Works matching DE "MODERN portfolio theory (Investments)"
Results: 73
Portfolios of adaptation investments in water management.
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- Mitigation & Adaptation Strategies for Global Change, 2015, v. 20, n. 8, p. 1247, doi. 10.1007/s11027-014-9540-0
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- Article
Practical aspects of portfolio selection and optimisation on the capital market.
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- Economic Research-Ekonomska Istrazivanja, 2017, v. 30, n. 1, p. 14, doi. 10.1080/1331677X.2016.1265893
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- Article
Risk discriminating portfolio optimization.
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- Quantitative Finance, 2019, v. 19, n. 2, p. 177, doi. 10.1080/14697688.2017.1387281
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- Article
Relative Robust Portfolio Optimization with benchmark regret.
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- Quantitative Finance, 2018, v. 18, n. 12, p. 1991, doi. 10.1080/14697688.2018.1453940
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- Article
Time horizon trading and the idiosyncratic risk puzzle.
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- Quantitative Finance, 2015, v. 15, n. 2, p. 327, doi. 10.1080/14697688.2012.755560
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- Article
Red-Blooded Risk: The Secret History of Wall Street, by Aaron Brown.
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- 2012
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- Book Review
Reason, Rationality, and Fiduciary Duty.
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- Journal of Business Ethics, 2014, v. 119, n. 3, p. 365, doi. 10.1007/s10551-013-1632-3
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- Article
MODERN PORTFOLIO THEORY ON THE CAPITAL MARKET IN SERBIA.
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- Economic Themes, 2013, v. 51, n. 4, p. 671
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- Article
ADAPTING MODERN PORTFOLIO THEORYFOR PRIORITISING ASSET CARE PLANNING IN INDUSTRY.
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- South African Journal of Industrial Engineering, 2014, v. 25, n. 1, p. 107, doi. 10.7166/25-1-673
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- Article
Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state.
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- Optimal Control - Applications & Methods, 2013, v. 34, n. 4, p. 415, doi. 10.1002/oca.2027
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- Article
DEPICTING RISK PROFILE OVER TIME: A NOVEL MULTIPERIOD LOAN DEFAULT PREDICTION APPROACH.
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- MIS Quarterly, 2023, v. 47, n. 4, p. 1455, doi. 10.25300/MISQ/2022/17491
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- Article
Asset Allocation Theory and Practice in Australian Investment Management.
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- Journal of Wealth Management, 2016, v. 19, n. 2, p. 47, doi. 10.3905/jwm.2016.19.2.047
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- Article
Portfolio Selection in a Goal-Based Setting.
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- Journal of Wealth Management, 2016, v. 19, n. 2, p. 41, doi. 10.3905/jwm.2016.19.2.041
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- Article
Teaching the Concept of Investment Risk through Spreadsheet Monte Carlo Simulations.
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- Journal of the Academy of Business Education, 2016, v. 17, p. 236
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- Article
Pollutant versus non-pollutant generation technologies: a CML-analogous analysis.
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- Environment, Development & Sustainability, 2018, v. 20, n. 1, p. 199, doi. 10.1007/s10668-018-0195-y
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- Article
Reduce but Do Not Eliminate America's Trade and Budget Deficits.
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- Choices: The Magazine of Food, Farm & Resource Issues, 2018, v. 33, n. 1, p. 1
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- Article
STUDY REGARDING THE MARKOWITZ MODEL OF PORTFOLIO SELECTION.
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- Revista Economică, 2015, v. 67, p. 195
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- Article
SYSTEMATIC RISK ASSESMENT USING OLS METHOD - THE CASE OF THE CAPITAL MARKET OF BOSNIA AND HERZEGOVINA.
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- Economic Review: Journal of Economics & Business / Ekonomska Revija: Casopis za Ekonomiju i Biznis, 2012, v. 10, n. 1, p. 13
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- Article
OBSERVATIONS ON THE OPTIMIZATION OF A PORTFOLIO LISTED ON BUCHAREST STOCK EXCHANGE.
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- Young Economists Journal / Revista Tinerilor Economisti, 2018, v. 15, n. 31, p. 22
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- Article
GAINING MARKET SHARE IN EMERGING MARKETS PORTFOLIOS BY MODERATING EXTREME RETURNS: THE CASE OF PERU.
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- Economics, Management & Financial Markets, 2018, v. 13, n. 3, p. 37, doi. 10.22381/EMFM13320182
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- Article
SOLUTIONS TO THE PORTFOLIO CHOICE PROBLEM WITH VAR OBJECTIVE FUNCTIONS.
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- Economics, Management & Financial Markets, 2015, v. 10, n. 4, p. 29
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- Article
RISK-RETURN ANALYSIS OF SECTORIAL PORTFOLIOS OF STOCKS.
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- Economics, Management & Financial Markets, 2012, v. 7, n. 3, p. 108
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- Article
The Asymmetric Conditional Beta-Return Relations of REITs.
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- Journal of Real Estate Finance & Economics, 2018, v. 57, n. 2, p. 231, doi. 10.1007/s11146-017-9614-3
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- Article
Financialisation and the Pension System: Lessons from the United States and the Netherlands.
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- Journal of Modern European History, 2017, v. 15, n. 4, p. 554
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- Article
DETERMINANTS OF STOCKS FOR OPTIMAL PORTFOLIO.
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- Pakistan Journal of Applied Economics, 2017, v. 27, n. 1, p. 1
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- Article
Regime-Aware Factor Allocation with Optimal Feature Selection.
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- Journal of Financial Data Science, 2024, v. 6, n. 3, p. 10, doi. 10.3905/jfds.2024.1.163
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- Article
Downside versus Symmetric Measures of Uncertainty in Natural Resource Portfolio Design to Manage Climate Change Uncertainty.
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- 2015
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- Case Study
Black Litterman ve Markowitz Ortalama Varyans Modelinin Beta Faktörü, Artık Dalgalanma Dereceleri ve Toplam Riskleri Yönünden Karşılaştırılması.
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- Business & Economics Research Journal, 2012, v. 3, n. 4, p. 43
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- Article
Introduction.
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- European Journal of the History of Economic Thought, 2016, v. 23, n. 6, p. 867, doi. 10.1080/09672567.2016.1250417
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- Article
Financial diversification before modern portfolio theory: UK financial advice documents in the late nineteenth and the beginning of the twentieth century.
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- European Journal of the History of Economic Thought, 2016, v. 23, n. 6, p. 919, doi. 10.1080/09672567.2016.1203968
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- Article
From Markowitz 1.0 to Markowitz 2.0 with a Detour to Postmodern Portfolio Theory and Back.
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- Journal of Investing, 2017, v. 26, n. 1, p. 122, doi. 10.3905/joi.2017.26.1.122
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- Article
Optimizing Portfolios with Allocations to Insured Death Benefit: A Proposed Methodology for Evaluation.
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- Journal of Investing, 2014, v. 23, n. 2, p. 16, doi. 10.3905/joi.2014.23.2.016
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- Article
A Synthesis of Modern Portfolio Theory and Sustainable Investment.
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- Journal of Investing, 2012, v. 21, n. 4, p. 33, doi. 10.3905/joi.2012.21.4.033
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- Article
Portfolio Selection using Cointegration and Modern Portfolio Theory: An Application to the Colombo Stock Exchange.
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- Matematika, 2013, v. 29, p. 195
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- Article
Can Real Estate Investors Avoid Specific Risk?
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- Abacus, 2017, v. 53, n. 3, p. 395, doi. 10.1111/abac.12114
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- Article
On the application of new tests for structural changes on global minimum-variance portfolios.
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- Statistical Papers, 2013, v. 54, n. 4, p. 955, doi. 10.1007/s00362-013-0511-4
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- Article
Do Time-Varying Betas Help in Asset Pricing? Evidence from Borsa Istanbul.
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- Emerging Markets Finance & Trade, 2015, v. 51, n. 4, p. 747, doi. 10.1080/1540496X.2015.1046346
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- Article
An interactive compromise programming for portfolio investment problem.
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- Control & Cybernetics, 2020, v. 49, n. 2, p. 193
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- Article
Active Versus Passive Investing: Evidence From The 2009-2017 Market.
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- Journal of Accounting & Finance (2158-3625), 2018, v. 18, n. 8, p. 119, doi. 10.33423/jaf.v18i8.114
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- Article
RISK UNDERESTIMATION AS A CONSEQUENCE OF ASSUMPTIONS MADE IN VALUATION MODELS.
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- Interdisciplinary Management Research, 2013, v. 9, p. 513
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- Publication type:
- Article
Portfolio mean-variance approach modifications: modulus function, principles of compromise, and ‘min–max’ approach.
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- Current Science (00113891), 2018, v. 115, n. 3, p. 493, doi. 10.18520/cs/v115/i3/493-498
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- Article
Gains from Markowitz Optimization: Evidence from Reoptimization of Mutual Fund Holdings.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 199, doi. 10.3905/jpm.2021.1.319
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- Article
History, Shocks, and Drifts: A New Approach to Portfolio Formation.
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- Journal of Portfolio Management, 2022, v. 48, n. 3, p. 142, doi. 10.3905/jpm.2021.1.321
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- Article
Alternative Investments in Defined-Contribution Retirement Plans: Opportunities and Concerns.
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- Journal of Portfolio Management, 2015, p. 16
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- Publication type:
- Article
Is There a Real Estate Allocation Puzzle?
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- Journal of Portfolio Management, 2013, v. 39, n. 5, p. 61, doi. 10.3905/jpm.2013.39.5.061
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- Publication type:
- Article
Frictional Costs of Diversification.
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- Journal of Portfolio Management, 2013, v. 39, n. 3, p. 7, doi. 10.3905/jpm.2013.39.3.007
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- Publication type:
- Article
Selecting portfolios for composite indexes: application of Modern Portfolio Theory to competitiveness.
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- Clean Technologies & Environmental Policy, 2017, v. 19, n. 10, p. 2443, doi. 10.1007/s10098-017-1441-y
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- Publication type:
- Article
Asset allocation using a Markov process of clustered efficient frontier coefficients states.
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- Journal of Finance & Data Science, 2023, v. 9, p. 1, doi. 10.1016/j.jfds.2023.100110
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- Publication type:
- Article
Forecasting Corporate Green Investment Bonds -- An Out of Sample Approach.
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- Journal of Accounting & Management (2284-9459), 2021, v. 11, n. 1, p. 163
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- Publication type:
- Article
The Black-Litterman Model in Central Bank Practice: Study for Turkish Central Bank.
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- Malaysian Journal of Mathematical Sciences, 2016, v. 10, p. 193
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- Publication type:
- Article