المؤلفون: Farzane Hashemi, Jalal Askari, Saeed Darijani

المصدر: Mathematics Interdisciplinary Research, Vol 9, Iss 4, Pp 385-411 (2024)

مصطلحات موضوعية: normal mean-variance distribution‎, ‎em-type algorithm‎, ‎factor analysis‎, ‎heavy-tail‎, ‎strongly leptokurtic‎, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://mir.kashanu.ac.ir/article_114583_c88b79e69d0b72add6e7b3c494bd06c5.pdf; https://doaj.org/toc/2476-4965

URL الوصول: https://doaj.org/article/f56de2a0fd6e45e581762a917d1de55c

المؤلفون: Gulliksson, Mårten, 1963, Oleynik, Anna, Mazur, Stepan, 1988

المصدر: Computational Economics. 63:2247-2269

مصطلحات موضوعية: Mean-variance portfolio, Rank-deficient covariance matrix, Linear ill-posed problems, Second order damped dynamical systems

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-106824
https://doi.org/10.1007/s10614-023-10404-4

المؤلفون: Djehiche, Boualem, Helgesson, Peter

المصدر: Asian Journal of Economics and Banking, 2024, Vol. 8, Issue 3, pp. 310-334.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/AJEB-05-2024-0065

المؤلفون: Khan Izaz Ullah, Khan Raja Muhammad Usama Ali, Ullah Mehran, Shah Muhammad Shahbaz

المصدر: Nonlinear Engineering, Vol 13, Iss 1, Pp 386-8 (2024)

مصطلحات موضوعية: fuzzy quadratic programming, back propagation fuzzy neural networks, portfolio optimization, mean variance portfolio model, Engineering (General). Civil engineering (General), TA1-2040

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2192-8029

URL الوصول: https://doaj.org/article/b498b4e7a03d48bab32313f72d84ad85

المؤلفون: Anuno, Fernando Baptista

مصطلحات موضوعية: Macroeconomic variable, Oil price, Volatility models, VAR approach, CAPM, Fama-french model, Portfolio performance, Mean-variance portfolio, ARDL model

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10773/43491

المؤلفون: Xiuxian Chen, Zhongyang Sun, Dan Zhu

المصدر: AIMS Mathematics, Vol 9, Iss 11, Pp 33062-33086 (2024)

مصطلحات موضوعية: investment and risk control strategy, mean-variance problem, dynamic contagion process with diffusion, backward stochastic differential equation, stochastic maximum principle, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2473-6988

URL الوصول: https://doaj.org/article/7ac8f5011200418d9c12f32a2ee45321

المؤلفون: Rahenda Khodier, Ahmed Radi, Basel Ayman, Mohamed Gheith

المصدر: Scientific Reports, Vol 14, Iss 1, Pp 1-26 (2024)

مصطلحات موضوعية: Portfolio optimization, Black Widow Algorithm for Portfolio Optimization, Mean-variance, Meta-heuristic, Medicine, Science

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2045-2322

URL الوصول: https://doaj.org/article/5ccf0dd717314c39b78da6a48490a40a

المؤلفون: Haoran Yi, Yuanchuang Shan, Huisheng Shu, Xuekang Zhang

المصدر: Systems Science & Control Engineering, Vol 12, Iss 1 (2024)

مصطلحات موضوعية: Optimal investment and reinsurance, Lévy process, mean-variance criterion, Control engineering systems. Automatic machinery (General), TJ212-225, Systems engineering, TA168

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2164-2583

URL الوصول: https://doaj.org/article/b5d789798ac74e02b2257cf679ab7b4d

المؤلفون: Klemens Katterbauer, Hassan Syed, Laurent Cleenewerck, Sema Yılmaz Genç

المصدر: Türkiye İslam İktisadı Dergisi, Vol 11, Iss 2, Pp 1-16 (2024)

مصطلحات موضوعية: metaverse, china, shariah compliance, portfolio optimization, conditional value at risk, mean-variance optimization, capm, Practical Theology, BV1-5099, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://tujise.org/uploads/2024/08/1_SemaY%C4%B1lmazGenc_tujise_11-2.pdf; https://doaj.org/toc/2148-3809

URL الوصول: https://doaj.org/article/c4def534fc8b4b1e9a9ec7d425a6ec0f

المؤلفون: Simrandeep Kaur, Arti Singh, Abha Aggarwal

المصدر: Journal of Fuzzy Extension and Applications, Vol 5, Iss 3, Pp 434-468 (2024)

مصطلحات موضوعية: fuzzy support vector machines, markowitz mean-variance model, portfolio optimization, classification, prediction, fuzzy membership function, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.journal-fea.com/article_202834_e5e545f9e4f016aeb96a826b7fba59dc.pdf; https://doaj.org/toc/2783-1442; https://doaj.org/toc/2717-3453

URL الوصول: https://doaj.org/article/3f74887df3214bfab402d17bcbcc5fbe

المؤلفون: Cristiana Tudor

المصدر: Journal of Business Economics and Management, Vol 25, Iss 5 (2024)

مصطلحات موضوعية: clean energy equity markets, stochastic modelling, mean-variance optimization, drawdown, Monte Carlo simulation, optimization algorithms, Business, HF5001-6182

وصف الملف: electronic resource

Relation: https://tede.vgtu.lt/index.php/JBEM/article/view/22350; https://doaj.org/toc/1611-1699; https://doaj.org/toc/2029-4433

URL الوصول: https://doaj.org/article/4f9ff5d0abd247e88277f02637260033

المؤلفون: Kladivko, Kamil, 1979, Zervos, Mihail

المصدر: Mathematical Finance. 33(4):1213-1247

مصطلحات موضوعية: classical solutions to PDEs, credit risk, employee stock options, life insurance, mean-variance hedging, quasi-linear parabolic PDEs, random time horizon

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-107355
https://doi.org/10.1111/mafi.12411

المؤلفون: Raynita Syahla, Dwi Susanti, Herlina Napitupulu

المصدر: International Journal of Business, Economics, and Social Development, Vol 5, Iss 2, Pp 227-234 (2024)

مصطلحات موضوعية: mean-variance, lagrange multiplier, genetic algorithm., Business, HF5001-6182

وصف الملف: electronic resource

Relation: https://journal.rescollacomm.com/index.php/ijbesd/article/view/654; https://doaj.org/toc/2722-1164; https://doaj.org/toc/2722-1156

URL الوصول: https://doaj.org/article/887901080029486282690d4925ed33f4

المؤلفون: Francisco Espiga-Fernández, Álvaro García-Sánchez, Joaquín Ordieres-Meré

المصدر: Algorithms, Vol 17, Iss 12, p 570 (2024)

مصطلحات موضوعية: reinforcement learning, portfolio optimization, policy optimization, deep learning, deep reinforcement learning, mean-variance optimization, Industrial engineering. Management engineering, T55.4-60.8, Electronic computers. Computer science, QA75.5-76.95

وصف الملف: electronic resource

Relation: https://www.mdpi.com/1999-4893/17/12/570; https://doaj.org/toc/1999-4893

URL الوصول: https://doaj.org/article/660a84c6fac14843a32f7f15a7c6103a

المؤلفون: Abolmakarem, Shaghayegh, Abdi, Farshid, Khalili-Damghani, Kaveh, Didehkhani, Hosein

المصدر: Journal of Modelling in Management, 2023, Vol. 19, Issue 2, pp. 523-555.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/JM2-09-2022-0232

المؤلفون: Raquel M. Gaspar, Madalena Oliveira

المصدر: FinTech, Vol 3, Iss 1, Pp 102-115 (2024)

مصطلحات موضوعية: robo advisor, mean-variance theory, expected utility theory, Sharpe ratio, Engineering economy, TA177.4-185

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2674-1032/3/1/7; https://doaj.org/toc/2674-1032

URL الوصول: https://doaj.org/article/42269d87b37046fb9a97926d902223fb

المؤلفون: Ta Viet Tai, Ma Pham Nhut Tan, Duong Hoang Tien, Nguyen Viet Ha, Trong-Thuc Hoang, Cong-Kha Pham, Tran Thi Thao Nguyen

المصدر: IEEE Access, Vol 12, Pp 70184-70197 (2024)

مصطلحات موضوعية: Electrocardiogram (ECG), exponentially weighted mean-variance (EWMV), maximal overlap discrete wavelet transform (MODWT), signal quality indices (SQIs), wearable devices, Electrical engineering. Electronics. Nuclear engineering, TK1-9971

وصف الملف: electronic resource

Relation: https://ieeexplore.ieee.org/document/10531706/; https://doaj.org/toc/2169-3536

URL الوصول: https://doaj.org/article/1fed26d5362b4f028957ecabc5db0e89

المؤلفون: Hongling Lu, Qingguo Bai, Fanwen Meng

المصدر: Sustainable Operations and Computers, Vol 5, Iss , Pp 131-140 (2024)

مصطلحات موضوعية: Newsvendor, Sustainability investment, Mean-variance, Carbon emission reduction, Technology

وصف الملف: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2666412724000084; https://doaj.org/toc/2666-4127

URL الوصول: https://doaj.org/article/d16d3a053a134550a90592b2e0b52b35

المؤلفون: Somaya Sadik, Mohamed Et-Tolba, Benayad Nsiri

المصدر: IEEE Access, Vol 12, Pp 107337-107352 (2024)

مصطلحات موضوعية: Alternating direction method of multipliers (ADMM), mean-variance portfolio, portfolio selection, Sharpe ratio, sparse group least absolute shrinkage and selection operator (LASSO), Electrical engineering. Electronics. Nuclear engineering, TK1-9971

وصف الملف: electronic resource

Relation: https://ieeexplore.ieee.org/document/10623175/; https://doaj.org/toc/2169-3536

URL الوصول: https://doaj.org/article/9bcf796b11e84e38b19fd5c1e9a15e68

المؤلفون: Wan-Yi Chiu

المصدر: Mathematics, Vol 12, Iss 21, p 3375 (2024)

مصطلحات موضوعية: portfolio optimization, mean-variance, risk aversion coefficient, isomorphic hierarchy, isometric attribute, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-7390/12/21/3375; https://doaj.org/toc/2227-7390

URL الوصول: https://doaj.org/article/7ce828670a48438e928cfb0204d55e5a