contrarian strategy by believing that loser portfolio will experience of rebound conversely degradation at share winner portfolio …

minimizing risk and maximizing returns of expected portfolio. At the beginning, proposed models in this issue are resolved basing … approaches have been proposed to solve asset allocation and portfolio optimization problems. In a first time, we survey some … providing a good guide to the application of Metaheuristics to portfolio optimization and asset allocation problems. …

In this paper I consider a portfolio optimization problem where an agent holds an endowment of stock and is allowed to … literature that uses exact algebraic analysis with a binomial probability model of portfolio value, I use numerical techniques to … the distribution of portfolio value. The location of the optimal quantity varies across preferences and provides examples …

In this paper portfolio allocation strategies based onn a recently developed autoregressive conditional …

guidance on how to operationalize the concept. We adapt financial portfolio theory as a method for EBFM that accounts for …

portfolio containing both domestic short-run assets and foreign short-run assets, exposed to exchange risk, will always have … less portfolio risk than a portfolio of either domestic short-term assets, or foreign short-run assets covered in the …

We show that optimal delegated portfolio management contracts-which serve to screen out uninformed agents and reward …

variable. We also apply the Monte Carlo method in the invest ment decision-making procedure. For finding an "optimal" portfolio … portfolio form of shares funds. …