نتایج جستجو برای: modern portfolio theory is based on harry markowitz

تعداد نتایج: 11947443  

Journal: :International Journal of Current Science Research and Review 2023

XYZ institution is a Public Service Agency in Educational Sector, focused on giving the scholarship master and doctoral programs level domestically abroad, also many affiliated researchers funding programs. The effect of granting scholarships research produces an extraordinary output for country. It was successfully increased quality education Indonesian society, with Human Development Index. W...

2005
Delano M. Beder Joice Lee Otsuka Celmar G. Silva André C. Silva Américo T. Neto Alessandro R. Oliveira Heloísa Vieira da Rocha Ivan L. M. Ricarte Junia C. A. Silva

The objective of the present case study is the validation of the Architecture and Development Process definitions used within the TIDIA-Ae Project, as exemplified in the development of the Portfolio tool. In this way, the main results obtained in the development process of the Portfolio tool, the solutions adopted for the open issues encountered in this process, and the main lessons to be learn...

In this study, by applyig a combination of Autoregressive Conditional Heteroskedasticity  and stochastic differential equations Models with Markowitz model we estimate the optimal portfolio investment in the housing market are discussed. For this purpose, use of assets, stock prices, housing prices, the price of coins and bonds during the period 1999-2013 with the monthly data. Autoregre...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سیستان و بلوچستان 1390

abstract the influence of cation?? and anion?? interactions on the strength and nature of n…h hydrogen bond has been investigated by quantum chemical calculations in s-triazine…3hf complex. ab initio calculations were performed at mp2/6-311++g(d,p) level of theory. the natural bond orbital (nbo) analysis and the bader’s quantum theory of atoms in molecules (aim) were also used to elucidate t...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان 1371

the effect of the presence of perforations on he stresses of a plate is a problem which is of great interest in structural design and in the mathemattical theory of elasticity. among the many hole patterns that are likely to require consideration is the ring of equally spaced circular holes. the present worke investigates stress & strain analysis of a thin isotropic circular plate containing a ...

Journal: :Journal of risk and financial management 2021

Virtual currency represents a specific technological innovation on financial markets. Bitcoin and other cryptocurrencies are popular alternatives to traditional cash investment. We indicate research gap in the literature review. find out that current focused rarely portfolio diversification using bibliographic analysis VOSviewer. think is extremely important crypto market for most investors bec...

2010
Hanhong Zhu Yun Chen Kesheng Wang

Swarm Intelligence (SI) is a relatively new technology that takes its inspiration from the behavior of social insects and flocking animals. In this paper, we focus on two main SI algorithms: Ant Colony Optimization (ACO) and Particle Swarm Optimization (PSO). An extension of ACO algorithm and a PSO algorithm has been implemented to solve the portfolio optimization problem, which is a continuous...

Journal: :CoRR 1999
Sebastian M. Maurer Bernardo A. Huberman

We recently presented a methodology for quantitatively reducing the risk and cost of executing electronic transactions in a bursty network environment such as the Internet. In the language of portfolio theory, time to complete a transaction and its variance replace the expected return and risk associated with a security, whereas restart times replace combinations of securities. While such a str...

2009
Cristinca FULGA

In this paper, we consider the problem of a decision maker who is concerned with the management of a portfolio over a finite horizon. The portfolio optimization problem involves portfolio rebalancing decisions in response to new information on market future prices of the risky assets. Rebalancing decisions are manifested in the revision of holdings through sales and purchases of assets. We assu...

2005
Beth Ingram Paul Weller Steve Williamson

Much of the macroeconomics literature dealing with wealth distribution has become abstracted from modeling housing explicitly. This paper investigates the properties of the wealth distribution and the portfolio composition regarding housing and equity holdings and their relationship to macroeconomic shocks. To this end, I construct a business cycle model in which agents differ in age, income, a...

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