نتایج جستجو برای: markowitz

تعداد نتایج: 780  

2006
Joel M. Rosen Christopher J. Palestro David Markowitz Philip O. Alderson

J Nucl Med. Joel M. Rosen, Christopher J. Palestro, David Markowitz and Philip O. Alderson Krypton-81m/Technetium-99m Lung Scintigraphy Significance of Single Ventilation/Perfusion Mismatches in http://jnm.snmjournals.org/content/27/3/361 This article and updated information are available at: http://jnm.snmjournals.org/site/subscriptions/online.xhtml Information about subscriptions to JNM can b...

2001
Harry M. Markowitz

This paper first describes the analytic approach that Markowitz used in developing his portfolio theory. Developing a game-of-life simulation is a parallel approach for modelling individualfinancial management. To develop a realistic simulator will require deciding what goals are essential to the family planning process, formulating optimizable subproblems, using technology to interpret and rec...

Journal: :Risk and Decision Analysis 2009
Zhidong Bai Huixia Liu Wing-Keung Wong

This paper extends the work of Markowitz (1952), Korkie and Turtle (2002) and others by first proving that the traditional estimate for the optimal return of self-financing portfolios always overestimates from its theoretic value. To circumvent the problem, we develop a bootstrap estimate for the optimal return of self-financing portfolios and prove that this estimate is consistent with its cou...

2005
Chris D’Souza Alexandra Lai

In 1952, Nobel Laureate Harry Markowitz, . . . , demonstrated mathematically why putting all your eggs in one basket is an unacceptably risky strategy and why diversification is the nearest an investor or business manager can ever come to a free lunch. That revelation touched off the intellectual movement that revolutionized Wall Street, corporate finance, and business decisions around the worl...

2003
Cesar A. Coutino-Gomez José Torres-Jiménez Brenda M. Villarreal-Antelo

Portfolio selection represents a challenge where investors look for the best firms of the market to be selected. This research presents a real world application at the Mexican Stock Exchange (La Bolsa) using a set of heuristic algorithms for portfolio selection. The heuristic algorithms (random, genetic, greedy, hill-climbing and simulated annealing) were implemented based on the Markowitz Mode...

Journal: :The Journal of infectious diseases 1996
G A Weinberg

References 1. Dworkin. Racial differences in herpes zoster and age at onset of varicella. J Infect Dis 1996; 174:239-40. 2. Schmader KE, George LK, Hamilton JD. Racial differences in the occurrence of herpes zoster. J Infect Dis 1995; 171:701-5. 3. van Loon F, Markowitz L, McQuillan G, et al. Varicella seroprevalence in U.S. population [abstract 1311]. In: Program and abstracts of the 33rd Inte...

2002
D. Vyncke M. Goovaerts J. Dhaene S. Vanduffel

We consider a continuous-time Markowitz type portfolio problem that consists of minimizing the discounted cost of a given cash-flow under the constraint of a restricted Capital at Risk. In a Black-Scholes setting, upper and lower bounds are obtained by means of simple analytical expressions that avoid the classical simulation approach for this type of problems. The problem is easily extended to...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید