Maximizing and minimizing investment concentration with constraints of budget and investment risk
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The returns and risks of investment portfolio in stock market crashes ☆
Risk of the Collective Investment and Investment Portfolio ☆
Portfolio selection and risk investment under the hesitant fuzzy environment
Construction of currency portfolios by means of an optimized investment strategy
Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
Optimal privatization portfolios in the presence of arbitrary risk aversion
Financial openness & institutions in developing countries
A comprehensive approach for the selection of a portfolio of interdependent projects. An application to subsidized projects in Spain
Examining socially responsible investment preferences: A discrete choice conjoint experiment
The cost of homogeneity in life cycle pension funds: An explanation to demand's inelasticity of Mexican pension funds with a performance attribution test
Mean-risk model for uncertain portfolio selection with background risk
The benefits of international diversification with weight constraints: A cross-country examination
To trust or not to trust? A comparative study of conventional and clean energy exchange-traded funds
Investment recommendation by discovering high-quality opinions in investor based social networks
Do precious and industrial metals act as hedges and safe havens for currency portfolios?
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Portfolio diversification with virtual currency: Evidence from bitcoin
Do venture capital firms benefit from a presence on boards of directors of mature public companies?
The optimal research and development portfolio of low-carbon energy technologies: A study of China
Geographic dispersion and co-location in global R&D portfolios: Consequences for firm performance
Multi-factor asset pricing models: Factor construction choices and the revisit of pricing factors
Financing renewable energy: Who is financing what and why it matters
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
Socially responsible investors and the disposition effect
Equity premium predictions with many predictors: A risk-based explanation of the size and value factors
Optimal investment risks and debt management with backup security in a financial crisis
Trading efficiency of fund families: Impact on fund performance and investment behavior
Portfolio rebalancing with respect to market psychology in a fuzzy environment: A case study in Tehran Stock Exchange
A polynomial goal programming model for portfolio optimization based on entropy and higher moments
Entropic risk measures and their comparative statics in portfolio selection: Coherence vs. convexity
Credibilistic multi-period portfolio optimization based on scenario tree
Optimal investment management for a defined contribution pension fund under imperfect information
Information networks in the stock market based on the distance of the multi-attribute dimensions between listed companies
Does Gold act as a Safe haven against Exchange Rate Fluctuations? The case of Pakistan Rupee
Mutual fund performance attribution and market timing using portfolio holdings
The determinants of portfolio investment in offshore financial centers
Multiperiod portfolio investment using stochastic programming with conditional value at risk
Corruptionâs impact on foreign portfolio investment
Global portfolio investment network and stock market comovement
Investment characteristics, stock characteristics and portfolio diversification of finance professionals
Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach
Family ownership, country governance, and foreign portfolio investment
Where do the advanced countries invest? An investigation of capital flows from advanced countries to emerging economies
Investments and cleaner energy production: A portfolio analysis in the Italian electricity market
The shortage of safe assets in the US investment portfolio: Some international evidence
Taking gravity online: The role of virtual proximity in international finance
Do constraints on financial and operating leverage affect the performance of Islamic equity portfolios?
Scaling up finance for off-grid renewable energy: The role of aggregation and spatial diversification in derisking investments in mini-grids for rural electrification in India
Fuzzy logic-based portfolio selection with particle filtering and anomaly detection
Selection of overseas oil and gas projects under low oil price
International financial integration of East Asia and Pacific
Financial education, investor protection and international portfolio diversification
On the effects of changing mortality patterns on investment, labour and consumption under uncertainty
Performance persistence in Chinese securities investment funds
Efficiency of well-diversified portfolios: Evidence from data envelopment analysis
Assessing the effects of adding timberland and farmland into resource-based Sovereign Wealth Fund portfolios
Considering risks in early stage investment planning for emission abatement technologies in large combustion plants
Biases in international portfolio allocation and investor protection standards
Abnormal research and development investments and stock returns
Robust portfolio selection problem under temperature uncertainty
Does entropy model with return forecasting enhance portfolio performance?
Portfolio selection based on a benchmark process with dynamic value-at-risk constraints
International portfolio optimisation with integrated currency overlay costs and constraints
Overlapping carbon pricing and renewable support schemes under political uncertainty: Global lessons from an Australian case study
Optimal portfolio choice with loss aversion over consumption