Maximizing and minimizing investment concentration with constraints of budget and investment risk
در این صفحه، تعداد 87 مقاله انگلیسی از ژورنال ها و مجلات معتبر پایگاه ساینس دایرکت (ScienceDirect) درباره موضوع سبد سرمایه گذاری بهینه آرشیو شده است که شما می توانید مقالات مورد نظر خود را بر اساس سال انتشار، موضوع مقاله، وضعیت ترجمه و تعداد صفحات، انتخاب نموده و دانلود فرمایید.
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Applying modern portfolio theory for a dynamic energy portfolio allocation in electricity markets
Mean-risk model for uncertain portfolio selection with background risk
On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
Optimal investment risks and debt management with backup security in a financial crisis
Project portfolio selection and planning with fuzzy constraints
The application of portfolio selection to fuel channel inspection in advanced gas-cooled reactors
Estimation of the global minimum variance portfolio in high dimensions
Second-order stochastic dominance constrained portfolio optimization: Theory and computational tests
Sustainable fuel portfolio optimization: Integrated fuzzy multi-objective programming and multi-criteria decision making
Entropic risk measures and their comparative statics in portfolio selection: Coherence vs. convexity
Technology portfolio adoption considering capacity planning under demand and technology uncertainty
International financial market integration, asset compositions, and the falling exchange rate pass-through
Optimistic value model of multidimensional uncertain optimal control with jump
A simulation comparison of risk measures for portfolio optimization
Retail consumers and risk in centralized energy auctions for indexed long-term contracts in Chile
A polynomial goal programming model for portfolio optimization based on entropy and higher moments
Indexing gamble desirability by extending proportional stochastic dominance
Direct data-based decision making under uncertainty
Minimizing the tracking error of cardinality constrained portfolios
Computing near-optimal Value-at-Risk portfolios using integer programming techniques
Optimal privatization portfolios in the presence of arbitrary risk aversion
Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix
The optimal research and development portfolio of low-carbon energy technologies: A study of China
An intuitionistic fuzzy multi-criteria framework for large-scale rooftop PV project portfolio selection: Case study in Zhejiang, China
Optimal life cycle mortgage and portfolio choices in the presence of the affordability constraint
A comparison of static and dynamic portfolio policies
Optimal construction and rebalancing of index-tracking portfolios
Smooth solutions to portfolio liquidation problems under price-sensitive market impact
Naive versus optimal diversification: Tail risk and performance
Portfolio valuation under liquidity constraints with permanent price impact
Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios
Oil volatility, oil and gas firms and portfolio diversification
Portfolio selection and risk investment under the hesitant fuzzy environment
Portfolio selection based on a benchmark process with dynamic value-at-risk constraints
Cost of sovereign debt and foreign bias in bond allocations
Dynamic portfolio optimization with ambiguity aversion
Selection of risk reduction portfolios under interval-valued probabilities
Massively parallel processing of recursive multi-period portfolio models
Portfolio optimization of safety measures for reducing risks in nuclear systems
Diversification benefits of commodities: A stochastic dominance efficiency approach
A stein type lemma for the multivariate generalized hyperbolic distribution
Selection of overseas oil and gas projects under low oil price
International portfolio optimisation with integrated currency overlay costs and constraints
Optimal portfolios when variances and covariances can jump
Optimal portfolio choice with loss aversion over consumption
Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints
The demand of energy from an optimal portfolio choice perspective
Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
Strategic technology adoption and hedging under incomplete markets
An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown
Chance-constrained optimization for pension fund portfolios in the presence of default risk
Environmentally friendly management of dairy supply chain for designing a green products' portfolio
A model for international capital markets closure in an economy with incomplete markets and short sales
Modeling project preferences in multiattribute portfolio decision analysis
Biases in international portfolio allocation and investor protection standards
Convex risk measures based on generalized lower deviation and their applications
The risk premium that never was: A fair value explanation of the volatility spread
Existence of optimal consumption strategies in markets with longevity risk
Portfolio selection with mental accounts and estimation risk
Optimal investment strategies for participating contracts
Optimal portfolio choice for an insurer with loss aversion