المؤلفون: Irhamni, Firly

المصدر: Revista de Gestão Social e Ambiental; Vol. 18 No. 5 (2024); e05645 ; Revista de Gestão Social e Ambiental - RGSA; Vol. 18 Núm. 5 (2024); e05645 ; Revista de Gestão Social e Ambiental; v. 18 n. 5 (2024); e05645 ; 1981-982X

مصطلحات موضوعية: Markowitz Portfolio Theory, Expected Return, Risk Portfolio

وصف الملف: application/pdf

Relation: https://rgsa.emnuvens.com.br/rgsa/article/view/5645/2108; https://rgsa.emnuvens.com.br/rgsa/article/view/5645

الاتاحة: https://rgsa.emnuvens.com.br/rgsa/article/view/5645
https://doi.org/10.24857/rgsa.v18n5-099

المؤلفون: Hossein Mohammadi Baghmolaei, Hojat Parsa, Saeid Tahmasebi, Parviz Hajiani

المصدر: مجله توسعه و سرمایه, Vol 6, Iss 2, Pp 41-55 (2021)

مصطلحات موضوعية: markowitz portfolio optimization model, cumulative entropy, particle swarm optimization algorithm, petrochemical companies, Economic history and conditions, HC10-1085, Economic growth, development, planning, HD72-88

وصف الملف: electronic resource

Relation: https://jdc.uk.ac.ir/article_3124_f5fca47ade52b6a19cef9ff7f9bfb693.pdf; https://doaj.org/toc/2008-2428; https://doaj.org/toc/2645-3606

URL الوصول: https://doaj.org/article/34a939cf8d0d4058b619df3d57cdb20f

المؤلفون: José Alex Gualotuña Parra, Omar Valverde-Arias, Ana M. Tarquis, Juan B. Grau Olivé, Federico Colombo Speroni, Antonio Saa-Requejo

المصدر: Sustainability; Volume 15; Issue 14; Pages: 11050

مصطلحات موضوعية: land evaluation, land planning, Markowitz portfolio, Simplex, GIS

جغرافية الموضوع: agris

وصف الملف: application/pdf

Relation: Resources and Sustainable Utilization; https://dx.doi.org/10.3390/su151411050

الاتاحة: https://doi.org/10.3390/su151411050

المؤلفون: Andrei Vasiukevich, Eugene Pinsky

المصدر: Machine Learning with Applications, Vol 10, Iss , Pp 100434- (2022)

مصطلحات موضوعية: Stable distributions, Markowitz portfolio theory, Exchange-traded funds, α-stable portfolios, Efficient frontier, Cybernetics, Q300-390, Electronic computers. Computer science, QA75.5-76.95

وصف الملف: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2666827022001098; https://doaj.org/toc/2666-8270

URL الوصول: https://doaj.org/article/db324c2e6dc14900a622e97d6b5c2280

المؤلفون: Muhammad Abdul Muis, Satria Adhitama

المصدر: AFRE (Accounting and Financial Review), Vol 4, Iss 1, Pp 72-81 (2021)

مصطلحات موضوعية: investment, markowitz, portfolio, pension fund, and risk-return, Accounting. Bookkeeping, HF5601-5689

وصف الملف: electronic resource

Relation: https://jurnal.unmer.ac.id/index.php/afr/article/view/5959; https://doaj.org/toc/2598-7763; https://doaj.org/toc/2598-7771

URL الوصول: https://doaj.org/article/1eee384d35744d8fb48b3386658fc795

المؤلفون: Kądziołka Kinga

المصدر: Studia Ekonomiczne i Regionalne, Vol 14, Iss 1, Pp 44-60 (2021)

مصطلحات موضوعية: cryptocurrency portfolios, hierarchical clustering, markowitz portfolio, semivariance, conditional value at risk, c10, c61, g11, Regional economics. Space in economics, HT388, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2451-182X

URL الوصول: https://doaj.org/article/54157e029067400cadb7c52e81224b7a

المؤلفون: Latoszek Michał, Ślepaczuk Robert

المصدر: Economics and Business Review, Vol 6, Iss 1, Pp 46-81 (2020)

مصطلحات موضوعية: volatility, asset class, portfolio optimization, polish market, vix, markowitz portfolio, naïve diversification, c4, c45, c61, c15, g14, g17, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2450-0097

URL الوصول: https://doaj.org/article/b8208771a6ea4dd886b174c34484cbe2

المؤلفون: Anatoliy Y. Poletaev, Elena M. Spiridonova

المصدر: Моделирование и анализ информационных систем, Vol 27, Iss 1, Pp 62-71 (2020)

مصطلحات موضوعية: clustering, optimization, markowitz portfolio, Information technology, T58.5-58.64

وصف الملف: electronic resource

Relation: https://www.mais-journal.ru/jour/article/view/1288; https://doaj.org/toc/1818-1015; https://doaj.org/toc/2313-5417

URL الوصول: https://doaj.org/article/3f6fa1337d724f1f88d2e025a5f818cb

المؤلفون: Dhanar Prayoga, Deddy P. Koesrindartoto, Ph.D.

المصدر: International Journal of Current Science Research and Review, 05(02), 390-395, (2022-02-11)

مصطلحات موضوعية: Cryptocurrency, Markowitz Portfolio Theory, Risk Parity, Robo-Advisor, Sharpe Ratio

Relation: https://doi.org/10.5281/zenodo.6046550; https://doi.org/10.5281/zenodo.6046551; oai:zenodo.org:6046551

الاتاحة: https://doi.org/10.5281/zenodo.6046551

المؤلفون: Moulya, V. Harshitha^{1, 1}, Mohammadi, Abuzar^{1, 2}, Mallikarjunappa, T.²

المصدر: Asian Journal of Management 10(3):248-254. 2019

المؤلفون: Xin Yuan, Weiqin Yu, Zhixiang Yin, Guoqiang Wang

المصدر: IEEE Access, Vol 8, Pp 189179-189188 (2020)

مصطلحات موضوعية: Covariance matrix estimation, dynamic conditional correlation, graphical lasso, Tlasso, Markowitz portfolio selection, Electrical engineering. Electronics. Nuclear engineering, TK1-9971

وصف الملف: electronic resource

Relation: https://ieeexplore.ieee.org/document/9223763/; https://doaj.org/toc/2169-3536

URL الوصول: https://doaj.org/article/1f4a27cb3bac44809083eb973b6a58c6

المؤلفون: Bedoya Ceballos, Juan Carlos

Thesis Advisors: Electrical Engineering, Liu, Chen-Ching, Centeno, Virgilio A., De La Ree, Jaime, Wang, Yubo, Bansal, Manish, Ampadu, Paul K.

مصطلحات موضوعية: Bilateral transactions, binary programming, Dantzig-Wolfe decomposition, decision making with asynchronous information, deep reinforcement learning, distribution system market, distribution system resiliency, Markowitz portfolio optimization, Monte C

وصف الملف: ETD; application/pdf

الاتاحة: http://hdl.handle.net/10919/99489

المؤلفون: De Nard, Gianluca, Engle, Robert F., Ledoit, Olivier, Wolf, Michael

مصطلحات موضوعية: ddc:330, C13, C58, G11, Dynamic conditional correlations, intraday data, Markowitz portfolio selection, multivariate GARCH, nonlinear shrinkage

Relation: Series: Working Paper; No. 356; gbv-ppn:179585023X; http://hdl.handle.net/10419/251443

الاتاحة: http://hdl.handle.net/10419/251443
https://doi.org/10.5167/uzh-188753

المؤلفون: Lefebvre, William, Miller, Enzo

المساهمون: Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité), Global Markets, BNP-Paribas

المصدر: ISSN: 0022-3239.

مصطلحات موضوعية: Linear-quadratic stochastic control, delay, Riccati PDEs, Markowitz portfolio allocation, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/2102.09851; ARXIV: 2102.09851

الاتاحة: https://hal.science/hal-03145949
https://hal.science/hal-03145949v3/document
https://hal.science/hal-03145949v3/file/LQ_stocontrol_delay.pdf
https://doi.org/10.1007/s10957-021-01923-x

المؤلفون: Somuncu, Kartal, Böyükaslan, Adem

المساهمون: Somuncu, Kartal, Böyükaslan, Adem

مصطلحات موضوعية: Markowitz Portföy Modeli, Ortalama-Varyans-Kovaryans, Portföy Parametre Tahmini, Hatalı Portföy Seçimi, Hazır Değerler, Risk Toleransı, Markowitz Portfolio Model, Mean-Variance-Covariance, Portfolio Parameter Estimation, Erroneous Portfolio Selection, Present Values, Risk Tolerance

وصف الملف: application/pdf

Relation: Afyon Kocatepe Üniversitesi Sosyal Bilimler Dergisi; Makale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanı; Somuncu, K. & Böyükaslan, A. (2021). Optimal Portföy Seçiminde Kullanılan Parametrelerin Hatalı Tahmininin Hazır Değerler ile Test Edilmesi: BIST-100 Endeksinden Bulgular . Afyon Kocatepe Üniversitesi Sosyal Bilimler Dergisi , 23 (3) , 942-957 . DOI:10.32709/akusosbil.830883; https://dergipark.org.tr/tr/pub/akusosbil/issue/64981/830883; https://hdl.handle.net/11630/10553; 23; 942; 957

الاتاحة: https://hdl.handle.net/11630/10553
https://dergipark.org.tr/tr/pub/akusosbil/issue/64981/830883
https://doi.org/10.32709/akusosbil.830883

المؤلفون: Ahmed, Mahmoud

المساهمون: Arnerić, Josip

مصطلحات موضوعية: DRUŠTVENE ZNANOSTI. Ekonomija. Financije, SOCIAL SCIENCES. Economics. Finance, Earnings Announcement, European Options Pricing, Efficient Market Hypothesis (EMH), Market Efficiency, Earnings Surprise, Post-Earnings Announcement Drift (PEAD), Market Anomalies, Systematic Risk, Alpha Generation, Hedge Funds, Options, Greeks, Delta, Gamma, Theta, Vega, Risk Management, Options Trading, Call Options, Volatility Crush, Market Inefficiencies, Portfolio Management, Idiosyncratic Returns, Capital Asset Pricing Model (CAPM), Markowitz Portfolio Theory, Trading Strategy, Risk-Return Trade-Off, Systematic Returns

وصف الملف: application/pdf

Relation: https://zir.nsk.hr/islandora/object/efzg:12807; https://urn.nsk.hr/urn:nbn:hr:148:525049; https://repozitorij.unizg.hr/islandora/object/efzg:12807; https://repozitorij.unizg.hr/islandora/object/efzg:12807/datastream/PDF

الاتاحة: https://zir.nsk.hr/islandora/object/efzg:12807
https://urn.nsk.hr/urn:nbn:hr:148:525049
https://repozitorij.unizg.hr/islandora/object/efzg:12807
https://repozitorij.unizg.hr/islandora/object/efzg:12807/datastream/PDF

المؤلفون: Ferreira, Valéria Andreia Reyes

المساهمون: Garcia, Maria Teresa, Repositório da Universidade de Lisboa

مصطلحات موضوعية: Teoria da Carteira de Markowitz, Teoria da Variance Média, Fronteira Eficiente, Linha de Mercado de Capitais, IBEX35, DAX30, Markowitz Portfolio Optimization, Mean Variance Theory, Efficient Frontier, Capital Market Line

وصف الملف: application/pdf

Relation: Ferreira, Valéria Andreia Reyes (2017). "Efficient frontier and the optimal risky portfolio : evidence from DAX30 and IBEX35 before and after the financial crisis of 2008". Dissertação de Mestrado, Universidade de Lisboa. Instituto Superior de Economia e Gestão.

الاتاحة: http://hdl.handle.net/10400.5/14502

المؤلفون: Jakub Danko, Vincent Šoltés

المصدر: Investment Management & Financial Innovations, Vol 15, Iss 1, Pp 180-189 (2018)

مصطلحات موضوعية: eccentricity, Markowitz portfolio optimization, minimum spanning tree, portfolio, risk, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10030/imfi_2018_01_Danko.pdf; https://doaj.org/toc/1810-4967; https://doaj.org/toc/1812-9358

URL الوصول: https://doaj.org/article/f0a443e51e4743179dc86b727aeac2d1

المؤلفون: Jaromir Tichy, Michal Bock

المصدر: ACTA VŠFS, Vol 11, Iss 2, Pp 121-143 (2017)

مصطلحات موضوعية: P2P loan, structured P2P loan certifcate, investment, Markowitz portfolio theory, proftability, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://www.vsfs.cz/periodika/acta-2017-2-02.pdf; https://doaj.org/toc/1802-792X; https://doaj.org/toc/1802-7946

URL الوصول: https://doaj.org/article/f88313f3cae844a0b7ba2c83fec12aed

المؤلفون: Dedi Rosadi, Ezra Putranda Setiawan, Matthias Templ, Peter Filzmoser

المصدر: Operations Research Perspectives, Vol 7, Iss , Pp 100154- (2020)

مصطلحات موضوعية: Finance, Markowitz portfolio, Transaction lots, Robust estimation, Genetic algorithm, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2214716020300440; https://doaj.org/toc/2214-7160

URL الوصول: https://doaj.org/article/5ff57d2217e24b11a189fb33c996cd1d