Статті в журналах з теми "Portfolio"
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Micán, Camilo, Gabriela Fernandes, and Madalena Araújo. "Disclosing the Tacit Links between Risk and Success in Organizational Development Project Portfolios." Sustainability 14, no. 9 (April 26, 2022): 5235. http://dx.doi.org/10.3390/su14095235.
Повний текст джерелаNisani, Doron. "Portfolio selection using the Riskiness Index." Studies in Economics and Finance 35, no. 2 (June 4, 2018): 330–39. http://dx.doi.org/10.1108/sef-03-2017-0058.
Повний текст джерелаWu, Liyun, Muneeb Ahmad, Salman Ali Qureshi, Kashif Raza, and Yousaf Ali Khan. "An analysis of machine learning risk factors and risk parity portfolio optimization." PLOS ONE 17, no. 9 (September 26, 2022): e0272521. http://dx.doi.org/10.1371/journal.pone.0272521.
Повний текст джерелаYan, Kuan. "Approaching Portfolio Optimization through Empirical Examination." BCP Business & Management 21 (July 20, 2022): 63–66. http://dx.doi.org/10.54691/bcpbm.v21i.1177.
Повний текст джерелаTamara, Dewi, and Grigory Ryabtsev. "VALUE-AT-RISK (VAR) APPLICATION AT HYPOTHETICAL PORTFOLIOS IN JAKARTA ISLAMIC INDEX." Journal of Applied Finance & Accounting 3, no. 2 (June 30, 2011): 153–80. http://dx.doi.org/10.21512/jafa.v3i2.168.
Повний текст джерелаRomano, Tom. "Portfolio on Portfolios." English Education 29, no. 3 (October 1, 1997): 158–72. http://dx.doi.org/10.58680/ee19973711.
Повний текст джерелаLevchenko, Valentyna, and Myroslav Ostapenko. "Formation of the optimal portfolio of insurer’s services of the voluntary types of insurance." Insurance Markets and Companies 7, no. 1 (November 18, 2016): 45–51. http://dx.doi.org/10.21511/imc.7(1).2016.05.
Повний текст джерелаBerouaga, Younes, Cherif El Msiyah, and Jaouad Madkour. "Portfolio Optimization Using Minimum Spanning Tree Model in the Moroccan Stock Exchange Market." International Journal of Financial Studies 11, no. 2 (March 23, 2023): 53. http://dx.doi.org/10.3390/ijfs11020053.
Повний текст джерелаFaisal Hasan Shoman, Hasanain, and 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, no. 140 (April 30, 2024): 104–35. http://dx.doi.org/10.33095/6dt08n85.
Повний текст джерелаTarczyński, Waldemar. "Different Variants of Fundamental Portfolio." Folia Oeconomica Stetinensia 14, no. 1 (June 1, 2014): 47–62. http://dx.doi.org/10.2478/foli-2014-0104.
Повний текст джерелаYang, Hyunjun, Hyeonjun Park, and Kyungjae Lee. "A Selective Portfolio Management Algorithm with Off-Policy Reinforcement Learning Using Dirichlet Distribution." Axioms 11, no. 12 (November 23, 2022): 664. http://dx.doi.org/10.3390/axioms11120664.
Повний текст джерелаJayeola, Dare, Zulhaimy Ismail, and Suliadi Firdaus Sufahani. "Effects of diversification of assets in optimizing risk of portfolio." Malaysian Journal of Fundamental and Applied Sciences 13, no. 4 (December 26, 2017): 584–87. http://dx.doi.org/10.11113/mjfas.v0n0.567.
Повний текст джерелаFamara Badji, Cherif, Cristiane Benetti, and Renato Guimaraes. "Diversification Benefits of European REIT, Equities and Bonds." New Challenges in Accounting and Finance 6 (November 2021): 31–49. http://dx.doi.org/10.32038/ncaf.2021.06.03.
Повний текст джерелаGiemza, 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.
Повний текст джерелаChandavar, Vanita, Komal Gadade, and Sagar Patil. "Risk-return Analysis and Portfolio Construction of S&P BSE-30 Listed Companies." MUDRA: Journal of Finance and Accounting 9, no. 2 (2022): 39–59. http://dx.doi.org/10.17492/jpi.mudra.v9i2.922203.
Повний текст джерелаYu-Hsiang (John) Huang, Yu-Ju (Tony) Tu, Troy J. Strader, Michael J. Shaw, and Ramanath (Ram) Subramanyam. "Selecting the Most Desirable IT Portfolio Under Various Risk Tolerance Levels." Information Resources Management Journal 32, no. 4 (October 2019): 1–19. http://dx.doi.org/10.4018/irmj.2019100101.
Повний текст джерелаMatar, Ali. "Does Portfolio’s Beta in Financial Market Affected by Diversification? Evidence from Amman Stock Exchange." International Journal of Business and Management 11, no. 11 (October 26, 2016): 101. http://dx.doi.org/10.5539/ijbm.v11n11p101.
Повний текст джерелаCui, Han, Yu Ping Tong, and Yue Ming Hou. "The Application of E-Portfolios in Designing Alternative Assessment System for Foreign Language Education." Advanced Materials Research 591-593 (November 2012): 2341–44. http://dx.doi.org/10.4028/www.scientific.net/amr.591-593.2341.
Повний текст джерелаŠirůček, Martin, and Lukáš Křen. "Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 63, no. 4 (2015): 1375–86. http://dx.doi.org/10.11118/actaun201563041375.
Повний текст джерелаKaczmarek, Krzysztof, Ludmila Dymova, and Pavel Sevastjanov. "A Simple View on the Interval and Fuzzy Portfolio Selection Problems." Entropy 22, no. 9 (August 25, 2020): 932. http://dx.doi.org/10.3390/e22090932.
Повний текст джерелаSARAL, KUNIKA. "Analyzing the Relationship between Real Estate Investments and Portfolio Diversification." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 05 (May 5, 2024): 1–5. http://dx.doi.org/10.55041/ijsrem32966.
Повний текст джерелаMulyono, Gharyni Nurkhair, Deni Saepudin, and Aniq Atiqi Rohmawati. "Portfolio Optimization Based on Return Prediction and Semi Absolute Deviation (SAD)." International Journal on Information and Communication Technology (IJoICT) 9, no. 1 (June 18, 2023): 14–26. http://dx.doi.org/10.21108/ijoict.v9i1.698.
Повний текст джерелаZiane, Mohammed, Chillali Sara, Belhabib Fatima, Chillali Abdelhakim, and Karim EL MOUTAOUAKIL. "Portfolio selection problem: main knowledge and models (A systematic review)." Statistics, Optimization & Information Computing 12, no. 3 (February 21, 2024): 799–816. http://dx.doi.org/10.19139/soic-2310-5070-1961.
Повний текст джерелаMercurio, Peter Joseph, Yuehua Wu, and Hong Xie. "Option Portfolio Selection with Generalized Entropic Portfolio Optimization." Entropy 22, no. 8 (July 22, 2020): 805. http://dx.doi.org/10.3390/e22080805.
Повний текст джерелаLiu, Dong. "Portfolio Optimization for Industries in Chinas A-shares Market." Advances in Economics, Management and Political Sciences 4, no. 1 (March 21, 2023): 572–79. http://dx.doi.org/10.54254/2754-1169/4/2022959.
Повний текст джерелаWang, Lijuan, and Chunyan He. "Review of Research on Portfolios in ESL/EFL Context." English Language Teaching 13, no. 12 (November 26, 2020): 76. http://dx.doi.org/10.5539/elt.v13n12p76.
Повний текст джерелаBoloș, Marcel-Ioan, Ioana-Alexandra Bradea, and Camelia Delcea. "Neutrosophic Portfolios of Financial Assets. Minimizing the Risk of Neutrosophic Portfolios." Mathematics 7, no. 11 (November 3, 2019): 1046. http://dx.doi.org/10.3390/math7111046.
Повний текст джерелаShon, Jin Gon. "A Study on e-Portfolio Standardization." Journal of Lifelong Learning Society 7, no. 2 (August 31, 2011): 137–56. http://dx.doi.org/10.26857/jlls.2011.08.7.2.137.
Повний текст джерелаCloutier, Richard, and Alan C. Mikkelson. "The effect of absolute return strategies on risk-factor diversification and portfolio performance." Investment Management and Financial Innovations 20, no. 3 (August 3, 2023): 91–101. http://dx.doi.org/10.21511/imfi.20(3).2023.08.
Повний текст джерелаShon, Jin Gon. "e-Portfolio Standardization for Sustainable Learning Communities." Asian Association of Open Universities Journal 6, no. 1 (September 1, 2011): 32–42. http://dx.doi.org/10.1108/aaouj-06-01-2011-b004.
Повний текст джерелаHsieh, Heng-Hsing. "A Review of Performance Evaluation Measures for Actively-Managed Portfolios." Journal of Economics and Behavioral Studies 5, no. 12 (December 30, 2013): 815–24. http://dx.doi.org/10.22610/jebs.v5i12.455.
Повний текст джерелаNugroho, Sulistyo Adi, Tony Irawan SE MappEc, and Ir Aruddy, Msi. "Portfolio Analysis Using the Single Index Method in the COVID-19 Pandemic Period." International Journal of Research and Review 8, no. 6 (June 29, 2021): 215–25. http://dx.doi.org/10.52403/ijrr.20210626.
Повний текст джерелаKhan, Ameer Tamoor, Xinwei Cao, Bolin Liao, and Adam Francis. "Bio-Inspired Machine Learning for Distributed Confidential Multi-Portfolio Selection Problem." Biomimetics 7, no. 3 (August 29, 2022): 124. http://dx.doi.org/10.3390/biomimetics7030124.
Повний текст джерелаWillim, Andre Prasetya. "Analisis Komparatif Tingkat Pengembalian Value Stocks dan Growth Stocks di Bursa Efek Indonesia." Jurnal Pasar Modal dan Bisnis 1, no. 1 (August 30, 2019): 13–22. http://dx.doi.org/10.37194/jpmb.v1i1.8.
Повний текст джерелаPandey, 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, no. 1 (2012): 7–15. http://dx.doi.org/10.22495/rgcv2i1art1.
Повний текст джерелаHausner, Jan Frederick, and Gary van Vuuren. "Portfolio performance under tracking error and benchmark volatility constraints." Journal of Economics, Finance and Administrative Science 26, no. 51 (June 7, 2021): 94–111. http://dx.doi.org/10.1108/jefas-06-2019-0099.
Повний текст джерелаLi, Lin. "Selecting Portfolios Directly Using Recurrent Reinforcement Learning (Student Abstract)." Proceedings of the AAAI Conference on Artificial Intelligence 34, no. 10 (April 3, 2020): 13857–58. http://dx.doi.org/10.1609/aaai.v34i10.7201.
Повний текст джерелаLi, Yanru. "Portfolio Optimization for Several Industries among the U.S. Stock Market." BCP Business & Management 38 (March 2, 2023): 1523–29. http://dx.doi.org/10.54691/bcpbm.v38i.3927.
Повний текст джерелаZoričić, Davor, Denis Dolinar, and 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, no. 12 (December 1, 2020): 302. http://dx.doi.org/10.3390/jrfm13120302.
Повний текст джерелаAl-Nator, Mohammed S., and Sofya V. Al-Nator. "OPTIMAL PORTFOLIO SELECTION WITH FIXED COMMISSION." EKONOMIKA I UPRAVLENIE: PROBLEMY, RESHENIYA 4/2, no. 145 (2024): 144–51. http://dx.doi.org/10.36871/ek.up.p.r.2024.04.02.017.
Повний текст джерелаAliu, Florin, Artor Nuhiu, Besnik Krasniqi, and Fisnik Aliu. "Modeling the Optimal Portfolio: the Case of the Largest European Stock Exchanges." Comparative Economic Research. Central and Eastern Europe 23, no. 2 (June 30, 2020): 41–51. http://dx.doi.org/10.18778/1508-2008.23.11.
Повний текст джерелаGubu, La, Dedi Rosadi, and Abdurakhman Abdurakhman. "Pembentukan Portofolio Saham Menggunakan Klastering Time Series K-Medoid dengan Ukuran Jarak Dynamic Time Warping." Jurnal Aplikasi Statistika & Komputasi Statistik 13, no. 2 (December 31, 2021): 35–46. http://dx.doi.org/10.34123/jurnalasks.v13i2.295.
Повний текст джерелаWhite, Edward M. "The Scoring of Writing Portfolios: Phase 2." College Composition & Communication 56, no. 4 (June 1, 2005): 581–600. http://dx.doi.org/10.58680/ccc20054823.
Повний текст джерелаGao, Wenxiang. "Portfolio Optimization Based on U.S. Stock." Advances in Economics, Management and Political Sciences 59, no. 1 (January 5, 2024): 258–64. http://dx.doi.org/10.54254/2754-1169/59/20231130.
Повний текст джерелаRubesam, Alexandre, and André Lomonaco Beltrame. "Carteiras de Variância Mínima no Brasil." Brazilian Review of Finance 11, no. 1 (May 30, 2013): 81. http://dx.doi.org/10.12660/rbfin.v11n1.2013.5830.
Повний текст джерелаLuo, Nan. "Optimized Portfolio Structured by 5 Stock Indexes." Advances in Economics, Management and Political Sciences 24, no. 1 (September 13, 2023): 13–19. http://dx.doi.org/10.54254/2754-1169/24/20230406.
Повний текст джерелаJi, Xinyue. "Comparison of Portfolio Optimizations under Markowitz Model in Technology Sector and Financial Services Sector." Highlights in Business, Economics and Management 24 (January 22, 2024): 1194–202. http://dx.doi.org/10.54097/32f00f69.
Повний текст джерелаPrakash, 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, no. 2 (February 28, 2020): 28–31. http://dx.doi.org/10.31270/ijame/v09/i02/2020/3.
Повний текст джерелаZhu, Hongbing, and Lihua Yang. "portfolio: A command for conducting portfolio analysis in Stata." Stata Journal: Promoting communications on statistics and Stata 22, no. 4 (December 2022): 941–57. http://dx.doi.org/10.1177/1536867x221141021.
Повний текст джерелаSimonian, Joseph. "Policy Portfolios and Portfolio Characteristics." Journal of Portfolio Management 46, no. 1 (September 12, 2019): 52–59. http://dx.doi.org/10.3905/jpm.2019.1.108.
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