7 articles for “Portfolio Selection”

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Research ArticleOpen accessPhrase in the titleAn Optimal Portfolio Selection based on a Hybrid Approach to improve Projects Oriented OrganizationsDriss El Hannach, Rabia Marghoubi, Mohamed DahchourNowadays, managing and allocating resources to the project portfolio is one of the most critical decision-making processes in project-oriented organizations. To achieve the most value in terms of profitability, these companies should consider taking advantage of ongoing projects and optimal management of their resources allocated to the most optimal project portfolio. Project Portfolio Selection (PPS) and resource allocation are critical … …Journal of Computer Science, Vol. 14, Issue 11 · 7 Nov 2018 · 7,279 accessesView PDF Cite

Research ArticleOpen accessPhrase in the titleStochastic Optimization for Portfolio Selection Problem with Mean Absolute Negative Deviation MeasureAnton Abdulbasah Kamil, Adli Mustafa, Khlipah IbrahimProblem statement: The most important character within optimization problem is the uncertainty of the future returns. Approach: To handle such problems, we utilized probabilistic methods alongside with optimization techniques. We developed single stage and two stage stochastic programming with recourse. The models were developed for risk adverse investors and the objective of the stochastic programming models is to minimize the … …Journal of Mathematics and Statistics, Vol. 5, Issue 4 · 31 Dec 2009 · 6,947 accessesView PDF Cite

Research ArticleOpen accessPhrase in the titleCriteria Determining Optimal Portfolio Selection: A Case StudyDiakomihalis Mihail, Hyz Alina, Gikas GrigoriosThe paper examines the evaluation of the significance of the criteria that influence two groups of investors, who reside in different areas of Greece, in selecting their investments: (a) Investors from a metropolitan city (Athens) and (b) investors from regional Greece (Peloponnese). The study is grounded in the current and potential criteria and sub-criteria influencing investors in selecting financial investment … …American Journal of Economics and Business Administration, Vol. 5, Issue 4 · 13 Mar 2014 · 7,688 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsA Mean-Variance Portfolio Optimal Under Utility PricingHürlimann WernerAn expected utility model of asset choice, which takes into account asset pricing, is considered. The obtained portfolio selection problem under utility pricing is solved under several assumptions including quadratic utility, exponential utility and multivariate symmetric elliptical returns. The obtained unique solution, called optimal utility portfolio, is shown mean-variance efficient in the classical sense. Various questions, including conditions for complete … …Journal of Mathematics and Statistics, Vol. 2, Issue 4 · 31 Dec 2006 · 6,172 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsA ROBUST OPTIMIZATION APPROACH FOR INDEX TRACKING PROBLEMMohsen Gharakhani, Forough Zarea Fazlelahi, S. J. SadjadiIndex tracking is an investment approach where the primary objective is to keep portfolio return as close as possible to a target index without purchasing all index components. The main purpose is to minimize the tracking error between the returns of the selected portfolio and a benchmark. In this study, quadratic as well as linear models are presented for minimizing … …Journal of Computer Science, Vol. 10, Issue 12 · 26 Dec 2014 · 8,872 accessesView PDF Cite

Review ArticleOpen accessIn the abstractEconomic Theory and Machine Learning Integration in Asset Pricing and Portfolio Optimization: A Bibliometric Analysis and Conceptual FrameworkPatrick Kevin Aritonang, Sudarso Kaderi Wiryono, Taufik FaturohmanThe integration of Machine Learning (ML) with economic theory has transformed financial market analysis, particularly in asset pricing and portfolio optimization. This study synthesizes existing research, identifies gaps and elucidates ML's impact on enhancing economic models and strategies through a Systematic Literature Review (SLR) of 401 relevant documents using bibliometric methodology and VOS viewer. Results show an increasing trend in … …Journal of Computer Science, Vol. 20, Issue 10 · 7 Aug 2024 · 5,715 accessesView PDF Cite

Research ArticleOpen accessIn the abstractFUZZY RULE-BASED SYSTEM FOR AVENUE MANAGEMENTS. Prakash, C. SundarMutual Funds are becoming effective way for investors to participate in financial markets. An investor must learn to analyze and measure the risk and return of the portfolio. The performance of funds is mainly affected by characteristics such as asset size, turnover and fee structure. Investors’ highest priority lies in understanding the relation between fund performance and above properties. Currently … …American Journal of Applied Sciences, Vol. 11, Issue 5 · 15 Feb 2014 · 6,927 accessesView PDF Cite