Works matching DE "MODERN portfolio theory (Investments)"
Results: 75
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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- 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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- Publication type:
- 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
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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- Publication type:
- 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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- Publication type:
- 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
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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- 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
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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- Publication type:
- 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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- Publication type:
- 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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- Publication type:
- 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
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
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
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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- Publication type:
- Article
RISK MEASUREMENT IN POST-MODERN PORTFOLIO THEORY: DIFFERENCES FROM MODERN PORTFOLIO THEORY.
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- Economic Computation & Economic Cybernetics Studies & Research, 2013, v. 47, n. 1, p. 113
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- Article
End the Charade: Replacing the Efficient Frontier with the Efficient Range.
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- Journal of Financial Planning, 2013, v. 26, n. 7, p. 42
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- Article
Tactical Asset Allocation.
- Published in:
- 2013
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- Publication type:
- Proceeding
Harold Evensky on ETFs, Reverse Mortgages, and the Most Important Investment in the Coming Decade.
- Published in:
- 2013
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- Publication type:
- Interview
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
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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- Publication type:
- 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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- Publication type:
- 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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- Publication type:
- 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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- Publication type:
- 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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- Publication type:
- 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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- Publication type:
- 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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- Publication type:
- Article
STUDY REGARDING THE MARKOWITZ MODEL OF PORTFOLIO SELECTION.
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- Revista Economică, 2015, v. 67, p. 195
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- Publication type:
- 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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- Publication type:
- 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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- Publication type:
- 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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- Publication type:
- 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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- 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
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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- Publication type:
- 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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- Publication type:
- Article
The Impact of Financial Stress and Uncertainty on Green and Conventional Bonds and Stocks: A Nonlinear and Nonparametric Quantile Analysis.
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- Risks, 2024, v. 12, n. 8, p. 120, doi. 10.3390/risks12080120
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- Publication type:
- 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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- Publication type:
- 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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- Publication type:
- 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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- Publication type:
- Article
Red-Blooded Risk: The Secret History of Wall Street, by Aaron Brown.
- Published in:
- 2012
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- Publication type:
- Book Review
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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- Publication type:
- 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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- Publication type:
- 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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- Publication type:
- Article
Modern Portfolio Theory.
- Published in:
- 2013
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- Publication type:
- Book Review
The Long and Short of It: Are We Asking the Right Questions? Modern Portfolio Theory and Time Horizons.
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- Seattle University Law Review, 2018, v. 41, n. 2, p. 449
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- Publication type:
- 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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- Publication type:
- Article
Does The Implied Private Company Pricing Line Make Sense?
- Published in:
- 2016
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- Publication type:
- Opinion
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
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- Publication type:
- Article