Keyword: portfolio selection

Found 22 papers in total
Selection bias in credit scorecard evaluation
Selection bias in credit scorecard evaluation
2014,
Selection bias is a perennial problem when constructing and evaluating scorecards. It...
Convex relaxations and MIQCQP reformulations for a class of cardinality‐constrained portfolio selection problems
Convex relaxations and MIQCQP reformulations for a class of cardinality‐constrained portfolio selection problems
2013,
In this paper we investigate a class of cardinality‐constrained portfolio...
The Stock Selection and Performance of Buy‐Side Analysts
The Stock Selection and Performance of Buy‐Side Analysts
2013,
Prior research on equity analysts focuses almost exclusively on those employed by...
Application of enhanced cluster validity index function to automatic stock portfolio selection system
Application of enhanced cluster validity index function to automatic stock portfolio selection system
2011,
This paper presents an automatic stock portfolio selection system. In the proposed...
Fast gradient descent method for Mean‐CVaR optimization
Fast gradient descent method for Mean‐CVaR optimization
2013,
We propose an iterative gradient descent algorithm for solving scenario‐based...
A Class of Chance Constrained Multi‐objective Portfolio Selection Model Under Fuzzy Random Environment
A Class of Chance Constrained Multi‐objective Portfolio Selection Model Under Fuzzy Random Environment
2011,
This paper deals with a class of chance constrained portfolio selection problems in...
Scenario‐based portfolio selection of investment projects with incomplete probability and utility information
Scenario‐based portfolio selection of investment projects with incomplete probability and utility information
2012,
In the selection of investment projects, it is important to account for exogenous...
Managing business dynamics with adaptive supply chain portfolios
Managing business dynamics with adaptive supply chain portfolios
2011,
Practitioners and scholars readily agree that firms need to frequently adapt their...
Stochastic dominance of portfolio insurance strategies
Stochastic dominance of portfolio insurance strategies
2011,
The purpose of this article is to analyze and compare two standard portfolio insurance...
Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
2011,
We formulate and carry out an analytical treatment of a single‐period portfolio...
Project portfolio selection model, a realistic approach
Project portfolio selection model, a realistic approach
2010,
Today, more and more companies are moving towards a project-oriented way of managing...
Warranty optimization in a dynamic environment
Warranty optimization in a dynamic environment
2009,
A product warranty is an agreement offered by a producer to a consumer to replace or...
A possibilistic mean VaR model for portofolio selection
A possibilistic mean VaR model for portofolio selection
2006,
This paper deals with a portfolio selection problem with fuzzy return rates. A...
Portfolio optimization models on infinite-time horizon
Portfolio optimization models on infinite-time horizon
2004,
A portfolio optimization problem on an infinite-time horizon is considered. Risky...
Two factors utility approach
Two factors utility approach
1998,
Optimization of portfolios composed of securities (equities) is dealt with. The...
Portfolio optimization – two rules approach
Portfolio optimization – two rules approach
1998,
A new approach to the portfolio optimization, based on the concept of two-factor...
Portfolio selection model with information cost
Portfolio selection model with information cost
1999,
A portfolio planning which takes into account a cost of purchase of market information...
An optimal schedule for dollar cost averaging under different transaction costs
An optimal schedule for dollar cost averaging under different transaction costs
1999,
Dollar cost averaging is a popular habit adopted by investors who recognize the...
Evaluating the desirability of meals: An illustrative multiattribute decision analysis procedure to assess portfolios with interdependent items
Evaluating the desirability of meals: An illustrative multiattribute decision analysis procedure to assess portfolios with interdependent items
1998,
This paper presents an exploratory study designed to address complex scaling problems...
Financial modelling: Where to go? With an illustration for portfolio management
Financial modelling: Where to go? With an illustration for portfolio management
1997,
The definition of Financial Modelling chosen by the EURO working group on financial...
The economic value of stocks and call options on the Swedish financial market
The economic value of stocks and call options on the Swedish financial market
1994,
The intense trading activity and the very existence of organized stock option markets...
Portfolio theory for the Recourse Certainty Equivalent maximizing investor
Portfolio theory for the Recourse Certainty Equivalent maximizing investor
1991,
The portfolio selection problem with one safe and n risky assets is analyzed via a new...
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