Acceso al sitio web del Consejo de Políticas de Infraestructura

   
Redirigiendo al acceso original de articulo en 23 segundos...
ARTÍCULO
TITULO

A Comparison of Optimal Portfolio Performances of Three Optimization Methods

Aylin Cevizci    

Resumen

No disponible

PÁGINAS
pp. 137 - 146
MATERIAS
ECONOMÍA

 Artículos similares

       
 
Ashkan Zarnani, Soheila Karimi and Petr Musilek    
Information about forecast uncertainty is vital for optimal decision making in many domains that use weather forecasts. However, it is not available in the immediate output of deterministic numerical weather prediction systems. In this paper, we investig... ver más
Revista: Forecasting

 
Dorin Lixandroiu     Pág. 149 - 161
This paper proposes a new method for ranking the alternatives represented under the form of IFS. The method is analysed in comparison with other techniques used for ordering introduced by Xu (2007), Szmidt and Kacprzyk (2008). The order is determined bas... ver más

 
Daniel Broby,Raphael Faessler,Milenko Josavac,Christophe Dehut     Pág. 1270 - 1286
We investigate the diversification benefits of adding Switzerland to a Eurozone equity portfolio, both before and after the removal of Swiss franc peg to the euro. We use a mean-variance portfolio framework to compare the benchmark indices in the Eurozon... ver más

 
Leandro Maciel     Pág. 337 - 367
Forecasting stock market returns volatility is a challenging task that has attracted the attention of market practitioners, regulators and academics in recent years. This paper proposes a Fuzzy GJR-GARCH model to forecast the volatility of S&P 500 and Ib... ver más