helped the portfolio management named also the management of financial assets to enter into a most favorable environment. The …

, we introduce Hausdorff-continuous viscosity solutions to the portfolio model. …

coefficient at financial investment companies (FICs). Thus, of the 82 companies listed on the first three categories of the …

with another stock or portfolio measured as of the time the investment decision in question was made. As I argued in an … difficult issues to resolve. Up to now there has been no easy and reliable way to compare the risk of one stock or portfolio … elegant and fine-grained measure of risk for a stock or portfolio that can be computed with readily available data and used to …

wheat variety selection using the portfolio approach at various risk aversion levels. Results showed that the optimal wheat …

The present paper studies the selection of household portfolio in the presence of housing market. A major theory in the … study of housing prices and their fluctuations is the theory of household portfolio. The present study attempts to examine … correlation coefficients during the period, the optimal composition of assets in household portfolio was determined. The model …

Modern Portfolio Theory was initially introduced by Markowitz in 1950-1960 and further developed by Tobin and Sharpe …

Colombian Stock Market for the First Half of 2008</h2> This paper shows a special situation where a portfolio created based on … Tobin’s separation theorem does not match the Markowitz efficient set. Next a review of Markowitz´s portfolio selection … covariances of these returns, nor to suggest an optimal portfolio for an investor with a particular utility function, but to …