Artículos de revistas sobre el tema "Optimal portfolio strategy"
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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 completoKoné, N’Golo. "Regularized Maximum Diversification Investment Strategy". Econometrics 9, n.º 1 (29 de diciembre de 2020): 1. http://dx.doi.org/10.3390/econometrics9010001.
Texto completoDeng, Liurui, Lan Yang y Bolin Ma. "Research on the Multi-Period Optimal Fee of the Money Manager Under Cumulative Prospect Theory". Business and Management Studies 1, n.º 2 (21 de agosto de 2019): 29. http://dx.doi.org/10.11114/bms.v5i3.4468.
Texto completoYu, Xing, Hongguo Sun y Guohua Chen. "The Fuzzy Optimal Portfolio Strategy with Options". Advanced Science Letters 7, n.º 1 (30 de marzo de 2012): 594–96. http://dx.doi.org/10.1166/asl.2012.2662.
Texto completoNugroho, Sulistyo Adi, Tony Irawan SE MappEc y Ir Aruddy, Msi. "Portfolio Analysis Using the Single Index Method in the COVID-19 Pandemic Period". International Journal of Research and Review 8, n.º 6 (29 de junio de 2021): 215–25. http://dx.doi.org/10.52403/ijrr.20210626.
Texto completoCai, Zhiqing, Yuting Ding, Wanning Du, Yilong Hou, Yilin Zhang y Yifang Zhao. "Portfolio Investment Strategy Based on Markowitz Model and Single Index Model". BCP Business & Management 26 (19 de septiembre de 2022): 981–94. http://dx.doi.org/10.54691/bcpbm.v26i.2060.
Texto completoPandey, Manas. "Application of Markowitz model in analysing risk and return a case study of BSE stock". Risk Governance and Control: Financial Markets and Institutions 2, n.º 1 (2012): 7–15. http://dx.doi.org/10.22495/rgcv2i1art1.
Texto completoDeng, Liurui, Lan Yang y Bolin Ma. "Multi-period Investment Strategies with Transaction Costs Under Cumulative Prospect Theory". Applied Finance and Accounting 5, n.º 2 (15 de agosto de 2019): 53. http://dx.doi.org/10.11114/afa.v5i2.4432.
Texto completoNKEKI, CHARLES I. "OPTIMAL INVESTMENT STRATEGY WITH DIVIDEND PAYING AND PROPORTIONAL TRANSACTION COSTS". Annals of Financial Economics 13, n.º 01 (marzo de 2018): 1850001. http://dx.doi.org/10.1142/s201049521850001x.
Texto completoZhang, Peng y Hui Li Wang. "The Optimization on the Expected Utility Portfolio Selection Model without Short Sales". Advanced Materials Research 225-226 (abril de 2011): 1071–74. http://dx.doi.org/10.4028/www.scientific.net/amr.225-226.1071.
Texto completoHamma, Wajdi, Bassem Salhi, Ahmed Ghorbel y Anis Jarboui. "Conditional dependence structure between oil prices and international stock markets". International Journal of Energy Sector Management 14, n.º 2 (31 de julio de 2019): 439–67. http://dx.doi.org/10.1108/ijesm-04-2019-0010.
Texto completoGRINEVA, NATALIA. "DYNAMIC OPTIMIZATION OF THE INVESTMENT PORTFOLIO MANAGEMENT TRAJECTORY". Economic Problems and Legal Practice 17, n.º 3 (28 de junio de 2021): 73–77. http://dx.doi.org/10.33693/2541-8025-2021-17-3-73-77.
Texto completoShen, Weiwei, Bin Wang, Jian Pu y Jun Wang. "The Kelly Growth Optimal Portfolio with Ensemble Learning". Proceedings of the AAAI Conference on Artificial Intelligence 33 (17 de julio de 2019): 1134–41. http://dx.doi.org/10.1609/aaai.v33i01.33011134.
Texto completoMroua, Mourad, Fathi Abid y Wing Keung Wong. "Optimal diversification, stochastic dominance, and sampling error". American Journal of Business 32, n.º 1 (3 de abril de 2017): 58–79. http://dx.doi.org/10.1108/ajb-04-2015-0014.
Texto completoLiu, Yufang, Wei-Guo Zhang, Rongda Chen y Junhui Fu. "Hedging Long-Term Exposures of a Well-Diversified Portfolio with Short-Term Stock Index Futures Contracts". Mathematical Problems in Engineering 2014 (2014): 1–13. http://dx.doi.org/10.1155/2014/843240.
Texto completoNkeki, Charles I. "Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows". Journal of Mathematical Finance 03, n.º 01 (2013): 130–37. http://dx.doi.org/10.4236/jmf.2013.31012.
Texto completoYang, Zhaoji (George) y Liang Zhong. "Towards optimal portfolio strategy to control maximum drawdown". China Finance Review International 3, n.º 2 (10 de mayo de 2013): 131–63. http://dx.doi.org/10.1108/20441391311330582.
Texto completoIvanović, Zoran. "The strategy of financial investments in securities". Tourism and hospitality management 4, n.º 2 (diciembre de 1998): 351–72. http://dx.doi.org/10.20867/thm.4.2.10.
Texto completoХудяков y S. Khudyakov. "Investment portfolio strategy formation (multiobjective optimization)". Economics of the Firm 2, n.º 1 (19 de marzo de 2013): 0. http://dx.doi.org/10.12737/303.
Texto completoFaias, José Afonso y Pedro Santa-Clara. "Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing". Journal of Financial and Quantitative Analysis 52, n.º 1 (febrero de 2017): 277–303. http://dx.doi.org/10.1017/s0022109016000831.
Texto completoSTRADI, BENITO y EMMANUEL HAVEN. "OPTIMAL INVESTMENT STRATEGY VIA INTERVAL ARITHMETIC". International Journal of Theoretical and Applied Finance 08, n.º 02 (marzo de 2005): 185–206. http://dx.doi.org/10.1142/s0219024905002962.
Texto completoPratama, Yoga Yudha, Isni Andriana y H. M. A. Rasyid HS Umrie. "The Analysis of Optimal Stock-Bond Portfolio Strategy: Empirical Study in LQ 45 Index Companies and Government Bonds Listed on Indonesia Stock Exchange". JURNAL MANAJEMEN DAN BISNIS SRIWIJAYA 18, n.º 3 (20 de enero de 2021): 145–60. http://dx.doi.org/10.29259/jmbs.v18i3.12642.
Texto completoLI, ZHONG-FEI, KAI W. NG, KEN SENG TAN y HAILIANG YANG. "OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION". International Journal of Theoretical and Applied Finance 09, n.º 06 (septiembre de 2006): 951–66. http://dx.doi.org/10.1142/s0219024906003883.
Texto completoZagaglia, Paolo. "International diversification for portfolios of European fixed-income mutual funds". Managerial Finance 43, n.º 2 (13 de febrero de 2017): 242–62. http://dx.doi.org/10.1108/mf-01-2015-0026.
Texto completoGAVRISHCHAKA, VALERIY V. "BOOSTING-BASED FRAMEWORK FOR PORTFOLIO STRATEGY DISCOVERY AND OPTIMIZATION". New Mathematics and Natural Computation 02, n.º 03 (noviembre de 2006): 315–30. http://dx.doi.org/10.1142/s1793005706000506.
Texto completoYu, Xiaojian, Siyu Xie y Weijun Xu. "Optimal Portfolio Strategy under Rolling Economic Maximum Drawdown Constraints". Mathematical Problems in Engineering 2014 (2014): 1–11. http://dx.doi.org/10.1155/2014/787943.
Texto completoBodnar, Taras, Mathias Lindholm, Erik Thorsén y Joanna Tyrcha. "Quantile-based optimal portfolio selection". Computational Management Science 18, n.º 3 (2 de abril de 2021): 299–324. http://dx.doi.org/10.1007/s10287-021-00395-8.
Texto completoDESMETTRE, SASCHA, RALF KORN y FRANK THOMAS SEIFRIED. "LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS". International Journal of Theoretical and Applied Finance 18, n.º 01 (febrero de 2015): 1550004. http://dx.doi.org/10.1142/s0219024915500041.
Texto completoMajdoub, Jihed y Haykel Hamdi. "Optimal option portfolio hedging strategy with non-Gaussian fluctuations". International Journal of Entrepreneurship and Small Business 39, n.º 1/2 (2020): 27. http://dx.doi.org/10.1504/ijesb.2020.10025916.
Texto completoHamdi, Haykel y Jihed Majdoub. "Optimal option portfolio hedging strategy with non-Gaussian fluctuations". International Journal of Entrepreneurship and Small Business 39, n.º 1/2 (2020): 27. http://dx.doi.org/10.1504/ijesb.2020.104240.
Texto completoSENGUPTA, JATI K. "Mixed strategy and information theory in optimal portfolio choice". International Journal of Systems Science 20, n.º 2 (febrero de 1989): 215–27. http://dx.doi.org/10.1080/00207728908910121.
Texto completoAhmadi, Abdollah, Mansour Charwand y Jamshid Aghaei. "Risk-constrained optimal strategy for retailer forward contract portfolio". International Journal of Electrical Power & Energy Systems 53 (diciembre de 2013): 704–13. http://dx.doi.org/10.1016/j.ijepes.2013.05.051.
Texto completoPratiwi, Ariani Dian, Idqan Fahmi y Rifki Ismal. "Optimal Hajj Funds Management by Islamic Bank". ETIKONOMI 18, n.º 2 (22 de septiembre de 2019): 303–14. http://dx.doi.org/10.15408/etk.v18i2.10938.
Texto completoT, Vorkut, Bilonoh O, Petunin A, Tretynychenko Y, Kharuta V y Chechet A. "PROJECT PORTFOLIOS OPTIMISATION OF COLLECTIVE STRATEGIES IMPLEMENTATION IN SUPPLY CHAIN NETWORKS". National Transport University Bulletin 1, n.º 48 (2021): 44–62. http://dx.doi.org/10.33744/2308-6645-2021-1-48-044-062.
Texto completoT, Vorkut, Bilonoh O, Petunin A, Tretynychenko Y, Kharuta V y Chechet A. "PROJECT PORTFOLIOS OPTIMISATION OF COLLECTIVE STRATEGIES IMPLEMENTATION IN SUPPLY CHAIN NETWORKS". National Transport University Bulletin 1, n.º 48 (2021): 44–62. http://dx.doi.org/10.33744/2308-6645-2021-1-48-044-062.
Texto completoSheng, Jiliang, Jian Wang y Jun Yang. "Regret Theory and Equilibrium Asset Prices". Mathematical Problems in Engineering 2014 (2014): 1–7. http://dx.doi.org/10.1155/2014/912652.
Texto completoLefebvre, William, Grégoire Loeper y Huyên Pham. "Mean-Variance Portfolio Selection with Tracking Error Penalization". Mathematics 8, n.º 11 (1 de noviembre de 2020): 1915. http://dx.doi.org/10.3390/math8111915.
Texto completoGhaemi Asl, Mahdi y Muhammad Mahdi Rashidi. "Dynamic diversification benefits of Sukuk and conventional bonds for the financial performance of MENA region companies: empirical evidence from COVID-19 pandemic period". Journal of Islamic Accounting and Business Research 12, n.º 7 (4 de agosto de 2021): 979–99. http://dx.doi.org/10.1108/jiabr-09-2020-0306.
Texto completoBakurova, Anna, Hanna Ropalo y Elina Tereschenko. "Modeling of complex diversification for centralized pharmacy network". E3S Web of Conferences 166 (2020): 09003. http://dx.doi.org/10.1051/e3sconf/202016609003.
Texto completoFajri, Salman, Tony Irawan y Trias Andati. "THE STUDY OF MARKET TIMING IMPLEMENTATION IN INDONESIAN STOCK MARKET". Jurnal Manajemen Indonesia 19, n.º 2 (30 de agosto de 2019): 176. http://dx.doi.org/10.25124/jmi.v19i2.1641.
Texto completoVIGNA, ELENA. "ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION". International Journal of Theoretical and Applied Finance 23, n.º 06 (septiembre de 2020): 2050042. http://dx.doi.org/10.1142/s0219024920500429.
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