Artículos de revistas sobre el tema "Portfolio overlap"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte los 50 mejores artículos de revistas para su investigación sobre el tema "Portfolio overlap".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Explore artículos de revistas sobre una amplia variedad de disciplinas y organice su bibliografía correctamente.
Peswani, Shilpa y Mayank Joshipura. "The volatility effect across size buckets: evidence from the Indian stock market". Investment Management and Financial Innovations 16, n.º 3 (9 de agosto de 2019): 62–75. http://dx.doi.org/10.21511/imfi.16(3).2019.07.
Texto completoPungulescu, Crina. "Using Textual Analysis to Diversify Portfolios". Economics and Finance Letters 9, n.º 1 (15 de junio de 2022): 87–98. http://dx.doi.org/10.18488/29.v9i1.3028.
Texto completoCHI, Guo-tai, Feng CHI y Guang-jun ZHAO. "Optimization Model of Incremental Loan Portfolio based on Risks Overlap of Incremental and Existing Portfolio". Systems Engineering - Theory & Practice 29, n.º 4 (abril de 2009): 1–18. http://dx.doi.org/10.1016/s1874-8651(10)60015-4.
Texto completoVlasenko, Lev, Denys Mykhailyk, Halina Bublei y Viktoriia Ogloblina. "Evaluation Of The Composite Export Similarity Index On The Example Of China". REICE: Revista Electrónica de Investigación en Ciencias Económicas 8, n.º 16 (27 de diciembre de 2020): 135–49. http://dx.doi.org/10.5377/reice.v8i16.10677.
Texto completoDe Clercq, Dirk y Harry J. Sapienza. "When Do Venture Capital Firms Learn from Their Portfolio Companies?" Entrepreneurship Theory and Practice 29, n.º 4 (julio de 2005): 517–35. http://dx.doi.org/10.1111/j.1540-6520.2005.00096.x.
Texto completoAribarg, Anocha y Neeraj Arora. "Research Note—Interbrand Variant Overlap: Impact on Brand Preference and Portfolio Profit". Marketing Science 27, n.º 3 (mayo de 2008): 474–91. http://dx.doi.org/10.1287/mksc.1060.0262.
Texto completoJakl, Jakub. "Impact of Quantitative Easing on Purchased Asset Yields, its Persistency and Overlap". Journal of Central Banking Theory and Practice 6, n.º 2 (1 de mayo de 2017): 77–99. http://dx.doi.org/10.1515/jcbtp-2017-0014.
Texto completoHasserjian, Robert P., Rena Buckstein y Mrinal M. Patnaik. "Navigating Myelodysplastic and Myelodysplastic/Myeloproliferative Overlap Syndromes". American Society of Clinical Oncology Educational Book, n.º 41 (marzo de 2021): 328–50. http://dx.doi.org/10.1200/edbk_320113.
Texto completoAli, Md Hakim, Md Akther Uddin, Mohammad Ashraful Ferdous Chowdhury y Mansur Masih. "Cross-country evidence of Islamic portfolio diversification: are there opportunities in Saudi Arabia?" Managerial Finance 45, n.º 1 (14 de enero de 2019): 36–53. http://dx.doi.org/10.1108/mf-03-2018-0126.
Texto completoLlewellyn, Nicole, Dorothy R. Carter, Deborah DiazGranados, Clara Pelfrey, Latrice Rollins y Eric J. Nehl. "Scope, Influence, and Interdisciplinary Collaboration: The Publication Portfolio of the NIH Clinical and Translational Science Awards (CTSA) Program From 2006 Through 2017". Evaluation & the Health Professions 43, n.º 3 (27 de marzo de 2019): 169–79. http://dx.doi.org/10.1177/0163278719839435.
Texto completoWood, Steve. "Regulatory Constrained Portfolio Restructuring: The US Department Store Industry in the 1990s". Environment and Planning A: Economy and Space 33, n.º 7 (julio de 2001): 1279–304. http://dx.doi.org/10.1068/a33208.
Texto completoFeng, Xunan, Jin Xu, Ying Wang y Chunyan Tang. "The competition effect of new entry on mutual fund incumbents in China". China Finance Review International 7, n.º 1 (20 de febrero de 2017): 98–113. http://dx.doi.org/10.1108/cfri-04-2016-0020.
Texto completoSahabuddin, Mohammad, Md Aminul Islam, Mosab I. Tabash, Md Kausar Alam, Linda Nalini Daniel y Imad Ibraheem Mostafa. "Dynamic Conditional Correlation and Volatility Spillover between Conventional and Islamic Stock Markets: Evidence from Developed and Emerging Countries". Journal of Risk and Financial Management 16, n.º 2 (10 de febrero de 2023): 111. http://dx.doi.org/10.3390/jrfm16020111.
Texto completoSARAL, KUNIKA. "Analyzing the Relationship between Real Estate Investments and Portfolio Diversification". INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, n.º 05 (5 de mayo de 2024): 1–5. http://dx.doi.org/10.55041/ijsrem32966.
Texto completoJoselyn C. Lotiba-Canuela y Michael Anthony Jay B. Regis. "Development of an Interactive Visual Simulator for the Pipelining Concept". Journal of Science, Engineering and Technology (JSET) 6, n.º 1 (28 de diciembre de 2018): 169–76. http://dx.doi.org/10.61569/6be43144.
Texto completoDalton, Russell J. "National/European identities and political alignments". European Union Politics 22, n.º 2 (16 de febrero de 2021): 340–50. http://dx.doi.org/10.1177/1465116521992878.
Texto completoBongiorno, C., D. Challet y G. Loeper. "Filtering time-dependent covariance matrices using time-independent eigenvalues". Journal of Statistical Mechanics: Theory and Experiment 2023, n.º 2 (1 de febrero de 2023): 023402. http://dx.doi.org/10.1088/1742-5468/acb7ed.
Texto completoSehnem, Simone, Andreia Pandolfi y Camila Gomes. "Is sustainability a driver of the circular economy?" Social Responsibility Journal 16, n.º 3 (3 de mayo de 2019): 329–47. http://dx.doi.org/10.1108/srj-06-2018-0146.
Texto completoZhou, Xintong. "From Theory to Practice: Applying the Markowitz Model in Stock Portfolio Management under ESG". International Journal of Global Economics and Management 2, n.º 3 (25 de abril de 2024): 369–85. http://dx.doi.org/10.62051/ijgem.v2n3.44.
Texto completoCONLON, T., H. J. RUSKIN y M. CRANE. "MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES". Advances in Complex Systems 12, n.º 04n05 (agosto de 2009): 439–54. http://dx.doi.org/10.1142/s0219525909002325.
Texto completoTsuji, Chikashi. "Corporate Investment and Portfolio Returns in Japan: A Markov Switching Approach". Journal of Management and Strategy 9, n.º 2 (7 de marzo de 2018): 1. http://dx.doi.org/10.5430/jms.v9n2p1.
Texto completoSuryawati, Baiq Nurul, Laila Wardani, Muttaqillah Muttaqillah y Iwan Kusmayadi. "OPTIMIZING PORTFOLIO RETURN WITH NAÏVE DIVERSIFICATION-BASED MODELLING". JMM UNRAM - MASTER OF MANAGEMENT JOURNAL 10, n.º 1 (23 de marzo de 2021): 15. http://dx.doi.org/10.29303/jmm.v10i1.646.
Texto completoLoncan, Tiago Rodrigues y João Frois Caldeira. "Foreign portfolio capital flows and stock returns: a study of Brazilian listed firms". Estudos Econômicos (São Paulo) 45, n.º 4 (diciembre de 2015): 859–95. http://dx.doi.org/10.1590/0101-416145456tlj.
Texto completoBasudev, Neel. "Dealing with complexity in type 2 diabetes". InnovAiT: Education and inspiration for general practice 12, n.º 6 (2 de abril de 2019): 315–22. http://dx.doi.org/10.1177/1755738019835273.
Texto completoAlmeida, Joana y Raquel M. Gaspar. "Portfolio Performance of European Target Prices". Journal of Risk and Financial Management 16, n.º 8 (25 de julio de 2023): 347. http://dx.doi.org/10.3390/jrfm16080347.
Texto completoTsuji, Chikashi. "Volatility Regime and Equity Portfolio Return: Evidence from Europe". Applied Economics and Finance 5, n.º 3 (3 de marzo de 2018): 1. http://dx.doi.org/10.11114/aef.v5i3.3071.
Texto completoSwales, Jr., George, Michael Swales y Edward Chang. "IPO Portfolio: An Alternative Approach to Higher Returns?" Journal of Finance Issues 6, n.º 1 (30 de junio de 2008): 207–14. http://dx.doi.org/10.58886/jfi.v6i1.2418.
Texto completoMats, Vladyslav. "Hedge performance of different asset classes in varying economic conditions". Radioelectronic and Computer Systems 2024, n.º 1 (28 de febrero de 2024): 217–34. http://dx.doi.org/10.32620/reks.2024.1.17.
Texto completoSahu, Sonal, José Hugo Ochoa Vázquez, Alejandro Fonseca Ramírez y Jong-Min Kim. "Analyzing Portfolio Optimization in Cryptocurrency Markets: A Comparative Study of Short-Term Investment Strategies Using Hourly Data Approach". Journal of Risk and Financial Management 17, n.º 3 (20 de marzo de 2024): 125. http://dx.doi.org/10.3390/jrfm17030125.
Texto completoKovaleski, Fanny, Claudia Tania Picinin y João Luiz Kovaleski. "The Challenges of Technology Transfer in the Industry 4.0 Era Regarding Anthropotechnological Aspects: A Systematic Review". SAGE Open 12, n.º 3 (julio de 2022): 215824402211111. http://dx.doi.org/10.1177/21582440221111104.
Texto completoAbdulhadi Abduljawad, Samah. "Teachers to Learners: Portfolio, please! New Techniques of Portfolio Assessment in ESL Classrooms". International Journal of Learning, Teaching and Educational Research 23, n.º 4 (30 de abril de 2024): 34–51. http://dx.doi.org/10.26803/ijlter.23.4.3.
Texto completoZehir, Emre y Aslı Aybars. "Is there any effect of ESG scores on portfolio performance? Evidence from Europe and Turkey". Journal of Capital Markets Studies 4, n.º 2 (5 de noviembre de 2020): 129–43. http://dx.doi.org/10.1108/jcms-09-2020-0034.
Texto completoZhu, Junyan. "Influence of the Epidemic on the Three-Factor Model's Applicability in the Chinese Stock Market". BCP Business & Management 40 (8 de marzo de 2023): 184–90. http://dx.doi.org/10.54691/bcpbm.v40i.4379.
Texto completoSandu, Diana-Mihaela. "Is There Any Effect of ESG Scores on Portfolio Performance in South Africa?" Proceedings of the International Conference on Business Excellence 17, n.º 1 (1 de julio de 2023): 1807–17. http://dx.doi.org/10.2478/picbe-2023-0160.
Texto completoNayebpur, Hamid y Mohsen Nazem Bokaei. "Portfolio selection with fuzzy synthetic evaluation and genetic algorithm". Engineering Computations 34, n.º 7 (2 de octubre de 2017): 2422–34. http://dx.doi.org/10.1108/ec-03-2017-0084.
Texto completoWang, Shouyu. "Different Models and Their Influences on Portfolio". BCP Business & Management 38 (2 de marzo de 2023): 2577–87. http://dx.doi.org/10.54691/bcpbm.v38i.4141.
Texto completoGhazlane, Imane, Khalid Marnoufi, Jabran Daaif y Bouzekri Touri. "The Relationship between Critical Thinking Skills, Portfolio Models and Academic Achievement of Moroccan Midwifery Students". Journal of Educational and Social Research 12, n.º 5 (2 de septiembre de 2022): 20. http://dx.doi.org/10.36941/jesr-2022-0119.
Texto completoДенисова, Дарья y Dar'ya Denisova. "Research of IT Projects Portfolio Management Models in Cosmetics Retailer". Scientific Research and Development. Russian Journal of Project Management 7, n.º 4 (4 de julio de 2019): 11–22. http://dx.doi.org/10.12737/article_5d1c5d6e9413b4.18825244.
Texto completoPiao, Jinze. "Portfolio Optimization Based on Deep Learning and Factor Constraints". Advances in Economics, Management and Political Sciences 48, n.º 1 (1 de diciembre de 2023): 264–73. http://dx.doi.org/10.54254/2754-1169/48/20230454.
Texto completoGhosh, Satadal y Sujit Kumar Majumdar. "Portfolio Selection Models and Their Discrimination". International Journal of Operations Research and Information Systems 2, n.º 2 (abril de 2011): 65–91. http://dx.doi.org/10.4018/joris.2011040104.
Texto completoRobiyanto, Robiyanto, Bayu Adi Nugroho, Andrian Dolfriandra Huruta, Budi Frensidy y Suyanto Suyanto. "Identifying the Role of Gold on Sustainable Investment in Indonesia: The DCC-GARCH Approach". Economies 9, n.º 3 (24 de agosto de 2021): 119. http://dx.doi.org/10.3390/economies9030119.
Texto completoKale, Jivendra K. y Tee Lim. "Reversing the negative skewness of value portfolios with power-log optimization and options, produces smaller drawdowns and higher risk-adjusted returns". International Journal of Financial Engineering 06, n.º 01 (marzo de 2019): 1950010. http://dx.doi.org/10.1142/s2424786319500105.
Texto completoPrimajati, Gilang. "ANALISIS PORTOFOLIO INVESTASI PADA SAHAM LQ45 DENGAN METODE MEAN VARIAN SATU KONSTRAIN". Jurnal VARIAN 1, n.º 2 (24 de abril de 2018): 22–29. http://dx.doi.org/10.30812/varian.v1i2.68.
Texto completoAnne, Chaitanya, Avdesh Mishra, Md Tamjidul Hoque y Shengru Tu. "Multiclass patent document classification". Artificial Intelligence Research 7, n.º 1 (15 de diciembre de 2017): 1. http://dx.doi.org/10.5430/air.v7n1p1.
Texto completoPoulsen, Turið, Bárður A. Niclasen, Gregor Giebel y Hans Georg Beyer. "Optimization of wind farm portfolios for minimizing overall power fluctuations at selective frequencies – a case study of the Faroe Islands". Wind Energy Science 7, n.º 6 (1 de diciembre de 2022): 2335–50. http://dx.doi.org/10.5194/wes-7-2335-2022.
Texto completoIrhamni, Firly. "Constructing Portfolio Optimization: Analysis in Indonesia Non-Cyclical Industry (Markowitz Approach and Skewness and Kurtosis)". Revista de Gestão Social e Ambiental 18, n.º 5 (21 de marzo de 2024): e05645. http://dx.doi.org/10.24857/rgsa.v18n5-099.
Texto completoGularte, Ana Paula S. y Vitor V. Curtis. "A Model-Based Approach Machine Learning to Scalable Portfolio Selection". International Journal on Cybernetics & Informatics 12, n.º 3 (13 de mayo de 2023): 23–40. http://dx.doi.org/10.5121/ijci.2023.120303.
Texto completoJadevicius, Arvydas. "Real estate portfolios – the case for globally diversified core property funds". Journal of Property Investment & Finance 38, n.º 1 (4 de noviembre de 2019): 82–86. http://dx.doi.org/10.1108/jpif-09-2019-0123.
Texto completoTofade, Toyin S., John N. Hedrick, Stephen C. Dedrick y Stephen M. Caiola. "Evaluation of Pharmacist Continuing Professional Development Portfolios". Journal of Pharmacy Practice 26, n.º 3 (6 de agosto de 2012): 237–47. http://dx.doi.org/10.1177/0897190012452311.
Texto completoPritchard, Adrian. "It’s not just cricket – the portfolios of the English/Welsh cricket teams". Sport, Business and Management: An International Journal 6, n.º 1 (14 de marzo de 2016): 19–35. http://dx.doi.org/10.1108/sbm-11-2013-0042.
Texto completo