Works matching DE "PORTFOLIO management (Investments)"
Results: 5000
Forecasting Stock–Bond Correlation.
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- Journal of Portfolio Management, 2025, v. 51, n. 5, p. 134, doi. 10.3905/jpm.2025.1.677
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- Article
Subjective Distributions for Tactical Asset Allocation.
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- Journal of Portfolio Management, 2025, v. 51, n. 5, p. 122, doi. 10.3905/jpm.2024.1.650
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- Article
Tax-Aware Portfolio Construction: A Multi-Asset Approach.
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- Journal of Portfolio Management, 2025, v. 51, n. 5, p. 64, doi. 10.3905/jpm.2025.51.5.064
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- Article
MACHINE LEARNING-BASED CLASSIFICATION FOR SELECTION OF SMART SCHOLARSHIP FEE AMOUNTS IN THE CAPITAL CITY.
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- Cerdika : Jurnal Ilmiah Indonesia, 2025, v. 5, n. 2, p. 515
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- Article
Equilibrium strategies for collective DC pension plans with a delayed retirement under 4/2 stochastic volatility model: Equilibrium strategies for collective DC pension plans...: L. Zhang et al.
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- Computational & Applied Mathematics, 2025, v. 44, n. 3, p. 1, doi. 10.1007/s40314-025-03133-x
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- Article
МИСТЕЦТВОЗНАВЧИЙ АНАЛІЗ АУКЦІОНУ CONTEMPORARY DISCOVERIES: (АУКЦІОННИЙ ДІМ SOTHEBY'S, 2022).
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- National Academy of Managerial Staff of Culture & Arts Herald / Vìsnik Deržavnoï Akademìï Kerìvnih Kadrìv Kulʹturi ì Mistectv, 2024, n. 4, p. 189
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- Article
Leveraging ChatGPT for enhanced stock selection and portfolio optimization.
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- Neural Computing & Applications, 2025, v. 37, n. 8, p. 6163, doi. 10.1007/s00521-024-10928-2
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- Article
Stock price modelling of indonesian banks: Forecasting modelling.
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- Journal of Dynamics & Games, 2025, v. 12, n. 3, p. 1, doi. 10.3934/jdg.2024032
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- Article
Distributionally robust sparse portfolio selection.
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- Mathematical Foundations of Computing, 2025, v. 8, n. 3, p. 1, doi. 10.3934/mfc.2023052
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- Article
Portfolio Optimization with Prediction-Based Return Using Long Short-Term Memory Neural Networks: Testing on Upward and Downward European Markets.
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- Computational Economics, 2025, v. 65, n. 3, p. 1479, doi. 10.1007/s10614-024-10604-6
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- Article
Prediction and Allocation of Stocks, Bonds, and REITs in the US Market.
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- Computational Economics, 2025, v. 65, n. 3, p. 1191, doi. 10.1007/s10614-024-10589-2
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- Article
Randomized signature methods in optimal portfolio selection.
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- Quantitative Finance, 2025, v. 25, n. 2, p. 197, doi. 10.1080/14697688.2025.2458613
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- Article
Special Issue on XXIV Workshop on Quantitative Finance.
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- Quantitative Finance, 2025, v. 25, n. 2, p. 161, doi. 10.1080/14697688.2025.2461887
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- Article
Asset and Factor Risk Budgeting: a balanced approach.
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- Quantitative Finance, 2025, v. 25, n. 2, p. 181, doi. 10.1080/14697688.2024.2435627
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- Article
Portfolio and reinsurance optimization under unknown market price of risk.
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- Quantitative Finance, 2025, v. 25, n. 2, p. 217, doi. 10.1080/14697688.2024.2384392
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- Article
A KRASNOSELSKII-MANN PROXIMITY ALGORITHM FOR MARKOWITZ PORTFOLIOS WITH ADAPTIVE EXPECTED RETURN LEVEL.
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- International Journal of Numerical Analysis & Modeling, 2025, v. 22, n. 1, p. 113, doi. 10.4208/ijnam2025-1006
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- Article
La finance à impact: Éclairage sur les pratiques d'une société française de gestion d'actifs solidaires.
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- Entreprise & Société, 2024, n. 15, p. 105
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- Article
Employing behavioural portfolio theory for sustainable investment: Examining drawdown risks and ESG factors.
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- Investment Analysts Journal, 2025, v. 54, n. 1, p. 110, doi. 10.1080/10293523.2024.2375818
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- Article
From portfolio optimization to quantum blockchain and security: a systematic review of quantum computing in finance.
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- Financial Innovation, 2025, v. 11, n. 1, p. 1, doi. 10.1186/s40854-025-00751-6
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- Article
Optimizing Investment Portfolios with Bacterial Foraging and Robust Risk Management.
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- Algorithms, 2025, v. 18, n. 2, p. 109, doi. 10.3390/a18020109
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- Article
UNRAVELING FINANCIAL MARKET DYNAMICS: THE APPLICATION OF FRACTAL THEORY IN FINANCIAL TIME SERIES ANALYSIS.
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- Fractals, 2025, v. 33, n. 1, p. 1, doi. 10.1142/S0218348X25500173
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- Article
FRACTAL ANALYSIS IN ALTERNATIVE INVESTMENTS: UNVEILING DYNAMICS AND DIVERSIFICATION BENEFITS.
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- Fractals, 2025, v. 33, n. 1, p. 1, doi. 10.1142/S0218348X25500124
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- Article
OWNERSHIP STRUCTURE AND THE RISK-RETURN PROFILES OF JAPANESE STOCKS.
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- Corporate Ownership & Control, 2009, v. 7, n. 1, p. 9
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- Article
DO PORTFOLIO MANAGERS IN SOUTH AFRICA CONSIDER HUMAN BEHAVIOUR ISSUES WHEN MAKING INVESTMENT DECISIONS OR ADVISING CLIENTS?
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- Corporate Ownership & Control, 2009, v. 6, n. 3, p. 126
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- Article
Investing in Emerging Markets.
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- Journal of Corporate Citizenship, 2012, n. 48, p. 75, doi. 10.9774/GLEAF.4700.2012.wi.00008
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- Article
Mainstream or Daydream?: The Future for Responsible Investing.
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- Journal of Corporate Citizenship, 2009, n. 33, p. 47, doi. 10.9774/GLEAF.4700.2009.sp.00008
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- Article
Por qué los mercados financieros son tan ineficientes y explotadores, y una propuesta de solución.
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- 2010
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- Abstract
Jim Kennedy.
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- Tax Executive, 2017, v. 69, n. 1, p. 16
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- Article
Supplemental TEI Recommendations on Foreign Account Tax Compliance Act.
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- Tax Executive, 2011, v. 63, n. 5, p. 363
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- Article
The Point of No Return? Interest Groups, School Board Elections, and the Sustainment of the Portfolio Management Model in Post-Katrina New Orleans.
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- Teachers College Record, 2018, v. 120, n. 7, p. 1, doi. 10.1177/016146811812000707
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- Article
Long-Term Skewness and Systemic Risk.
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- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 437, doi. 10.1093/jjfinec/nbr002
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- Article
Portfolio Selection with Estimation Risk: A Test-Based Approach.
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- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 164, doi. 10.1093/jjfinec/nbr008
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- Article
Forecast Precision and Portfolio Performance.
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- Journal of Financial Econometrics, 2010, v. 8, n. 3, p. 265, doi. 10.1093/jjfinec/nbq018
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- Article
Identification of Factor Models for Forecasting Returns.
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- Journal of Financial Econometrics, 2005, v. 3, n. 2, p. 256, doi. 10.1093/jjfinec/nbi011
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- Article
Evaluating Interest Rate Covariance Models Within a Value-at-Risk Framework.
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- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 126, doi. 10.1093/jjfinec/nbi005
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- Article
Portfolio Diversification Effects of Downside Risk.
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- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 107, doi. 10.1093/jjfinec/nbi004
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- Article
Least Squares Predictions and Mean-Variance Analysis.
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- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 56, doi. 10.1093/jjfinec/nbi002
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- Article
Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk.
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- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 37, doi. 10.1093/jjfinec/nbi001
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- Article
NON-ADDITIVITY IN PORTFOLIOS OF EXPLORATION ACTIVITIES: A REAL OPTIONS-BASED ANALYSIS OF EQUITY ALLIANCES IN BIOTECHNOLOGY.
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 2004, v. 25, n. 11, p. 1045, doi. 10.1002/smj.414
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- Article
It takes two to tango: A regime-switching analysis of the correlation dynamics between the mainland Chinese and Hong Kong stock markets.
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- Scottish Journal of Political Economy, 2016, v. 63, n. 1, p. 41, doi. 10.1111/sjpe.12110
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- Article
Slower Growth and Vulnerability to Recession: Updating China's Global Impact.
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- Scottish Journal of Political Economy, 2016, v. 63, n. 1, p. 66, doi. 10.1111/sjpe.12111
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- Article
Implications of Shifting Retail Market Shares for Loan Monitoring in a Dominant-Bank Model.
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- Scottish Journal of Political Economy, 2013, v. 60, n. 3, p. 291, doi. 10.1111/sjpe.12012
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- Article
DO WOMEN MANAGE SMALLER FUNDS?
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- Scottish Journal of Political Economy, 2011, v. 58, n. 1, p. 107, doi. 10.1111/j.1467-9485.2010.00537.x
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- Article
PENSION FUNDING IN A UNIONIZED ECONOMY.
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- Scottish Journal of Political Economy, 2009, v. 56, n. 2, p. 213, doi. 10.1111/j.1467-9485.2009.00481.x
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- Article
BACKGROUND RISK AND UNIVERSITY ENDOWMENT FUNDS.
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- Review of Economics & Statistics, 2012, v. 94, n. 3, p. 789, doi. 10.1162/REST_a_00180
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- Article
HOUSEHOLD PORTFOLIOS AND IMPLICIT RISK PREFERENCE.
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- Review of Economics & Statistics, 2011, v. 93, n. 4, p. 1235, doi. 10.1162/REST_a_00138
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- Article
OPTIMAL PORTFOLIO CHOICE UNDER LOSS AVERSION.
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- Review of Economics & Statistics, 2004, v. 86, n. 4, p. 973, doi. 10.1162/0034653043125167
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- Article
Are Daily Cross-border Equity Flows Pushed or Pulled?
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- Review of Economics & Statistics, 2004, v. 86, n. 3, p. 641, doi. 10.1162/0034653041811725
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- Article
UNDERSTANDING THE EQUITY HOME BIAS: EVIDENCE FROM SURVEY DATA.
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- Review of Economics & Statistics, 2003, v. 85, n. 2, p. 307, doi. 10.1162/003465303765299837
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- Article
STRUCTURAL MODELS OF THE LIQUIDITY EFFECT.
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- Review of Economics & Statistics, 1998, v. 80, n. 2, p. 202, doi. 10.1162/003465398557456
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- Article