Mean-Variance Portfolio Model Modified by Nonlinear Bagging Predictors
نویسندگان
چکیده
منابع مشابه
Portfolio performance evaluation in modified mean-variance models
The present study is an attempt toward evaluating the performance of portfolios and assets selecting using modified mean-variance models by utilizing a non-parametric efficiency analysis tool, namely Data Envelopment Analysis (DEA). Huge amounts of money are being invested in financial market. As a result, portfolio performance evaluation has created a great deal of interest among people. We kn...
متن کاملportfolio performance evaluation in modified mean-variance models
the present study is an attempt toward evaluating the performance of portfolios and assets selecting using modified mean-variance models by utilizing a non-parametric efficiency analysis tool, namely data envelopment analysis (dea). huge amounts of money are being invested in financial market. as a result, portfolio performance evaluation has created a great deal of interest among people. we kn...
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MaMaEuSch has been carried out with the partial support of the European Community in the framework of the Sokrates programme. The content does not necessarily reflect the position of the European Community, nor does it involve any responsibility on the part of the European Community.
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ژورنال
عنوان ژورنال: Journal of Signal Processing
سال: 2014
ISSN: 1342-6230,1880-1013
DOI: 10.2299/jsp.18.283