27   Artículos

 
en línea
Guang Tian, Yang Yang, Xiaoran Xu, Yiming Chen, Bo Yang, Xu Wu and Xinhao Wang    
Business parks account for 30% of China?s total carbon emissions. Exploring emissions reduction approaches for business parks is crucial to achieve a net-zero emissions target, as well as for achieving a representative example for all types of emissions ... ver más
Revista: Buildings    Formato: Electrónico

 
en línea
Apichat Chaweewanchon and Rujira Chaysiri    
With the advances in time-series prediction, several recent developments in machine learning have shown that integrating prediction methods into portfolio selection is a great opportunity. In this paper, we propose a novel approach to portfolio formation... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Jules Clément Mba, Kofi Agyarko Ababio and Samuel Kwaku Agyei    
This paper investigates the robustness of the conventional mean-variance (MV) optimization model by making two adjustments within the MV formulation. First, the portfolio selection based on a behavioral decision-making theory that encapsulates the MV sta... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Mirza Sikalo, Almira Arnaut-Berilo and Azra Zaimovic    
In this paper, we compared the models for selecting the optimal portfolio based on different risk measures to identify the periods in which some of the risk measures dominated over others. For decades, the best known return-risk model has been Markowitz?... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Olivier Mesly    
In this challenging and innovative article, we propose a framework for the consumer behavior named ?consumer financial spinning?. It occurs when borrowers-consumers of products with high financial stakes accumulate unsustainable debt and disconnect from ... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Unbreen Arif,Muhammad Tayyab Sohail     Pág. 243 - 255
The development of asset pricing model is attributed to Markowitz (1952) which initiated towards Modern Portfolio Theory (MPT). The whole concept of MPT based on normality of returns assumption but in emerging economies volatility of returns is an import... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Elena Likhosherst,Lev Mazelis,Konstantin Solodukhin     Pág. 36 - 45
The method for portfolio investment, allowing the formation of the optimal portfolio structure considering degrees of satisfaction of requirements of stakeholder groups, risks and uncertainty of external and internal environment, was proposed. The model ... ver más
Revista: Eastern-European Journal of Enterprise Technologies    Formato: Electrónico

 
en línea
Sabastine Mushori,Delson Chikobvu     Pág. 256 - 264
A dynamic stochastic methodology in optimal portfolio selection that maximizes investment opportunities and minimizes maximum downside risk while taking into account implicit transaction costs incurred in initial trading and in subsequent rebalancing of ... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Laís Cavalar Souza,Wellington Oliveira Massardi,Vanessa Aparecida Vieira Pires,João Paulo Ciribeli     Pág. 201 - 213
Baseado na teoria de Markowitz (1952), o presente artigo teve como objetivo criar uma carteira de investimentos com ativos que compõem o índice Bovespa durante o período de janeiro a abril de 2016, de maneira que se consiga maximizar a relação entre risc... ver más
Revista: Revista de Gestão, Finanças e Contabilidade    Formato: Electrónico

 
en línea
Mostafa El Hachlouf,Mohammed El Haddad,Faris Hamza,Meriem Aboulethar     Pág. 561 - 564
The minimization of the portfolio of financial assets has a particular interest in the field of finance. In this context, several approaches have been proposed to contribute to the solution of this problem which Markowitz approach is the most popular. In... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

« Anterior     Página: 1 de 3     Siguiente »