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On numerical solution for optimal allocation of investment funds in portfolio selection problem

Yahaya, Abubakar - In: CBN journal of applied statistics 3 (2012) 2, pp. 1-15

In this article, we present a procedure for obtaining an optimal solution to the Markowitz's mean-variance portfolio selection problem based on the analytical solution developed in a previous research that lead to the emergence of an important model known as the Black Model. The procedure is...

Persistent link: https://www.econbiz.de/10011476137

Portfolio optimization with quasiconvex risk measures

Mastrogiacomo, Elisabetta; Rosazza Gianin, Emanuela - In: Mathematics of operations research 40 (2015) 4, pp. 1042-1059

Persistent link: https://www.econbiz.de/10011409050

Using portfolio optimisation to calculate the efficient relationship between maritime port security residual risk and security investment

Talas, Risto; Menachof, David - In: International journal of shipping and transport … 6 (2014) 3, pp. 314-338

Persistent link: https://www.econbiz.de/10010394421

Balancing risk and learning opportunities in corporate venture capital investments : evidence from the biopharmaceutical industry

Baldi, Francesco; Baglieri, Daniela; Corea, Francesco - In: Entrepreneurship research journal : ERJ 5 (2015) 3, pp. 221-250

Persistent link: https://www.econbiz.de/10011290915

Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems : a comparison with mean-variance analysis

Brandtner, Mario - In: Journal of banking & finance 37 (2013) 12, pp. 5526-5537

Persistent link: https://www.econbiz.de/10010343658

Is there a diversification "cost" of Shari'ah compliance? Empirical evidence from Malaysian equities

Kamil, Nazrol K. M.; Obiyathulla Ismath Bacha; Mansur Masih - In: Economic systems 45 (2021) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10012797863

Using investor utility to determine portfolio choice with REITs

Feng, Wei; Jones, Travis; Allen, Marcus T. - In: Financial services review : the journal of individual … 29 (2021) 1, pp. 55-66

Persistent link: https://www.econbiz.de/10012799423

What to sell and how to sell matters : focusing on luxury hotel properties' business performance and efficiency

Kim, Jaewook; Kim, Sung In; Lee, Minwoo - In: The Cornell hospitality quarterly 63 (2022) 1, pp. 78-95

Persistent link: https://www.econbiz.de/10012800201

Comparing the performance and composition of tracking error constrained and unconstrained portfolios

Du Sart, Colin F.; Van Vuuren, Gary - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 276-287

Persistent link: https://www.econbiz.de/10012656294

Evaluating investment decisions based on the business cycle : a South African sector approach

Jansen van Rensburg, Johnny; Van Vuuren, Gary - In: Cogent economics & finance 8 (2020) 1, pp. 1-24

Sector investing aims to guide investors in identifying undervalued securities. Knowing which sectors flourish at different phases of the business cycle, investment returns may be boosted by increasing holdings in securities from strengthening sectors and reducing holdings in weakening ones. As...

Persistent link: https://www.econbiz.de/10013179695