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A global-optimal portfolio theory beyond the R-σ model

Liua, Yifan; Liang, Shi-Dong - In: Frontiers of economics in China : selected publications … 15 (2020) 1, pp. 124-139

Persistent link: https://www.econbiz.de/10012227506

Notes on Fano ratio and portfolio optimization

Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 5 (2018) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10012229128

The prospective low risk hedge fund capital allocation line model : evidence from the debt market

Vukovic, Darko B.; Prosin, Victor - In: Oeconomia Copernicana 9 (2018) 3, pp. 419-439

Persistent link: https://www.econbiz.de/10012230204

Impact analysis of financial regulation on multi-asset markets using artificial market simulations

Hirano, Masanori; Izumi, Kiyoshi; Shimada, Takashi; … - In: Journal of risk and financial management : JRFM 13 (2020) 4/75, pp. 1-20

and used a new model with continuous double auction markets, stylized trading agents, and two kinds of portfolio trading … agents. Both portfolio trading agents had trading strategies incorporating Markowitz’s portfolio optimization. Additionally …, one type of portfolio trading agent was under regulation. From the simulations, we found that portfolio optimization as …

Persistent link: https://www.econbiz.de/10012302643

Project portfolio management as a tool for innovation project management

Vacík, Emil; Špaček, Miroslav - In: Journal of management and change 36/37 (2017/2018) 1/2, pp. 24-33

Persistent link: https://www.econbiz.de/10012305719

Last frontier investments : the case of Alpine wines

Masset, Philippe; Weisskopf, Jean-Philippe; Fauchery, … - In: Journal of wine economics 15 (2020) 2, pp. 181-206

Persistent link: https://www.econbiz.de/10012307634

International cultural ambidexterity : balancing tensions of foreign market entry into distant and proximate cultures

Bruyaka, Olga; Prange, Christiane - In: Journal of business research : JBR 118 (2020), pp. 491-506

Persistent link: https://www.econbiz.de/10012288636

An application of stock-trak in "investments" : what common mistakes do students make while studying socioeconomic processes?

Kaya, Halil D.; Kwok, Julia S. - In: SocioEconomic challenges : SEC 4 (2020) 1, pp. 5-16

Persistent link: https://www.econbiz.de/10012295231

The business cycle and the portfolio composition of mutual funds

Kaya, Halil D.; Kwok, Julia S. - In: SocioEconomic challenges : SEC 4 (2020) 2, pp. 5-16

Persistent link: https://www.econbiz.de/10012295258

Regulación de tasas de interés y cupos de cartera en el sistema financiero boliviano

Avila Lema, Mario Virginio; Vides Oña, Marco Antonio - In: Economía coyuntural : revista de temas de conyunctura … 4 (2019) 2, pp. 53-83

Persistent link: https://www.econbiz.de/10012262414