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Mutual fund competition in the presence of dynamic flows
Breton, Michèle; Hugonnier, Julien; Masmoudi, Tarek - 2008
. We characterize the set of equilibria for this delegated portfolio management game and show that there exists a unique …
Persistent link: https://www.econbiz.de/10003962143
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Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816706
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Allocation of Stocks in a Portfolio Using Antlion Algorithm : Investor's Perspective
Kaushal, Kshma - 2018
of investments is diversification, where investors diversify their investments into different types of financial assets … technique to solve various problems in management and engineering. The stocks of top 45 Indian companies listed on Bombay Stock …
Persistent link: https://www.econbiz.de/10012921823
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Artificial intelligence model for building investment portfolio optimization mix using historical stock prices data
Adebiyi, Sulaimon Olanrewaju; Ogunbiyi, Oludayo Olatosimi; … - In: Rajagiri management journal 16 (2022) 1, pp. 36-62
Purpose - The purpose of this paper is to implement a genetic algorithmic geared toward building an optimized investment portfolio exploring data set from stocks of firms listed on the Nigerian exchange market. To provide a research-driven guide toward portfolio business assessment and...
Persistent link: https://www.econbiz.de/10013202382
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Market dynamics and momentum in the Taiwan stock market
Lin, Chaonan; Ko, Kuan-Cheng; Feng, Zhi-Xiang; Yang, … - In: Pacific-Basin finance journal 38 (2016), pp. 59-75
Persistent link: https://www.econbiz.de/10011669064
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Tri-criterion modeling for constructing more-sustainable mutual funds
Utz, Sebastian; Wimmer, Maximilian; Steuer, Ralph E. - In: European journal of operational research : EJOR 246 (2015) 1, pp. 331-338
Persistent link: https://www.econbiz.de/10011341641
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Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
Utz, Sebastian; Wimmer, Maximilian; Hirschberger, Markus; … - In: European journal of operational research : EJOR 234 (2014) 2, pp. 491-498
Persistent link: https://www.econbiz.de/10010356715
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An empirical analysis of funds' alternative measures in the mean absolute deviation (MAD) framework
Tavakoli Baghdadabad, Mohammad Reza - In: International journal of emerging markets 10 (2015) 4, pp. 726-746
Persistent link: https://www.econbiz.de/10011489432
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Portfolio optimization with tri-objective for index fund management
Chen, Yao-Tsung; Sheng, Yang - In: Algorithmic finance 9 (2022) 3/4, pp. 121-127
Persistent link: https://www.econbiz.de/10013459977
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Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
Luo, Xuyang; Song, Chunyue - In: Computers & operations research : and their … 153 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014265762