Artículos de revistas sobre el tema "Portfolio"
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Micán, Camilo, Gabriela Fernandes y Madalena Araújo. "Disclosing the Tacit Links between Risk and Success in Organizational Development Project Portfolios". Sustainability 14, n.º 9 (26 de abril de 2022): 5235. http://dx.doi.org/10.3390/su14095235.
Texto completoNisani, Doron. "Portfolio selection using the Riskiness Index". Studies in Economics and Finance 35, n.º 2 (4 de junio de 2018): 330–39. http://dx.doi.org/10.1108/sef-03-2017-0058.
Texto completoWu, Liyun, Muneeb Ahmad, Salman Ali Qureshi, Kashif Raza y Yousaf Ali Khan. "An analysis of machine learning risk factors and risk parity portfolio optimization". PLOS ONE 17, n.º 9 (26 de septiembre de 2022): e0272521. http://dx.doi.org/10.1371/journal.pone.0272521.
Texto completoYan, Kuan. "Approaching Portfolio Optimization through Empirical Examination". BCP Business & Management 21 (20 de julio de 2022): 63–66. http://dx.doi.org/10.54691/bcpbm.v21i.1177.
Texto completoTamara, Dewi y Grigory Ryabtsev. "VALUE-AT-RISK (VAR) APPLICATION AT HYPOTHETICAL PORTFOLIOS IN JAKARTA ISLAMIC INDEX". Journal of Applied Finance & Accounting 3, n.º 2 (30 de junio de 2011): 153–80. http://dx.doi.org/10.21512/jafa.v3i2.168.
Texto completoRomano, Tom. "Portfolio on Portfolios". English Education 29, n.º 3 (1 de octubre de 1997): 158–72. http://dx.doi.org/10.58680/ee19973711.
Texto completoLevchenko, Valentyna y Myroslav Ostapenko. "Formation of the optimal portfolio of insurer’s services of the voluntary types of insurance". Insurance Markets and Companies 7, n.º 1 (18 de noviembre de 2016): 45–51. http://dx.doi.org/10.21511/imc.7(1).2016.05.
Texto completoBerouaga, Younes, Cherif El Msiyah y Jaouad Madkour. "Portfolio Optimization Using Minimum Spanning Tree Model in the Moroccan Stock Exchange Market". International Journal of Financial Studies 11, n.º 2 (23 de marzo de 2023): 53. http://dx.doi.org/10.3390/ijfs11020053.
Texto completoFaisal Hasan Shoman, Hasanain y Mustafa Muneer Isma'eel. "Hedging an Efficient Portfolio against Expected Inflation Risk: An Applied Research in the Iraq Stock Exchange". Journal of Economics and Administrative Sciences 30, n.º 140 (30 de abril de 2024): 104–35. http://dx.doi.org/10.33095/6dt08n85.
Texto completoTarczyński, Waldemar. "Different Variants of Fundamental Portfolio". Folia Oeconomica Stetinensia 14, n.º 1 (1 de junio de 2014): 47–62. http://dx.doi.org/10.2478/foli-2014-0104.
Texto completoYang, Hyunjun, Hyeonjun Park y Kyungjae Lee. "A Selective Portfolio Management Algorithm with Off-Policy Reinforcement Learning Using Dirichlet Distribution". Axioms 11, n.º 12 (23 de noviembre de 2022): 664. http://dx.doi.org/10.3390/axioms11120664.
Texto completoJayeola, Dare, Zulhaimy Ismail y Suliadi Firdaus Sufahani. "Effects of diversification of assets in optimizing risk of portfolio". Malaysian Journal of Fundamental and Applied Sciences 13, n.º 4 (26 de diciembre de 2017): 584–87. http://dx.doi.org/10.11113/mjfas.v0n0.567.
Texto completoFamara Badji, Cherif, Cristiane Benetti y Renato Guimaraes. "Diversification Benefits of European REIT, Equities and Bonds". New Challenges in Accounting and Finance 6 (noviembre de 2021): 31–49. http://dx.doi.org/10.32038/ncaf.2021.06.03.
Texto completoGiemza, Dawid. "Ranking of optimal stock portfolios determined on the basis of expected utility maximization criterion". Journal of Economics and Management 43 (2021): 154–78. http://dx.doi.org/10.22367/jem.2021.43.08.
Texto completoChandavar, Vanita, Komal Gadade y Sagar Patil. "Risk-return Analysis and Portfolio Construction of S&P BSE-30 Listed Companies". MUDRA: Journal of Finance and Accounting 9, n.º 2 (2022): 39–59. http://dx.doi.org/10.17492/jpi.mudra.v9i2.922203.
Texto completoYu-Hsiang (John) Huang, Yu-Ju (Tony) Tu, Troy J. Strader, Michael J. Shaw y Ramanath (Ram) Subramanyam. "Selecting the Most Desirable IT Portfolio Under Various Risk Tolerance Levels". Information Resources Management Journal 32, n.º 4 (octubre de 2019): 1–19. http://dx.doi.org/10.4018/irmj.2019100101.
Texto completoMatar, Ali. "Does Portfolio’s Beta in Financial Market Affected by Diversification? Evidence from Amman Stock Exchange". International Journal of Business and Management 11, n.º 11 (26 de octubre de 2016): 101. http://dx.doi.org/10.5539/ijbm.v11n11p101.
Texto completoCui, Han, Yu Ping Tong y Yue Ming Hou. "The Application of E-Portfolios in Designing Alternative Assessment System for Foreign Language Education". Advanced Materials Research 591-593 (noviembre de 2012): 2341–44. http://dx.doi.org/10.4028/www.scientific.net/amr.591-593.2341.
Texto completoŠirůček, Martin y Lukáš Křen. "Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market". Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 63, n.º 4 (2015): 1375–86. http://dx.doi.org/10.11118/actaun201563041375.
Texto completoKaczmarek, Krzysztof, Ludmila Dymova y Pavel Sevastjanov. "A Simple View on the Interval and Fuzzy Portfolio Selection Problems". Entropy 22, n.º 9 (25 de agosto de 2020): 932. http://dx.doi.org/10.3390/e22090932.
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 completoMulyono, Gharyni Nurkhair, Deni Saepudin y Aniq Atiqi Rohmawati. "Portfolio Optimization Based on Return Prediction and Semi Absolute Deviation (SAD)". International Journal on Information and Communication Technology (IJoICT) 9, n.º 1 (18 de junio de 2023): 14–26. http://dx.doi.org/10.21108/ijoict.v9i1.698.
Texto completoZiane, Mohammed, Chillali Sara, Belhabib Fatima, Chillali Abdelhakim y Karim EL MOUTAOUAKIL. "Portfolio selection problem: main knowledge and models (A systematic review)". Statistics, Optimization & Information Computing 12, n.º 3 (21 de febrero de 2024): 799–816. http://dx.doi.org/10.19139/soic-2310-5070-1961.
Texto completoMercurio, Peter Joseph, Yuehua Wu y Hong Xie. "Option Portfolio Selection with Generalized Entropic Portfolio Optimization". Entropy 22, n.º 8 (22 de julio de 2020): 805. http://dx.doi.org/10.3390/e22080805.
Texto completoLiu, Dong. "Portfolio Optimization for Industries in Chinas A-shares Market". Advances in Economics, Management and Political Sciences 4, n.º 1 (21 de marzo de 2023): 572–79. http://dx.doi.org/10.54254/2754-1169/4/2022959.
Texto completoWang, Lijuan y Chunyan He. "Review of Research on Portfolios in ESL/EFL Context". English Language Teaching 13, n.º 12 (26 de noviembre de 2020): 76. http://dx.doi.org/10.5539/elt.v13n12p76.
Texto completoBoloș, Marcel-Ioan, Ioana-Alexandra Bradea y Camelia Delcea. "Neutrosophic Portfolios of Financial Assets. Minimizing the Risk of Neutrosophic Portfolios". Mathematics 7, n.º 11 (3 de noviembre de 2019): 1046. http://dx.doi.org/10.3390/math7111046.
Texto completoShon, Jin Gon. "A Study on e-Portfolio Standardization". Journal of Lifelong Learning Society 7, n.º 2 (31 de agosto de 2011): 137–56. http://dx.doi.org/10.26857/jlls.2011.08.7.2.137.
Texto completoCloutier, Richard y Alan C. Mikkelson. "The effect of absolute return strategies on risk-factor diversification and portfolio performance". Investment Management and Financial Innovations 20, n.º 3 (3 de agosto de 2023): 91–101. http://dx.doi.org/10.21511/imfi.20(3).2023.08.
Texto completoShon, Jin Gon. "e-Portfolio Standardization for Sustainable Learning Communities". Asian Association of Open Universities Journal 6, n.º 1 (1 de septiembre de 2011): 32–42. http://dx.doi.org/10.1108/aaouj-06-01-2011-b004.
Texto completoHsieh, Heng-Hsing. "A Review of Performance Evaluation Measures for Actively-Managed Portfolios". Journal of Economics and Behavioral Studies 5, n.º 12 (30 de diciembre de 2013): 815–24. http://dx.doi.org/10.22610/jebs.v5i12.455.
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 completoKhan, Ameer Tamoor, Xinwei Cao, Bolin Liao y Adam Francis. "Bio-Inspired Machine Learning for Distributed Confidential Multi-Portfolio Selection Problem". Biomimetics 7, n.º 3 (29 de agosto de 2022): 124. http://dx.doi.org/10.3390/biomimetics7030124.
Texto completoWillim, Andre Prasetya. "Analisis Komparatif Tingkat Pengembalian Value Stocks dan Growth Stocks di Bursa Efek Indonesia". Jurnal Pasar Modal dan Bisnis 1, n.º 1 (30 de agosto de 2019): 13–22. http://dx.doi.org/10.37194/jpmb.v1i1.8.
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 completoHausner, Jan Frederick y Gary van Vuuren. "Portfolio performance under tracking error and benchmark volatility constraints". Journal of Economics, Finance and Administrative Science 26, n.º 51 (7 de junio de 2021): 94–111. http://dx.doi.org/10.1108/jefas-06-2019-0099.
Texto completoLi, Lin. "Selecting Portfolios Directly Using Recurrent Reinforcement Learning (Student Abstract)". Proceedings of the AAAI Conference on Artificial Intelligence 34, n.º 10 (3 de abril de 2020): 13857–58. http://dx.doi.org/10.1609/aaai.v34i10.7201.
Texto completoLi, Yanru. "Portfolio Optimization for Several Industries among the U.S. Stock Market". BCP Business & Management 38 (2 de marzo de 2023): 1523–29. http://dx.doi.org/10.54691/bcpbm.v38i.3927.
Texto completoZoričić, Davor, Denis Dolinar y Zrinka Lovretin Golubić. "Factor-Based Optimization of a Fundamentally-Weighted Portfolio in the Illiquid and Undeveloped Stock Market". Journal of Risk and Financial Management 13, n.º 12 (1 de diciembre de 2020): 302. http://dx.doi.org/10.3390/jrfm13120302.
Texto completoAl-Nator, Mohammed S. y Sofya V. Al-Nator. "OPTIMAL PORTFOLIO SELECTION WITH FIXED COMMISSION". EKONOMIKA I UPRAVLENIE: PROBLEMY, RESHENIYA 4/2, n.º 145 (2024): 144–51. http://dx.doi.org/10.36871/ek.up.p.r.2024.04.02.017.
Texto completoAliu, Florin, Artor Nuhiu, Besnik Krasniqi y Fisnik Aliu. "Modeling the Optimal Portfolio: the Case of the Largest European Stock Exchanges". Comparative Economic Research. Central and Eastern Europe 23, n.º 2 (30 de junio de 2020): 41–51. http://dx.doi.org/10.18778/1508-2008.23.11.
Texto completoGubu, La, Dedi Rosadi y Abdurakhman Abdurakhman. "Pembentukan Portofolio Saham Menggunakan Klastering Time Series K-Medoid dengan Ukuran Jarak Dynamic Time Warping". Jurnal Aplikasi Statistika & Komputasi Statistik 13, n.º 2 (31 de diciembre de 2021): 35–46. http://dx.doi.org/10.34123/jurnalasks.v13i2.295.
Texto completoWhite, Edward M. "The Scoring of Writing Portfolios: Phase 2". College Composition & Communication 56, n.º 4 (1 de junio de 2005): 581–600. http://dx.doi.org/10.58680/ccc20054823.
Texto completoGao, Wenxiang. "Portfolio Optimization Based on U.S. Stock". Advances in Economics, Management and Political Sciences 59, n.º 1 (5 de enero de 2024): 258–64. http://dx.doi.org/10.54254/2754-1169/59/20231130.
Texto completoRubesam, Alexandre y André Lomonaco Beltrame. "Carteiras de Variância Mínima no Brasil". Brazilian Review of Finance 11, n.º 1 (30 de mayo de 2013): 81. http://dx.doi.org/10.12660/rbfin.v11n1.2013.5830.
Texto completoLuo, Nan. "Optimized Portfolio Structured by 5 Stock Indexes". Advances in Economics, Management and Political Sciences 24, n.º 1 (13 de septiembre de 2023): 13–19. http://dx.doi.org/10.54254/2754-1169/24/20230406.
Texto completoJi, Xinyue. "Comparison of Portfolio Optimizations under Markowitz Model in Technology Sector and Financial Services Sector". Highlights in Business, Economics and Management 24 (22 de enero de 2024): 1194–202. http://dx.doi.org/10.54097/32f00f69.
Texto completoPrakash, A. Arun. "A Study on Comparison of Index Returns and Returns of Portfolio Created Using Equal Weight Age Index Method". International Journal of Advances in Management and Economics 9, n.º 2 (28 de febrero de 2020): 28–31. http://dx.doi.org/10.31270/ijame/v09/i02/2020/3.
Texto completoZhu, Hongbing y Lihua Yang. "portfolio: A command for conducting portfolio analysis in Stata". Stata Journal: Promoting communications on statistics and Stata 22, n.º 4 (diciembre de 2022): 941–57. http://dx.doi.org/10.1177/1536867x221141021.
Texto completoSimonian, Joseph. "Policy Portfolios and Portfolio Characteristics". Journal of Portfolio Management 46, n.º 1 (12 de septiembre de 2019): 52–59. http://dx.doi.org/10.3905/jpm.2019.1.108.
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