Balancing a stock portfolio by Chong, Isabelle Noelene

“…The objective functions used in portfolio optimization are largely based on the Modern Portfolio Theory (MPT) by Harry Markowitz. Firstly, for portfolio replication, both ANN and linear regression approaches were shown to be able to replicate the Straits Times Index (STI) portfolio with high correlation values. …”
Get full text

Resolution of degeneracy in Merton's portfolio problem by Pun, Chi Seng, Wong, Hoi Ying

“…The Merton problem determines the optimal intertemporal portfolio choice by maximizing the expected utility and is the basis of modern portfolio theory in continuous-time finance. However, its empirical performance is disappointing. …”
Get full text
Get full text

Human resource management in project portfolios : architecting an allocation process by Botros, Mina N. M

Get full text

A Multi-Criteria Based Stock Selection Framework in Emerging Market by Sanjib Biswas, Gautam Bandyopadhyay, Dragan Pamucar, Neha Joshi

“…The calculated weights show consistency to the modern portfolio theory as average return, beta, and return on net worth obtain higher weightage than others. …”
Get full text

Managing portfolios of complex systems with the portfolio-level epoch-era analysis for affordability framework by Dieffenbacher, Jason W

Get full text

'The Optimal Mix' : deploying portfolio theory on real estate asset returns in mixed-use development by Song, Weijia, S.M. Massachusetts Institute of Technology

Get full text

Estimating the NIH Efficient Frontier by Bisias, Dimitrios, Watkins, James F., Lo, Andrew W

“…We hypothesize that modern portfolio theory can create a closer link between basic research and outcome, and offer insight into basic-science related improvements in public health. …”
Get full text
Get full text
Get full text

Liquid real estate investment fund in Latin America : analysis of worldwide best practices and portfolio proposal by Martinez, Andres (Martinez Sanchez Hidalgo)

Get full text

International diversification opportunities for real estate investment portfolios : a fresh look focusing on private real estate after the Great Crash by Boontanorm, Onousa

Get full text

Incorporating property characteristics and capital market conditions in optimizing commercial real estate portfolios by Liu, Yanjia

Get full text

Portfolio Management of Copula-Dependent Assets Based on <i>P</i>(<i>Y</i> < <i>X</i>) Reliability Models: Revisiting Frank Copula and Dagum Distributions by Pushpa Narayan Rathie, Luan Carlos de Sena Monteiro Ozelim, Bernardo Borba de Andrade

“…Modern portfolio theory indicates that portfolio optimization can be carried out based on the mean-variance model, where returns and risk are represented as the average and variance of the historical data of the stock’s returns, respectively. …”
Get full text

Direct measurement forest carbon protocol: a commercial system-of-systems to incentivize forest restoration and management by Bruno D.V. Marino, Vinh Truong, J. William Munger, Richard Gyimah

“…The SoS standardizes and automates GMP measurement, uncertainty and reporting functions creating diverse forest carbon portfolios while reducing cost and investment risk in alignment with modern portfolio theory. To illustrate SoS field deployment and operation, published annual NEE data for a tropical (Ankasa Park, Ghana, Africa) and a deciduous forest (Harvard Forest, Petersham, MA, USA) are used to forecast carbon revenue. …”
Get full text

A systematic method of project selection based on risk and return criteria and according to the mean-semi-deviation behavioral hypothesis by Jafarizadeh, Babak, Ramazani, Reza

“…Based on the new Mean-Semi-deviation Behavior, and according to Utility and Modern Portfolio theories, a more efficient method of project evaluation will be presented.…”
Get full text

The Impact of Profit Changes Speed on Stock Portfolio Fluctuations Companies Accepted in Tehran Stock Exchange by Sepideh Rajizadeh, Hadis Zeinali

“…Therefore, according to the theories based on the quality of profit and modern portfolio theories, the results of the first hypothesis show that the speed of positive changes in profit causes a decrease in the volatility of the stock portfolio, and the results of the second hypothesis show that the speed of negative changes in profit increases the volatility of the stock portfolio, which This can greatly help investors and companies in the stock exchange community to take advantage of this important factor and be more careful in attracting investors.Conclusion: The analysis of Iran's economy shows that this country has experienced one of the most challenging economic and social conditions during the past decades. …”
Get full text