|
|
|
|
|
Mikhail Vyacheslavovich Zharikov
The article is time relevant, since a number of countries, such as China and Russia, started pilot testing their digital currencies in 2020, due to the necessity of contactless means of payment during the coronavirus pandemic. The purpose of this researc...
ver más
|
|
|
|
|
|
|
|
|
|
|
Sonia Janneth Limas Suárez,Jhon Anderson Franco Ávila
Pág. 153 - 171
Evaluating the degree of country risk and monitoring economic progress are important investment factors. This risk is a specific indicator for emerging countries and an important decision reference for foreign investment; it allows evaluating investment ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Nadisah Zakaria,Fariza Hashim
Pág. 453 - 459
Graham?s stock selection criteria enable investors to be more cautious in selecting their portfolios in order to generate abnormal return. Graham?s model was widely examined in various developed market where the stock markets and companies are more matur...
ver más
|
|
|
|
|
|
|
|
|
|
|
André Alves Portela Santos
Pág. 141 - 166
Robust optimization has been receiving increased attention in the recent few years due to the possibility of considering the problem of estimation error in the portfolio optimization problem. A question addressed so far by very few works is whether this ...
ver más
|
|
|
|
|
|
|
|
|
|
|
João Frois Caldeira,Marcelo Savino Portugal
Pág. 469 - 504
The traditional models to optimize portfolios based on mean-variance analysis aim to determine the portfolio weights that minimize the variance for a certain return level. The covariance matrices used to optimize are difficult to estimate and ad hoc meth...
ver más
|
|
|
|
|
|
|
|
|
|
|
Christian Johannes Zimmer,Beat Matthias Niederhauser
Pág. pp. 91 - 116
We analyze the problem of portfolio optimization under uncertainty in the assets return distribution. After characterizing the problem using a general formulation involving the product space of the return distribution with the parameter distribution, we ...
ver más
|
|
|
|
|
|