Artykuły w czasopismach na temat „Portfolio overlap”
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Peswani, Shilpa, i Mayank Joshipura. "The volatility effect across size buckets: evidence from the Indian stock market". Investment Management and Financial Innovations 16, nr 3 (9.08.2019): 62–75. http://dx.doi.org/10.21511/imfi.16(3).2019.07.
Pełny tekst źródłaPungulescu, Crina. "Using Textual Analysis to Diversify Portfolios". Economics and Finance Letters 9, nr 1 (15.06.2022): 87–98. http://dx.doi.org/10.18488/29.v9i1.3028.
Pełny tekst źródłaCHI, Guo-tai, Feng CHI i Guang-jun ZHAO. "Optimization Model of Incremental Loan Portfolio based on Risks Overlap of Incremental and Existing Portfolio". Systems Engineering - Theory & Practice 29, nr 4 (kwiecień 2009): 1–18. http://dx.doi.org/10.1016/s1874-8651(10)60015-4.
Pełny tekst źródłaVlasenko, Lev, Denys Mykhailyk, Halina Bublei i Viktoriia Ogloblina. "Evaluation Of The Composite Export Similarity Index On The Example Of China". REICE: Revista Electrónica de Investigación en Ciencias Económicas 8, nr 16 (27.12.2020): 135–49. http://dx.doi.org/10.5377/reice.v8i16.10677.
Pełny tekst źródłaDe Clercq, Dirk, i Harry J. Sapienza. "When Do Venture Capital Firms Learn from Their Portfolio Companies?" Entrepreneurship Theory and Practice 29, nr 4 (lipiec 2005): 517–35. http://dx.doi.org/10.1111/j.1540-6520.2005.00096.x.
Pełny tekst źródłaAribarg, Anocha, i Neeraj Arora. "Research Note—Interbrand Variant Overlap: Impact on Brand Preference and Portfolio Profit". Marketing Science 27, nr 3 (maj 2008): 474–91. http://dx.doi.org/10.1287/mksc.1060.0262.
Pełny tekst źródłaJakl, Jakub. "Impact of Quantitative Easing on Purchased Asset Yields, its Persistency and Overlap". Journal of Central Banking Theory and Practice 6, nr 2 (1.05.2017): 77–99. http://dx.doi.org/10.1515/jcbtp-2017-0014.
Pełny tekst źródłaHasserjian, Robert P., Rena Buckstein i Mrinal M. Patnaik. "Navigating Myelodysplastic and Myelodysplastic/Myeloproliferative Overlap Syndromes". American Society of Clinical Oncology Educational Book, nr 41 (marzec 2021): 328–50. http://dx.doi.org/10.1200/edbk_320113.
Pełny tekst źródłaAli, Md Hakim, Md Akther Uddin, Mohammad Ashraful Ferdous Chowdhury i Mansur Masih. "Cross-country evidence of Islamic portfolio diversification: are there opportunities in Saudi Arabia?" Managerial Finance 45, nr 1 (14.01.2019): 36–53. http://dx.doi.org/10.1108/mf-03-2018-0126.
Pełny tekst źródłaLlewellyn, Nicole, Dorothy R. Carter, Deborah DiazGranados, Clara Pelfrey, Latrice Rollins i 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, nr 3 (27.03.2019): 169–79. http://dx.doi.org/10.1177/0163278719839435.
Pełny tekst źródłaWood, Steve. "Regulatory Constrained Portfolio Restructuring: The US Department Store Industry in the 1990s". Environment and Planning A: Economy and Space 33, nr 7 (lipiec 2001): 1279–304. http://dx.doi.org/10.1068/a33208.
Pełny tekst źródłaFeng, Xunan, Jin Xu, Ying Wang i Chunyan Tang. "The competition effect of new entry on mutual fund incumbents in China". China Finance Review International 7, nr 1 (20.02.2017): 98–113. http://dx.doi.org/10.1108/cfri-04-2016-0020.
Pełny tekst źródłaSahabuddin, Mohammad, Md Aminul Islam, Mosab I. Tabash, Md Kausar Alam, Linda Nalini Daniel i 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, nr 2 (10.02.2023): 111. http://dx.doi.org/10.3390/jrfm16020111.
Pełny tekst źródłaSARAL, KUNIKA. "Analyzing the Relationship between Real Estate Investments and Portfolio Diversification". INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, nr 05 (5.05.2024): 1–5. http://dx.doi.org/10.55041/ijsrem32966.
Pełny tekst źródłaJoselyn C. Lotiba-Canuela i Michael Anthony Jay B. Regis. "Development of an Interactive Visual Simulator for the Pipelining Concept". Journal of Science, Engineering and Technology (JSET) 6, nr 1 (28.12.2018): 169–76. http://dx.doi.org/10.61569/6be43144.
Pełny tekst źródłaDalton, Russell J. "National/European identities and political alignments". European Union Politics 22, nr 2 (16.02.2021): 340–50. http://dx.doi.org/10.1177/1465116521992878.
Pełny tekst źródłaBongiorno, C., D. Challet i G. Loeper. "Filtering time-dependent covariance matrices using time-independent eigenvalues". Journal of Statistical Mechanics: Theory and Experiment 2023, nr 2 (1.02.2023): 023402. http://dx.doi.org/10.1088/1742-5468/acb7ed.
Pełny tekst źródłaSehnem, Simone, Andreia Pandolfi i Camila Gomes. "Is sustainability a driver of the circular economy?" Social Responsibility Journal 16, nr 3 (3.05.2019): 329–47. http://dx.doi.org/10.1108/srj-06-2018-0146.
Pełny tekst źródłaZhou, Xintong. "From Theory to Practice: Applying the Markowitz Model in Stock Portfolio Management under ESG". International Journal of Global Economics and Management 2, nr 3 (25.04.2024): 369–85. http://dx.doi.org/10.62051/ijgem.v2n3.44.
Pełny tekst źródłaCONLON, T., H. J. RUSKIN i M. CRANE. "MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES". Advances in Complex Systems 12, nr 04n05 (sierpień 2009): 439–54. http://dx.doi.org/10.1142/s0219525909002325.
Pełny tekst źródłaTsuji, Chikashi. "Corporate Investment and Portfolio Returns in Japan: A Markov Switching Approach". Journal of Management and Strategy 9, nr 2 (7.03.2018): 1. http://dx.doi.org/10.5430/jms.v9n2p1.
Pełny tekst źródłaSuryawati, Baiq Nurul, Laila Wardani, Muttaqillah Muttaqillah i Iwan Kusmayadi. "OPTIMIZING PORTFOLIO RETURN WITH NAÏVE DIVERSIFICATION-BASED MODELLING". JMM UNRAM - MASTER OF MANAGEMENT JOURNAL 10, nr 1 (23.03.2021): 15. http://dx.doi.org/10.29303/jmm.v10i1.646.
Pełny tekst źródłaLoncan, Tiago Rodrigues, i João Frois Caldeira. "Foreign portfolio capital flows and stock returns: a study of Brazilian listed firms". Estudos Econômicos (São Paulo) 45, nr 4 (grudzień 2015): 859–95. http://dx.doi.org/10.1590/0101-416145456tlj.
Pełny tekst źródłaBasudev, Neel. "Dealing with complexity in type 2 diabetes". InnovAiT: Education and inspiration for general practice 12, nr 6 (2.04.2019): 315–22. http://dx.doi.org/10.1177/1755738019835273.
Pełny tekst źródłaAlmeida, Joana, i Raquel M. Gaspar. "Portfolio Performance of European Target Prices". Journal of Risk and Financial Management 16, nr 8 (25.07.2023): 347. http://dx.doi.org/10.3390/jrfm16080347.
Pełny tekst źródłaTsuji, Chikashi. "Volatility Regime and Equity Portfolio Return: Evidence from Europe". Applied Economics and Finance 5, nr 3 (3.03.2018): 1. http://dx.doi.org/10.11114/aef.v5i3.3071.
Pełny tekst źródłaSwales, Jr., George, Michael Swales i Edward Chang. "IPO Portfolio: An Alternative Approach to Higher Returns?" Journal of Finance Issues 6, nr 1 (30.06.2008): 207–14. http://dx.doi.org/10.58886/jfi.v6i1.2418.
Pełny tekst źródłaMats, Vladyslav. "Hedge performance of different asset classes in varying economic conditions". Radioelectronic and Computer Systems 2024, nr 1 (28.02.2024): 217–34. http://dx.doi.org/10.32620/reks.2024.1.17.
Pełny tekst źródłaSahu, Sonal, José Hugo Ochoa Vázquez, Alejandro Fonseca Ramírez i 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, nr 3 (20.03.2024): 125. http://dx.doi.org/10.3390/jrfm17030125.
Pełny tekst źródłaKovaleski, Fanny, Claudia Tania Picinin i João Luiz Kovaleski. "The Challenges of Technology Transfer in the Industry 4.0 Era Regarding Anthropotechnological Aspects: A Systematic Review". SAGE Open 12, nr 3 (lipiec 2022): 215824402211111. http://dx.doi.org/10.1177/21582440221111104.
Pełny tekst źródłaAbdulhadi Abduljawad, Samah. "Teachers to Learners: Portfolio, please! New Techniques of Portfolio Assessment in ESL Classrooms". International Journal of Learning, Teaching and Educational Research 23, nr 4 (30.04.2024): 34–51. http://dx.doi.org/10.26803/ijlter.23.4.3.
Pełny tekst źródłaZehir, Emre, i Aslı Aybars. "Is there any effect of ESG scores on portfolio performance? Evidence from Europe and Turkey". Journal of Capital Markets Studies 4, nr 2 (5.11.2020): 129–43. http://dx.doi.org/10.1108/jcms-09-2020-0034.
Pełny tekst źródłaZhu, Junyan. "Influence of the Epidemic on the Three-Factor Model's Applicability in the Chinese Stock Market". BCP Business & Management 40 (8.03.2023): 184–90. http://dx.doi.org/10.54691/bcpbm.v40i.4379.
Pełny tekst źródłaSandu, Diana-Mihaela. "Is There Any Effect of ESG Scores on Portfolio Performance in South Africa?" Proceedings of the International Conference on Business Excellence 17, nr 1 (1.07.2023): 1807–17. http://dx.doi.org/10.2478/picbe-2023-0160.
Pełny tekst źródłaNayebpur, Hamid, i Mohsen Nazem Bokaei. "Portfolio selection with fuzzy synthetic evaluation and genetic algorithm". Engineering Computations 34, nr 7 (2.10.2017): 2422–34. http://dx.doi.org/10.1108/ec-03-2017-0084.
Pełny tekst źródłaWang, Shouyu. "Different Models and Their Influences on Portfolio". BCP Business & Management 38 (2.03.2023): 2577–87. http://dx.doi.org/10.54691/bcpbm.v38i.4141.
Pełny tekst źródłaGhazlane, Imane, Khalid Marnoufi, Jabran Daaif i Bouzekri Touri. "The Relationship between Critical Thinking Skills, Portfolio Models and Academic Achievement of Moroccan Midwifery Students". Journal of Educational and Social Research 12, nr 5 (2.09.2022): 20. http://dx.doi.org/10.36941/jesr-2022-0119.
Pełny tekst źródłaДенисова, Дарья, i Dar'ya Denisova. "Research of IT Projects Portfolio Management Models in Cosmetics Retailer". Scientific Research and Development. Russian Journal of Project Management 7, nr 4 (4.07.2019): 11–22. http://dx.doi.org/10.12737/article_5d1c5d6e9413b4.18825244.
Pełny tekst źródłaPiao, Jinze. "Portfolio Optimization Based on Deep Learning and Factor Constraints". Advances in Economics, Management and Political Sciences 48, nr 1 (1.12.2023): 264–73. http://dx.doi.org/10.54254/2754-1169/48/20230454.
Pełny tekst źródłaGhosh, Satadal, i Sujit Kumar Majumdar. "Portfolio Selection Models and Their Discrimination". International Journal of Operations Research and Information Systems 2, nr 2 (kwiecień 2011): 65–91. http://dx.doi.org/10.4018/joris.2011040104.
Pełny tekst źródłaRobiyanto, Robiyanto, Bayu Adi Nugroho, Andrian Dolfriandra Huruta, Budi Frensidy i Suyanto Suyanto. "Identifying the Role of Gold on Sustainable Investment in Indonesia: The DCC-GARCH Approach". Economies 9, nr 3 (24.08.2021): 119. http://dx.doi.org/10.3390/economies9030119.
Pełny tekst źródłaKale, Jivendra K., i 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, nr 01 (marzec 2019): 1950010. http://dx.doi.org/10.1142/s2424786319500105.
Pełny tekst źródłaPrimajati, Gilang. "ANALISIS PORTOFOLIO INVESTASI PADA SAHAM LQ45 DENGAN METODE MEAN VARIAN SATU KONSTRAIN". Jurnal VARIAN 1, nr 2 (24.04.2018): 22–29. http://dx.doi.org/10.30812/varian.v1i2.68.
Pełny tekst źródłaAnne, Chaitanya, Avdesh Mishra, Md Tamjidul Hoque i Shengru Tu. "Multiclass patent document classification". Artificial Intelligence Research 7, nr 1 (15.12.2017): 1. http://dx.doi.org/10.5430/air.v7n1p1.
Pełny tekst źródłaPoulsen, Turið, Bárður A. Niclasen, Gregor Giebel i 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, nr 6 (1.12.2022): 2335–50. http://dx.doi.org/10.5194/wes-7-2335-2022.
Pełny tekst źródłaIrhamni, Firly. "Constructing Portfolio Optimization: Analysis in Indonesia Non-Cyclical Industry (Markowitz Approach and Skewness and Kurtosis)". Revista de Gestão Social e Ambiental 18, nr 5 (21.03.2024): e05645. http://dx.doi.org/10.24857/rgsa.v18n5-099.
Pełny tekst źródłaGularte, Ana Paula S., i Vitor V. Curtis. "A Model-Based Approach Machine Learning to Scalable Portfolio Selection". International Journal on Cybernetics & Informatics 12, nr 3 (13.05.2023): 23–40. http://dx.doi.org/10.5121/ijci.2023.120303.
Pełny tekst źródłaJadevicius, Arvydas. "Real estate portfolios – the case for globally diversified core property funds". Journal of Property Investment & Finance 38, nr 1 (4.11.2019): 82–86. http://dx.doi.org/10.1108/jpif-09-2019-0123.
Pełny tekst źródłaTofade, Toyin S., John N. Hedrick, Stephen C. Dedrick i Stephen M. Caiola. "Evaluation of Pharmacist Continuing Professional Development Portfolios". Journal of Pharmacy Practice 26, nr 3 (6.08.2012): 237–47. http://dx.doi.org/10.1177/0897190012452311.
Pełny tekst źródłaPritchard, Adrian. "It’s not just cricket – the portfolios of the English/Welsh cricket teams". Sport, Business and Management: An International Journal 6, nr 1 (14.03.2016): 19–35. http://dx.doi.org/10.1108/sbm-11-2013-0042.
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