It is well known that the portfolio optimization involves creating the stock portfolio minimizing the risk for a … bring alternative models for solving a portfolio’s problem. Particularly in the paper is proposed some techniques and … considerations for non-linear portfolio’s model transformation in one of linear or linear fractional type. The last ones leads to …

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. …

diversified portfolio, composed by stocks, bonds, gold and dollar, between August of 1994 and December of 2007, when were studied … maturity. Using he Portfolio Theory, results in biannual analysis and over the time periods 1994-1998 and 1999-2003 showed … improvement in portfolio efficiency, but without statistical significance, according methodology used by Gibbons, Ross e Shanken …

A short-run model incorporates instantaneous portfolio equilibrium with macroeconomic flows to clarify the structure of …

This paper explores how a put option changes the probability distribution of portfolio value. The paper extends the … portfolio distribution to measure riskiness and compare different put options. I report a so-called ‘quantile surface’ that … decrease the quantile, which is equivalent to increasing the riskiness of the portfolio, and leads me to ask: what return will …

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

portfolio composition. The model departs from a home-biased state of the world that decreases through time creating a … rebalancing effect on the international portfolio, raising the demand for the high-income country assets. The model sheds light on …

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. …