Literatura académica sobre el tema "Optimal portfolio strategy"
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Artículos de revistas sobre el tema "Optimal portfolio strategy"
Mroua, Mourad y Fathi Abid. "Portfolio revision and optimal diversification strategy choices". International Journal of Managerial Finance 10, n.º 4 (26 de agosto de 2014): 537–64. http://dx.doi.org/10.1108/ijmf-07-2012-0085.
Texto completoKashif, Muhammad, Francesco Menoncin y Iqbal Owadally. "Optimal portfolio and spending rules for endowment funds". Review of Quantitative Finance and Accounting 55, n.º 2 (18 de noviembre de 2019): 671–93. http://dx.doi.org/10.1007/s11156-019-00856-x.
Texto completoLi, Longqing. "Simulation-Based Optimal Portfolio Selection Strategy—Evidence from Asian Markets". Applied Economics and Finance 5, n.º 5 (13 de julio de 2018): 1. http://dx.doi.org/10.11114/aef.v5i4.3376.
Texto completoLi, Longqing. "Simulation-Based Optimal Portfolio Selection Strategy—Evidence from Asian Markets". Applied Economics and Finance 5, n.º 5 (13 de julio de 2018): 1. http://dx.doi.org/10.11114/aef.v5i5.3376.
Texto completoNur Safitri, Indah Nur, Sudradjat Sudradjat y Eman Lesmana. "STOCK PORTFOLIO ANALYSIS USING MARKOWITZ MODEL". International Journal of Quantitative Research and Modeling 1, n.º 1 (2 de febrero de 2020): 47–58. http://dx.doi.org/10.46336/ijqrm.v1i1.6.
Texto completoDemos, Guilherme, Thomas Pires y Guilherme Valle Moura. "Rebalanceamento Endógeno para Portfólios de Variância Mínima". Brazilian Review of Finance 13, n.º 4 (25 de octubre de 2015): 544. http://dx.doi.org/10.12660/rbfin.v13n4.2015.49112.
Texto completoGunning, Wade y Gary van Vuuren. "Optimal omega-ratio portfolio performance constrained by tracking error". Investment Management and Financial Innovations 17, n.º 3 (29 de septiembre de 2020): 263–80. http://dx.doi.org/10.21511/imfi.17(3).2020.20.
Texto completoMaslov, Sergei y Yi-Cheng Zhang. "Optimal Investment Strategy for Risky Assets". International Journal of Theoretical and Applied Finance 01, n.º 03 (julio de 1998): 377–87. http://dx.doi.org/10.1142/s0219024998000217.
Texto completoMercurio, Peter Joseph, Yuehua Wu y Hong Xie. "Portfolio Optimization for Binary Options Based on Relative Entropy". Entropy 22, n.º 7 (9 de julio de 2020): 752. http://dx.doi.org/10.3390/e22070752.
Texto completoZibri, Arben y Agim Kukeli. "Does GMVP Strategy Reduce Risk? A Global Asset Approach". Journal of Applied Business Research (JABR) 30, n.º 6 (29 de octubre de 2014): 1873. http://dx.doi.org/10.19030/jabr.v30i6.8899.
Texto completoTesis sobre el tema "Optimal portfolio strategy"
廖智生 y Chi-sang Liu. "A study of optimal investment strategy for insurance portfolio". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2003. http://hub.hku.hk/bib/B31227636.
Texto completoGabih, Abdelali y Ralf Wunderlich. "Optimal portfolios with bounded shortfall risks". Universitätsbibliothek Chemnitz, 2004. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200401202.
Texto completoGabih, Abdelali, Matthias Richter y Ralf Wunderlich. "Dynamic optimal portfolios benchmarking the stock market". Universitätsbibliothek Chemnitz, 2005. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200501244.
Texto completoLi, Zejing [Verfasser] y N. [Akademischer Betreuer] Bäuerle. "Optimal Portfolios in Wishart Models and Effects of Discrete Rebalancing on Portfolio Distribution and Strategy Selection / Zejing Li. Betreuer: N. Bäuerle". Karlsruhe : KIT-Bibliothek, 2012. http://d-nb.info/1033351482/34.
Texto completoMatamba, Itani. "Estimating the cost of deposit insurance for a commercial bank following an optimal investment strategy". University of Western Cape, 2020. http://hdl.handle.net/11394/7845.
Texto completoCommercial banks play a dominant role in facilitating the economic growth of a country by acting as an intermediary between the de cit spending unit (borrowers) and the surplus spending unit (lenders). In particular, they transform short-term deposits into medium and long-term loans. Due to their important role in the economy and the nancial system as a whole, commercial banks are subject to high regulation standards in most countries. According to an international set of capital standards known as the Basel Accords, banks are required to hold a minimum level of capital as a bu er to protect their depositors and the nancial market in an event of severe unexpected losses caused by nancial risk. Moreover, government regulators aim to maintain public con dence and trust in the banking system through the use of a deposit insurance scheme (DIS). Deposit insurance (DI) has the e ect of eliminating mass withdrawals of deposits in an event of a bank failure. However, DI comes at a cost. The insuring agent is tasked with estimating a fairly priced premium that the bank should be charged for DI.
Ramkrishnan, Karthik. "Optimal Investment Strategy for Energy Performance Improvements in Existing Buildings". Thesis, Georgia Institute of Technology, 2007. http://hdl.handle.net/1853/19855.
Texto completoPrezioso, Luca. "Financial risk sources and optimal strategies in jump-diffusion frameworks". Doctoral thesis, Università degli studi di Trento, 2020. http://hdl.handle.net/11572/254880.
Texto completoWheeler, Douglas J. "Contributing factors to optimal project portfolio selection". Thesis, Queensland University of Technology, 2013. https://eprints.qut.edu.au/61988/2/Douglas_Wheeler_Thesis.pdf.
Texto completoMtemeri, Nyika. "A model of pension portfolios with salary and surplus process". Thesis, University of the Western Cape, 2010. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_2931_1364203235.
Texto completoEssentially this project report is a discussion of mathematical modelling in pension funds, presenting sections from Cairns, A.J.D., Blake, D., Dowd, K., Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans, Journal of Economic Dynamics and Control, Volume 30, Issue 2006, Pages 843-877, with added details and background material in order to demonstrate the mathematical methods. In the investigation of the management of the investment portfolio, we only use one risky asset together with a bond and cash as other assets in a 
continuous time framework. The particular model is very much designed according to the members&rsquo
preference and then the funds are invested by the fund manager in the financial market. At the end, we are going to show various simulations of these models. Our methods include stochastic control for utility maximisation among others. The optimisation problem entails the optimal 
investment portfolio to maximise a certain power utility function. We use MATLAB and MAPLE programming languages to generate results in the form of graphs and tables
Kacelenga, Evans. "Towards an optimal product portfolio of liquid fuels for the Malawi energy market : development of a strategic framework for enhancing pathways of ethanol production and use". Thesis, University of Bolton, 2017. http://ubir.bolton.ac.uk/2001/.
Texto completoLibros sobre el tema "Optimal portfolio strategy"
Golan, Amos. Foundations of Info-Metrics. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780199349524.001.0001.
Texto completoCapítulos de libros sobre el tema "Optimal portfolio strategy"
Yan, Guangchen. "Optimal Portfolio Strategy Research Based on Convolutional Neural Network". En Atlantis Highlights in Intelligent Systems, 664–70. Dordrecht: Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-010-7_68.
Texto completoJaffar Sadiq Abdullah, Muhammad y Norizarina Ishak. "An Optimal Control Approach to Portfolio Diversification on Large Cap Stocks Traded in Tokyo Stock Exchange". En Control Theory in Engineering [Working Title]. IntechOpen, 2022. http://dx.doi.org/10.5772/intechopen.100613.
Texto completoD. Navas, Raúl, Sónia R. Bentes y Helena V. G. Navas. "Optimized Portfolios: All Seasons Strategy". En Quality Control in Intelligent Manufacturing [Working Title]. IntechOpen, 2020. http://dx.doi.org/10.5772/intechopen.95122.
Texto completoLyu, Yiyang, Kangnong Hu, Haonan Xu y Biao Zhang. "Gold or BTC: The Best Trading Strategy". En Advances in Transdisciplinary Engineering. IOS Press, 2022. http://dx.doi.org/10.3233/atde221051.
Texto completoDeMiguel, Victor, Lorenzo Garlappi y Raman Uppal. "Optimal versus Naive Diversification: How Inefficient Is the 1/N Portfolio Strategy?" En Heuristics, 644–64. Oxford University Press, 2011. http://dx.doi.org/10.1093/acprof:oso/9780199744282.003.0034.
Texto completoSingh, Sarthak, Vedank Goyal, Sarthak Goel y H. C. Taneja. "Deep Reinforcement Learning Models for Automated Stock Trading". En Advances in Transdisciplinary Engineering. IOS Press, 2022. http://dx.doi.org/10.3233/atde220738.
Texto completoPanja, Soma y Dilip Roy. "Risk-Based Selection of Portfolio". En Handbook of Research on Strategic Business Infrastructure Development and Contemporary Issues in Finance, 222–37. IGI Global, 2014. http://dx.doi.org/10.4018/978-1-4666-5154-8.ch016.
Texto completoLestari, S. y D. Rahadian. "Optimal stock portfolio establishment using PEG and Tobin’s Q ratio with active and passive strategy approach in JKLQ45 index 2013–2018 period". En Synergizing Management, Technology and Innovation in Generating Sustainable and Competitive Business Growth, 130–34. Routledge, 2021. http://dx.doi.org/10.1201/9781003138914-23.
Texto completoSyrris, Vassilis. "Information Technology Portfolio Management". En Strategic Information Technology and Portfolio Management, 118–49. IGI Global, 2009. http://dx.doi.org/10.4018/978-1-59904-687-7.ch007.
Texto completoMacLeod, Matthew R., Mark Rempel y Michael L. Roi. "Decision Support for Optimal Use of Joint Training Funds in the Canadian Armed Forces". En Analytics, Operations, and Strategic Decision Making in the Public Sector, 255–76. IGI Global, 2019. http://dx.doi.org/10.4018/978-1-5225-7591-7.ch012.
Texto completoActas de conferencias sobre el tema "Optimal portfolio strategy"
Shi-Qi Ye y Yong Peng. "The optimal strategy of portfolio selection with transaction costs". En Proceedings of 2005 International Conference on Machine Learning and Cybernetics. IEEE, 2005. http://dx.doi.org/10.1109/icmlc.2005.1527544.
Texto completoHuang, Xiaoxia y Yuanqiong You. "Optimal Mixed Project and Security Portfolio Selection under Reinvestment Strategy". En 2017 International Conference on Industrial Engineering, Management Science and Application (ICIMSA). IEEE, 2017. http://dx.doi.org/10.1109/icimsa.2017.7985599.
Texto completoGao, Jianwei. "Optimal Investment Strategy for Merton's Portfolio Optimization Problem under a CEV Model". En 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5304889.
Texto completoYanqing Wang. "Intelligent Method for Solving Optimal Strategy of Dynamic Portfolio Selection with Credibility Criterion". En 2006 6th World Congress on Intelligent Control and Automation. IEEE, 2006. http://dx.doi.org/10.1109/wcica.2006.1712983.
Texto completoLi, Jincheng, Xinyi Liu, Yicheng Jiang, Haiwei Xie, Chuan He, Kai Wang, Hailong Jiang et al. "Optimal Investment Strategy for Thermal Generation Companies Based on Portfolio Theory under RPS". En 2020 International Conference on Smart Grids and Energy Systems (SGES). IEEE, 2020. http://dx.doi.org/10.1109/sges51519.2020.00178.
Texto completoWang, G., X. Ge, K. Li, P. Tao, P. Ren y F. Wang. "OPTIMAL PORTFOLIO AND BIDDING STRATEGY FOR DER AGGREGATORS PARTICIPATING IN VARIOUS ANCILLARY SERVICES TRANSACTIONS". En The 10th Renewable Power Generation Conference (RPG 2021). Institution of Engineering and Technology, 2021. http://dx.doi.org/10.1049/icp.2021.2301.
Texto completoYeter, Baran, Yordan Garbatov y Carlos Guedes Soares. "Optimal Management of Offshore Wind Assets at Different Stages of Life Extension Accounting for Uncertainty Propagation". En ASME 2022 41st International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2022. http://dx.doi.org/10.1115/omae2022-78185.
Texto completoLee, Jinho, Raehyun Kim, Seok-Won Yi y Jaewoo Kang. "MAPS: Multi-Agent reinforcement learning-based Portfolio management System." En Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. California: International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/623.
Texto completoFeng, Yingchun, Jie Fan, Yu Jiang, Xuesong Li, Tianyu Li, Ciwei Gao y Tao Chen. "Optimal Trading Strategy of Inter-and Intra-provincial Medium-and Long-term Power Exchange Considering Renewable Portfolio Standard". En 2020 12th IEEE PES Asia-Pacific Power and Energy Engineering Conference (APPEEC). IEEE, 2020. http://dx.doi.org/10.1109/appeec48164.2020.9220555.
Texto completoWang, Fei, Ge Wang, Xinxin Ge y Fei Li. "Optimal Portfolio Strategy of DERs for Offering the Flexible Ramping Ancillary Services under High Penetration Distributed PV Scenario". En 2022 IEEE/IAS Industrial and Commercial Power System Asia (I&CPS Asia). IEEE, 2022. http://dx.doi.org/10.1109/icpsasia55496.2022.9949666.
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