husnain, Muhammad

Publication type:

Article

Construction of Optimal Portfolio Using Sharpe's Single Index Model and Markowitz Model: An Empirical Study on Nifty 50 Stock.

Published in:

Journal of General Management Research, 2018, v. 5, n. 1, p. 86

By:

Chakraborty, Subhodeep;
Patel, Ajay Kumar

Publication type:

Article

Public Pension Funds and Alternative Investments: A Tale of Four Swedish National Pension Funds.

Published in:

International Journal of Public Administration, 2016, v. 39, n. 2, p. 107, doi. 10.1080/01900692.2014.988869

By:

Stalebrink, Odd Jonas

Publication type:

Article

Forecasting Corporate Green Investment Bonds -- An Out of Sample Approach.

Published in:

Journal of Accounting & Management (2284-9459), 2021, v. 11, n. 1, p. 163

By:

Ngwakwe, Collins

Publication type:

Article

Reduce but Do Not Eliminate America's Trade and Budget Deficits.

Published in:

Choices: The Magazine of Food, Farm & Resource Issues, 2018, v. 33, n. 1, p. 1

By:

Ward, William A.

Publication type:

Article

DOMESTIC VS INTERNATIONAL RISK DIVERSIFICATION POSSIBILITIES IN SOUTHEASTERN EUROPEAN STOCK MARKETS.

Published in:

UTMS Journal of Economics, 2016, v. 7, n. 2, p. 197

By:

Bogdan, Sinisa;
Baresa, Suzana;
Ivanovic, Zoran

Publication type:

Article

When portfolio theory can help environmental investment planning to reduce climate risk to future environmental outcomes—and when it cannot.

Published in:

Conservation Letters, 2018, v. 11, n. 6, p. N.PAG, doi. 10.1111/conl.12596

By:

Ando, Amy W.;
Howlader, Aparna;
Mallory, Mindy;
Fraterrigo, Jennifer;
Stickley, Samuel;
Guntenspergen, Glenn;
Olker, Jennifer H.

Publication type:

Article

Risk‐sensitive planning for conserving coral reefs under rapid climate change.

Published in:

Conservation Letters, 2018, v. 11, n. 6, p. N.PAG, doi. 10.1111/conl.12587

By:

Kennedy, Emma V.;
Hoegh‐Guldberg, Ove;
Beyer, Hawthorne L.;
Gates, Ruth D.;
Knowlton, Nancy;
Obura, David O.;
Palumbi, Stephen R.;
Runting, Rebecca K.;
Puotinen, Marji;
Spalding, Mark;
Wood, Sally;
Wilson, Kerrie A.;
Possingham, Hugh P.;
Beger, Maria;
Veron, John E.;
Chen, Chaolun Allen;
Cinner, Joshua E.;
Darling, Emily S.;
Eakin, C. Mark;
Skirving, William J.

Publication type:

Article

APPLICATION OF THE MODERN PORTFOLIO THEORY IN DIVERSIFICATION OF THE DEBT SECURITIES PORTFOLIO IN EMERGING MARKETS.

Published in:

Proceedings of the Faculty of Economics in East Sarajevo / Zbornik Radova Ekonomskog Fakulteta u Istočnom Sarajevu, 2016, n. 13, p. 67, doi. 10.7251/ZREFIS1613067G

By:

Grujić, Miloš

Publication type:

Article

Black Litterman ve Markowitz Ortalama Varyans Modelinin Beta Faktörü, Artık Dalgalanma Dereceleri ve Toplam Riskleri Yönünden Karşılaştırılması.

Published in:

Business & Economics Research Journal, 2012, v. 3, n. 4, p. 43

By:

Çalışkan, Tuncer

Publication type:

Article

Can Real Estate Investors Avoid Specific Risk?

Published in:

Abacus, 2017, v. 53, n. 3, p. 395, doi. 10.1111/abac.12114

By:

Baum, Andrew;
Colley, Nick

Publication type:

Article

Are Some Clients More Equal Than Others? An Analysis of Asset Management Companies’ Execution Costs.

Published in:

Review of Finance, 2018, v. 22, n. 5, p. 1705, doi. 10.1093/rof/rfx043

By:

Ben-Rephael, Azi;
Israelsen, Ryan D

Publication type:

Article

MODERN PORTFOLIO THEORY ON THE CAPITAL MARKET IN SERBIA.

Published in:

Economic Themes, 2013, v. 51, n. 4, p. 671

By:

Grubišić, Zoran;
Kamenković, Sandra;
Duran, Edo

Publication type:

Article

A Characterization of the SSD-Efficient Frontier of Portfolio Weights by Means of a Set of Mixed-Integer Linear Constraints.

Published in:

Management Science, 2016, v. 62, n. 12, p. 3549, doi. 10.1287/mnsc.2015.2282

By:

Longarela, Iñaki R.

Publication type:

Article

An interactive compromise programming for portfolio investment problem.

Published in:

Control & Cybernetics, 2020, v. 49, n. 2, p. 193

By:

Karelkina, Olga

Publication type:

Article

Introduction.

Published in:

European Journal of the History of Economic Thought, 2016, v. 23, n. 6, p. 867, doi. 10.1080/09672567.2016.1250417

By:

Cardoso, José Luís;
Stirati, Antonella;
Trautwein, Hans-Michael

Publication type:

Article

Financial diversification before modern portfolio theory: UK financial advice documents in the late nineteenth and the beginning of the twentieth century.

Published in:

European Journal of the History of Economic Thought, 2016, v. 23, n. 6, p. 919, doi. 10.1080/09672567.2016.1203968

By:

Rutterford, Janette;
Sotiropoulos, Dimitris P.

Publication type:

Article

INTERNATIONAL DIVERSIFICATION OF PENSION FUNDS USING THE COINTEGRATION APPROACH: THE CASE OF POLAND.

Published in:

Transformations in Business & Economics, 2017, v. 16, n. 2, p. 42

By:

Kurach, Radoslaw

Publication type:

Article

Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 199, doi. 10.3905/jpm.2021.1.319

By:

Elavia, Tony;
Kothari, S. P.;
Li, Xu;
You, Haifeng

Publication type:

Article

History, Shocks, and Drifts: A New Approach to Portfolio Formation.

Published in:

Journal of Portfolio Management, 2022, v. 48, n. 3, p. 142, doi. 10.3905/jpm.2021.1.321

By:

Kritzman, Mark;
Turkington, David

Publication type:

Article

Alternative Investments in Defined-Contribution Retirement Plans: Opportunities and Concerns.

Published in:

Journal of Portfolio Management, 2015, p. 16

By:

Mack, Barbara J.

Publication type:

Article

Is There a Real Estate Allocation Puzzle?

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 5, p. 61, doi. 10.3905/jpm.2013.39.5.061

By:

PING CHENG;
ZHENGUO LIN;
YINGCHUN LIU

Publication type:

Article

Frictional Costs of Diversification.

Published in:

Journal of Portfolio Management, 2013, v. 39, n. 3, p. 7, doi. 10.3905/jpm.2013.39.3.007

By:

SCHERER, BERND

Publication type:

Article

Asset Allocation Theory and Practice in Australian Investment Management.

Published in:

Journal of Wealth Management, 2016, v. 19, n. 2, p. 47, doi. 10.3905/jwm.2016.19.2.047

By:

SANTACRUZ, LUJER

Publication type:

Article

Portfolio Selection in a Goal-Based Setting.

Published in:

Journal of Wealth Management, 2016, v. 19, n. 2, p. 41, doi. 10.3905/jwm.2016.19.2.041

By:

PARKER, FRANKLIN J.

Publication type:

Article

On the application of new tests for structural changes on global minimum-variance portfolios.

Published in:

Statistical Papers, 2013, v. 54, n. 4, p. 955, doi. 10.1007/s00362-013-0511-4

By:

Wied, Dominik;
Ziggel, Daniel;
Berens, Tobias

Publication type:

Article

Do Time-Varying Betas Help in Asset Pricing? Evidence from Borsa Istanbul.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, n. 4, p. 747, doi. 10.1080/1540496X.2015.1046346

By:

Yayvak, Berk;
Akdeniz, Levent;
Altay-Salih, Aslihan

Publication type:

Article

Asset allocation using a Markov process of clustered efficient frontier coefficients states.

Published in:

Journal of Finance & Data Science, 2023, v. 9, p. 1, doi. 10.1016/j.jfds.2023.100110

By:

Alexander, Nolan;
Scherer, William;
Thompson, Jamey

Publication type:

Article

Practical aspects of portfolio selection and optimisation on the capital market.

Published in:

Economic Research-Ekonomska Istrazivanja, 2017, v. 30, n. 1, p. 14, doi. 10.1080/1331677X.2016.1265893

By:

Turcas, Florin;
Dumiter, Florin;
Brezeanu, Petre;
Farcas, Pavel;
Coroiu, Sorina

Publication type:

Article

The Asymmetric Conditional Beta-Return Relations of REITs.

Published in:

Journal of Real Estate Finance & Economics, 2018, v. 57, n. 2, p. 231, doi. 10.1007/s11146-017-9614-3

By:

Glascock, John L.;
Lu-Andrews, Ran

Publication type:

Article

WHO DARES TO CARE? (IN THE WORLD OF FINANCE).

Published in:

Feminist Economics, 2018, v. 24, n. 3, p. 113, doi. 10.1080/13545701.2017.1390319

By:

Mussell, Helen

Publication type:

Article

From Markowitz 1.0 to Markowitz 2.0 with a Detour to Postmodern Portfolio Theory and Back.

Published in:

Journal of Investing, 2017, v. 26, n. 1, p. 122, doi. 10.3905/joi.2017.26.1.122

By:

KAPLAN, PAUL D.

Publication type:

Article

Optimizing Portfolios with Allocations to Insured Death Benefit: A Proposed Methodology for Evaluation.

Published in:

Journal of Investing, 2014, v. 23, n. 2, p. 16, doi. 10.3905/joi.2014.23.2.016

By:

DANIELSEN, ROBERT G.;
BARABANOV, SERGEY S.;
SCHWEERS, JOHN;
SULLIVAN, MICHAEL F.

Publication type:

Article

A Synthesis of Modern Portfolio Theory and Sustainable Investment.

Published in:

Journal of Investing, 2012, v. 21, n. 4, p. 33, doi. 10.3905/joi.2012.21.4.033

By:

PEYLO, BENJAMIN TOBIAS

Publication type:

Article

Portfolio mean-variance approach modifications: modulus function, principles of compromise, and ‘min–max’ approach.

Published in:

Current Science (00113891), 2018, v. 115, n. 3, p. 493, doi. 10.18520/cs/v115/i3/493-498

By:

Karpovich, Alexey;
Rymanov, Alexander

Publication type:

Article

Portfolio selections under mean-variance preference with multiple priors for means and variances.

Published in:

Annals of Finance, 2017, v. 13, n. 1, p. 97, doi. 10.1007/s10436-016-0291-7

By:

Shigeta, Yuki

Publication type:

Article

Selecting portfolios for composite indexes: application of Modern Portfolio Theory to competitiveness.

Published in:

Clean Technologies & Environmental Policy, 2017, v. 19, n. 10, p. 2443, doi. 10.1007/s10098-017-1441-y

By:

Santos, Silvio;
Brandi, Humberto

Publication type:

Article

Pollutant versus non-pollutant generation technologies: a CML-analogous analysis.

Published in:

Environment, Development & Sustainability, 2018, v. 20, n. 1, p. 199, doi. 10.1007/s10668-018-0195-y

By:

Martinez-Fernandez, Paulino;
deLlano-Paz, Fernando;
Calvo-Silvosa, Anxo;
Soares, Isabel

Publication type:

Article