Semiempirical robust algorithm for investment portfolio formation
نویسندگان
چکیده
منابع مشابه
Robust Consumption and Portfolio Choice for Time Varying Investment Opportunities
This paper examines a continuous-time intertemporal consumption and portfolio choice problem for an investor with recursive preferences. The investor worries about model misspecification and seeks robust decision rules. The expected excess return of a risky asset follows a mean-reverting process. I find that whether the concern about model misspecification decreases the total demand for equitie...
متن کاملThe Investment Portfolio Selection Using Fuzzy Logic And Genetic Algorithm
The selection of a portfolio encounters several extremely complex situations. From among them, it has to be highlighted, due to its difficulty and transcendence, the Financial Assets selection when interrelations (positive and/or negative) occur among the expected profitabilities of each one of them. To solve this Genetic Algorithms are used due to its utility when offering solutions to complex...
متن کاملInvestment Portfolio Performance Evaluation
Most people who contract with financial managers do not have much understanding of how much benefit paid support provides them in terms of investment return. Similarly, most people who manage their own portfolios do not know how well they are doing with respect to the rest of the financial market – they simply define a successful portfolio by a positive return on investment. The goal of this pr...
متن کاملSex and Portfolio Investment
We attempt to answer why sex is nearly ubiquitous when asexual reproduction is ostensibly more efficient than sexual reproduction. From the perspective of a genetic allele, each individual bearing that allele is akin to a stock share yielding dividends equal to that individual’s number of offspring, and the totality of individuals bearing the allele is its portfolio investment. Alleles compete ...
متن کاملPortfolio Optimization for Capital Investment Projects
The new portfolio optimization engine, OptFolioTM, simultaneously addresses financial return goals, catastrophic loss avoidance, and performance probability. The innovations embedded in OptFolio enable users to confidently design effective plans for achieving financial goals, employing accurate analysis based on real data. Traditional analysis and prediction methods are based on mean variance a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computational Science and Techniques
سال: 2013
ISSN: 2029-9966
DOI: 10.15181/csat.v1i1.6