Works matching DE "MODERN portfolio theory (Investments)"
Results: 76
BOOK REVIEW.
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- 2023
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- Publication type:
- Book Review
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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- Publication type:
- Book Review
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
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
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
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
Teaching Theory Versus Practical Use: The Case of the Modern Portfolio Theory.
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- Journal of the Utah Academy of Sciences, Arts & Letters, 2011, v. 88, p. 52
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- Article
Brazilian REIT: Alternative Investment to Real Estate, Stock and Bonds.
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- Brazilian Review of Finance / Revista Brasileira de Finanças, 2016, v. 14, n. 4, p. 523
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- Article
Are Your Clients Really a Stock or Bond? A Human Capital Perspective.
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- Journal of Financial Service Professionals, 2015, v. 69, n. 1, p. 16
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- Article
Optimising the Investor's Portfolio through Modern Portfolio Theory: Empirical Evidence from Pakistan.
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- NUML International Journal of Business & Management, 2022, v. 17, n. 2, p. 1, doi. 10.52015/nijbm.v17i2.138
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- Article
Construction of Optimal Portfolio Using Sharpe's Single Index Model and Markowitz Model: An Empirical Study on Nifty 50 Stock.
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- Journal of General Management Research, 2018, v. 5, n. 1, p. 86
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- Article
Public Pension Funds and Alternative Investments: A Tale of Four Swedish National Pension Funds.
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- International Journal of Public Administration, 2016, v. 39, n. 2, p. 107, doi. 10.1080/01900692.2014.988869
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- 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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- 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
DOMESTIC VS INTERNATIONAL RISK DIVERSIFICATION POSSIBILITIES IN SOUTHEASTERN EUROPEAN STOCK MARKETS.
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- UTMS Journal of Economics, 2016, v. 7, n. 2, p. 197
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- Article
When portfolio theory can help environmental investment planning to reduce climate risk to future environmental outcomes—and when it cannot.
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- Conservation Letters, 2018, v. 11, n. 6, p. N.PAG, doi. 10.1111/conl.12596
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- Article
Risk‐sensitive planning for conserving coral reefs under rapid climate change.
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- Conservation Letters, 2018, v. 11, n. 6, p. N.PAG, doi. 10.1111/conl.12587
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- Article
APPLICATION OF THE MODERN PORTFOLIO THEORY IN DIVERSIFICATION OF THE DEBT SECURITIES PORTFOLIO IN EMERGING MARKETS.
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- 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
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- Article
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
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
Are Some Clients More Equal Than Others? An Analysis of Asset Management Companies’ Execution Costs.
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- Review of Finance, 2018, v. 22, n. 5, p. 1705, doi. 10.1093/rof/rfx043
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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
A Characterization of the SSD-Efficient Frontier of Portfolio Weights by Means of a Set of Mixed-Integer Linear Constraints.
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- Management Science, 2016, v. 62, n. 12, p. 3549, doi. 10.1287/mnsc.2015.2282
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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
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
INTERNATIONAL DIVERSIFICATION OF PENSION FUNDS USING THE COINTEGRATION APPROACH: THE CASE OF POLAND.
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- Transformations in Business & Economics, 2017, v. 16, n. 2, p. 42
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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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- 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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- 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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- 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
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
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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- 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
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
WHO DARES TO CARE? (IN THE WORLD OF FINANCE).
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- Feminist Economics, 2018, v. 24, n. 3, p. 113, doi. 10.1080/13545701.2017.1390319
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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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- 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
Portfolio selections under mean-variance preference with multiple priors for means and variances.
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- Annals of Finance, 2017, v. 13, n. 1, p. 97, doi. 10.1007/s10436-016-0291-7
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- 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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- 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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- Publication type:
- Article