Three point shooting and efficient mixed strategies: A portfolio management approach
نویسندگان
چکیده
منابع مشابه
A System for Efficient Portfolio Management
In this work we perform an automatic data survey to draw up an optimum portfolio, and to automate the one year forecast of a portfolio’s payoff and risk, showing the advantages of using formally grounded models in portfolio management and adopting a strategy that ensures, a high rate of return at a minimum risk. The use of neural networks provides an interesting alternative to the statistical c...
متن کاملA Three Stage Lexicographic Approach for Multi-Criteria Portfolio Optimization by Mixed Integer Programming
Abstract. The portfolio optimization problem is formulated as a multi-objective mixed integer program. The problem considered is based on a single period model of investment. The problem objective is to allocate wealth on different assets to maximize the weighted difference of the portfolio expected return, the threshold of the probability that the return is not less than a required level and t...
متن کاملOptimization strategies in credit portfolio management
This paper focuses on the application of an original global optimization algorithm, based on the hybridization between a genetic algorithm and a semi-deterministic algorithm, for the resolution of various constrained optimization problems for realistic credit portfolios. Results are analyzed from a financial point of view in order to confirm their relevance. KEYWORDCredit Portfolio Management, ...
متن کاملTakeover prediction models and portfolio strategies: A multinomial approach
This paper uses a multinomial framework to develop several takeover prediction models. The motivation for this approach lies with Morck, Shleifer and Vishny (1988), who note that separate considerations are appropriate for predicting which firms are subject to hostile (disciplinary) and friendly (synergistic) takeovers. In a typical binomial setting, in which takeover targets are treated as bel...
متن کاملBalancing energy strategies in electricity portfolio management
Traditional management of electricity portfolios is focused on the day-ahead market and futures of longer maturity. Market participants use these markets to trade any excess production or consumption in their portfolio and balance their total position. Within limits, market participants can also resort to the balancing energy market to close their positions. The energy transactions on the balan...
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: Journal of Sports Analytics
سال: 2018
ISSN: 2215-020X,2215-0218
DOI: 10.3233/jsa-160154