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Portfolio optimization : application of the Markowitz model using lagrange and profitability forecast
Brătian, Vasile - In: Expert journal of economics 6 (2018) 1, pp. 26-34
This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the determination of the structure of the efficient securities portfolio. In this sense, in order to determine the structure of the efficient Markowitz portfolio (PE), a Lagrange function is built and...
Persistent link: https://www.econbiz.de/10012062904
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Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo; Orozco, Elkin Tabares; Velilla, … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 97-106
Persistent link: https://www.econbiz.de/10011881289
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Nonparametric prediction for univariate spatial data : methods and applications
Arancibia, Rodrigo García; Llop, Pamela; Lovatto, Mariel - In: Papers in regional science : the journal of the … 102 (2023) 3, pp. 635-672
Persistent link: https://www.econbiz.de/10014342459
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Economic forecasting
Bassie, V. Lewis - 1958
Persistent link: https://www.econbiz.de/10000591815
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Economic forecasts, 1976-1978
Waarvik, Mavis (contributor); Frank, Mary Ellen (contributor) - Alaska / Dept. of Labor / Research and Analysis Section - 1976
Persistent link: https://www.econbiz.de/10000322741
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Evolving U. S. monetary policy and the decline of inflation predictability
Benati, Luca; Surico, Paolo - In: Journal of the European Economic Association 6 (2008) 2/3, pp. 634-646
Persistent link: https://www.econbiz.de/10003725650
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DSGE model-based forecasting of non-modelled variables
Schorfheide, Frank; Sill, D. Keith - 2008
Persistent link: https://www.econbiz.de/10003754163
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Predicting the time of the ultimate maximum for Brownian motion with drift
Du Toit, Jacques; Peskir, Goran - In: Mathematical control theory and finance, (pp. 95-112). 2008
Persistent link: https://www.econbiz.de/10003755583
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Comparing the DSGE model with the factor model : an out-of-sample forecasting experiment
Wang, Mu-Chun (contributor) - 2008
In this paper, we put DSGE forecasts in competition with factor forecasts. We focus on these two models since they represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic background; the factor model on the other hand is mainly...
Persistent link: https://www.econbiz.de/10003650023
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On the application and use of DSGE models
Álvarez Lois, Pedro Pablo; Harrison, Richard T.; … - In: Journal of economic dynamics & control 32 (2008) 8, pp. 2428-2452
Persistent link: https://www.econbiz.de/10003745406