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Статті в журналах з теми "Optimal portfolio strategy"
Mroua, Mourad, and Fathi Abid. "Portfolio revision and optimal diversification strategy choices." International Journal of Managerial Finance 10, no. 4 (August 26, 2014): 537–64. http://dx.doi.org/10.1108/ijmf-07-2012-0085.
Повний текст джерелаKashif, Muhammad, Francesco Menoncin, and Iqbal Owadally. "Optimal portfolio and spending rules for endowment funds." Review of Quantitative Finance and Accounting 55, no. 2 (November 18, 2019): 671–93. http://dx.doi.org/10.1007/s11156-019-00856-x.
Повний текст джерелаLi, Longqing. "Simulation-Based Optimal Portfolio Selection Strategy—Evidence from Asian Markets." Applied Economics and Finance 5, no. 5 (July 13, 2018): 1. http://dx.doi.org/10.11114/aef.v5i4.3376.
Повний текст джерелаLi, Longqing. "Simulation-Based Optimal Portfolio Selection Strategy—Evidence from Asian Markets." Applied Economics and Finance 5, no. 5 (July 13, 2018): 1. http://dx.doi.org/10.11114/aef.v5i5.3376.
Повний текст джерелаNur Safitri, Indah Nur, Sudradjat Sudradjat, and Eman Lesmana. "STOCK PORTFOLIO ANALYSIS USING MARKOWITZ MODEL." International Journal of Quantitative Research and Modeling 1, no. 1 (February 2, 2020): 47–58. http://dx.doi.org/10.46336/ijqrm.v1i1.6.
Повний текст джерелаDemos, Guilherme, Thomas Pires, and Guilherme Valle Moura. "Rebalanceamento Endógeno para Portfólios de Variância Mínima." Brazilian Review of Finance 13, no. 4 (October 25, 2015): 544. http://dx.doi.org/10.12660/rbfin.v13n4.2015.49112.
Повний текст джерелаGunning, Wade, and Gary van Vuuren. "Optimal omega-ratio portfolio performance constrained by tracking error." Investment Management and Financial Innovations 17, no. 3 (September 29, 2020): 263–80. http://dx.doi.org/10.21511/imfi.17(3).2020.20.
Повний текст джерелаMaslov, Sergei, and Yi-Cheng Zhang. "Optimal Investment Strategy for Risky Assets." International Journal of Theoretical and Applied Finance 01, no. 03 (July 1998): 377–87. http://dx.doi.org/10.1142/s0219024998000217.
Повний текст джерелаMercurio, Peter Joseph, Yuehua Wu, and Hong Xie. "Portfolio Optimization for Binary Options Based on Relative Entropy." Entropy 22, no. 7 (July 9, 2020): 752. http://dx.doi.org/10.3390/e22070752.
Повний текст джерелаZibri, Arben, and Agim Kukeli. "Does GMVP Strategy Reduce Risk? A Global Asset Approach." Journal of Applied Business Research (JABR) 30, no. 6 (October 29, 2014): 1873. http://dx.doi.org/10.19030/jabr.v30i6.8899.
Повний текст джерелаДисертації з теми "Optimal portfolio strategy"
廖智生 and 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.
Повний текст джерелаGabih, Abdelali, and Ralf Wunderlich. "Optimal portfolios with bounded shortfall risks." Universitätsbibliothek Chemnitz, 2004. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200401202.
Повний текст джерелаGabih, Abdelali, Matthias Richter, and Ralf Wunderlich. "Dynamic optimal portfolios benchmarking the stock market." Universitätsbibliothek Chemnitz, 2005. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200501244.
Повний текст джерелаLi, Zejing [Verfasser], and 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.
Повний текст джерелаMatamba, 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.
Повний текст джерелаCommercial 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.
Повний текст джерелаPrezioso, 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.
Повний текст джерелаWheeler, 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.
Повний текст джерелаMtemeri, 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.
Повний текст джерелаEssentially 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/.
Повний текст джерелаКниги з теми "Optimal portfolio strategy"
Golan, Amos. Foundations of Info-Metrics. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780199349524.001.0001.
Повний текст джерелаЧастини книг з теми "Optimal portfolio strategy"
Yan, Guangchen. "Optimal Portfolio Strategy Research Based on Convolutional Neural Network." In 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.
Повний текст джерелаJaffar Sadiq Abdullah, Muhammad, and Norizarina Ishak. "An Optimal Control Approach to Portfolio Diversification on Large Cap Stocks Traded in Tokyo Stock Exchange." In Control Theory in Engineering [Working Title]. IntechOpen, 2022. http://dx.doi.org/10.5772/intechopen.100613.
Повний текст джерелаD. Navas, Raúl, Sónia R. Bentes, and Helena V. G. Navas. "Optimized Portfolios: All Seasons Strategy." In Quality Control in Intelligent Manufacturing [Working Title]. IntechOpen, 2020. http://dx.doi.org/10.5772/intechopen.95122.
Повний текст джерелаLyu, Yiyang, Kangnong Hu, Haonan Xu, and Biao Zhang. "Gold or BTC: The Best Trading Strategy." In Advances in Transdisciplinary Engineering. IOS Press, 2022. http://dx.doi.org/10.3233/atde221051.
Повний текст джерелаDeMiguel, Victor, Lorenzo Garlappi, and Raman Uppal. "Optimal versus Naive Diversification: How Inefficient Is the 1/N Portfolio Strategy?" In Heuristics, 644–64. Oxford University Press, 2011. http://dx.doi.org/10.1093/acprof:oso/9780199744282.003.0034.
Повний текст джерелаSingh, Sarthak, Vedank Goyal, Sarthak Goel, and H. C. Taneja. "Deep Reinforcement Learning Models for Automated Stock Trading." In Advances in Transdisciplinary Engineering. IOS Press, 2022. http://dx.doi.org/10.3233/atde220738.
Повний текст джерелаPanja, Soma, and Dilip Roy. "Risk-Based Selection of Portfolio." In 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.
Повний текст джерелаLestari, S., and 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." In Synergizing Management, Technology and Innovation in Generating Sustainable and Competitive Business Growth, 130–34. Routledge, 2021. http://dx.doi.org/10.1201/9781003138914-23.
Повний текст джерелаSyrris, Vassilis. "Information Technology Portfolio Management." In Strategic Information Technology and Portfolio Management, 118–49. IGI Global, 2009. http://dx.doi.org/10.4018/978-1-59904-687-7.ch007.
Повний текст джерелаMacLeod, Matthew R., Mark Rempel, and Michael L. Roi. "Decision Support for Optimal Use of Joint Training Funds in the Canadian Armed Forces." In 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.
Повний текст джерелаТези доповідей конференцій з теми "Optimal portfolio strategy"
Shi-Qi Ye and Yong Peng. "The optimal strategy of portfolio selection with transaction costs." In Proceedings of 2005 International Conference on Machine Learning and Cybernetics. IEEE, 2005. http://dx.doi.org/10.1109/icmlc.2005.1527544.
Повний текст джерелаHuang, Xiaoxia, and Yuanqiong You. "Optimal Mixed Project and Security Portfolio Selection under Reinvestment Strategy." In 2017 International Conference on Industrial Engineering, Management Science and Application (ICIMSA). IEEE, 2017. http://dx.doi.org/10.1109/icimsa.2017.7985599.
Повний текст джерелаGao, Jianwei. "Optimal Investment Strategy for Merton's Portfolio Optimization Problem under a CEV Model." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5304889.
Повний текст джерелаYanqing Wang. "Intelligent Method for Solving Optimal Strategy of Dynamic Portfolio Selection with Credibility Criterion." In 2006 6th World Congress on Intelligent Control and Automation. IEEE, 2006. http://dx.doi.org/10.1109/wcica.2006.1712983.
Повний текст джерелаLi, 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." In 2020 International Conference on Smart Grids and Energy Systems (SGES). IEEE, 2020. http://dx.doi.org/10.1109/sges51519.2020.00178.
Повний текст джерелаWang, G., X. Ge, K. Li, P. Tao, P. Ren, and F. Wang. "OPTIMAL PORTFOLIO AND BIDDING STRATEGY FOR DER AGGREGATORS PARTICIPATING IN VARIOUS ANCILLARY SERVICES TRANSACTIONS." In The 10th Renewable Power Generation Conference (RPG 2021). Institution of Engineering and Technology, 2021. http://dx.doi.org/10.1049/icp.2021.2301.
Повний текст джерелаYeter, Baran, Yordan Garbatov, and Carlos Guedes Soares. "Optimal Management of Offshore Wind Assets at Different Stages of Life Extension Accounting for Uncertainty Propagation." In 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.
Повний текст джерелаLee, Jinho, Raehyun Kim, Seok-Won Yi, and Jaewoo Kang. "MAPS: Multi-Agent reinforcement learning-based Portfolio management System." In 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.
Повний текст джерелаFeng, Yingchun, Jie Fan, Yu Jiang, Xuesong Li, Tianyu Li, Ciwei Gao, and Tao Chen. "Optimal Trading Strategy of Inter-and Intra-provincial Medium-and Long-term Power Exchange Considering Renewable Portfolio Standard." In 2020 12th IEEE PES Asia-Pacific Power and Energy Engineering Conference (APPEEC). IEEE, 2020. http://dx.doi.org/10.1109/appeec48164.2020.9220555.
Повний текст джерелаWang, Fei, Ge Wang, Xinxin Ge, and Fei Li. "Optimal Portfolio Strategy of DERs for Offering the Flexible Ramping Ancillary Services under High Penetration Distributed PV Scenario." In 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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