Works matching DE "MODERN portfolio theory (Investments)"

Results: 76

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

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

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

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

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

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

RISK UNDERESTIMATION AS A CONSEQUENCE OF ASSUMPTIONS MADE IN VALUATION MODELS.

Published in:

Interdisciplinary Management Research, 2013, v. 9, p. 513

By:

Pruchnicka-Grabias, Izabela

Publication type:

Article

Hybrid Robust Portfolio Selection Model Using Machine Learning-based Preselection.

Published in:

Engineering Letters, 2021, v. 29, n. 4, p. 1626

By:

Tingting Hai;
Liangyu Min

Publication type:

Article

Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state.

Published in:

Optimal Control - Applications & Methods, 2013, v. 34, n. 4, p. 415, doi. 10.1002/oca.2027

By:

Wu, Huiling;
Zeng, Yan

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

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

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

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

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

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

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

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

The Black-Litterman Model in Central Bank Practice: Study for Turkish Central Bank.

Published in:

Malaysian Journal of Mathematical Sciences, 2016, v. 10, p. 193

By:

Ganikhodjaev, N.;
Bayram, K.

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

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

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

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

Reason, Rationality, and Fiduciary Duty.

Published in:

Journal of Business Ethics, 2014, v. 119, n. 3, p. 365, doi. 10.1007/s10551-013-1632-3

By:

Lydenberg, Steve

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

The Long and Short of It: Are We Asking the Right Questions? Modern Portfolio Theory and Time Horizons.

Published in:

Seattle University Law Review, 2018, v. 41, n. 2, p. 449

By:

Hawley, Jim;
Lukomnik, Jon

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

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

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

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

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

Financialisation and the Pension System: Lessons from the United States and the Netherlands.

Published in:

Journal of Modern European History, 2017, v. 15, n. 4, p. 554

By:

van der Zwan, Natascha

Publication type:

Article

Does The Implied Private Company Pricing Line Make Sense?

Published in:

2016

By:

Conn, Richard R.

Publication type:

Opinion

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

Portfolio Selection using Cointegration and Modern Portfolio Theory: An Application to the Colombo Stock Exchange.

Published in:

Matematika, 2013, v. 29, p. 195

By:

Randinu Thirimanna, Thrimanna Hettige Shamika;
Tilakartane, Chandima;
Mahakalanda, Indrajanaka;
Pathirathne, Linali

Publication type:

Article

THE BEGINNINGS OF A ‘COMMON-SENSE’ APPROACH TO PORTFOLIO THEORY BY NINETEENTH-CENTURY FRENCH FINANCIAL ANALYSTS PAUL LEROY-BEAULIEU AND ALFRED NEYMARCK.

Published in:

Journal of the History of Economic Thought (Cambridge University Press), 2014, v. 36, n. 1, p. 23, doi. 10.1017/S1053837214000017

By:

Edlinger, Cécile;
Parent, Antoine

Publication type:

Article

Modern Portfolio Theory.

Published in:

2013

By:

Swamy, M. R. Kumara

Publication type:

Book Review

RISK MEASUREMENT IN POST-MODERN PORTFOLIO THEORY: DIFFERENCES FROM MODERN PORTFOLIO THEORY.

Published in:

Economic Computation & Economic Cybernetics Studies & Research, 2013, v. 47, n. 1, p. 113

By:

GEAMBAŞU, Cristina;
ŞOVA, Robert;
JIANU, Iulia;
GEAMBAŞU, Liviu

Publication type:

Article

STUDY REGARDING THE MARKOWITZ MODEL OF PORTFOLIO SELECTION.

Published in:

Revista Economică, 2015, v. 67, p. 195

By:

BALTEŞ, Nicolae;
DRAGOE, Alexandra-Gabriela-Maria

Publication type:

Article

OBSERVATIONS ON THE OPTIMIZATION OF A PORTFOLIO LISTED ON BUCHAREST STOCK EXCHANGE.

Published in:

Young Economists Journal / Revista Tinerilor Economisti, 2018, v. 15, n. 31, p. 22

By:

Apipie, Florentina-Mihaela

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

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

BOOK REVIEW.

Published in:

2023

By:

Biryomumeisho, Justus

Publication type:

Book Review

The Impact of Financial Stress and Uncertainty on Green and Conventional Bonds and Stocks: A Nonlinear and Nonparametric Quantile Analysis.

Published in:

Risks, 2024, v. 12, n. 8, p. 120, doi. 10.3390/risks12080120

By:

Mar'I, Muhammad;
Seraj, Mehdi;
Tursoy, Turgut

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

GAINING MARKET SHARE IN EMERGING MARKETS PORTFOLIOS BY MODERATING EXTREME RETURNS: THE CASE OF PERU.

Published in:

Economics, Management & Financial Markets, 2018, v. 13, n. 3, p. 37, doi. 10.22381/EMFM13320182

By:

HUXLEY, STEPHEN J.;
SIDAOUI, MOUWAFAC

Publication type:

Article

SOLUTIONS TO THE PORTFOLIO CHOICE PROBLEM WITH VAR OBJECTIVE FUNCTIONS.

Published in:

Economics, Management & Financial Markets, 2015, v. 10, n. 4, p. 29

By:

WILSON, LINUS

Publication type:

Article

RISK-RETURN ANALYSIS OF SECTORIAL PORTFOLIOS OF STOCKS.

Published in:

Economics, Management & Financial Markets, 2012, v. 7, n. 3, p. 108

By:

TRIPATI RAO, D.;
MANDIA, JASDEEP;
ANAND, ABHISHEK

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