Modern portfolio theory and investment analysis / by Elton, Edwin J. 257275, Gruber, Martin Jay, 1937- 257282

Modern portfolio theory and investment analysis/ by Elton, Edwin J. 257275, Gruber, Martin Jay, 1937- 257282

Understanding the Strategies of Mining Giants by Modern Portfolio Theory by Kazuharu SASAKI, Shinsuke MURAKAMI

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A novel approach to using modern portfolio theory by Taariq G.H. Surtee, Imhotep Paul Alagidede

“…Since their inception, modern portfolio theory (MPT) and the Sharpe ratio have been among the most popular investment methodologies. …”
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Modern Portfolio Theory Applied to Institutional Real Estate Investment by Gastelú Bárcena, Emilio

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Modern Portfolio Theory : is there any opportunity for Real Estate Portfolio? by Mohd. Ali, Hishamuddin

“…Modern Portfolio Theory (MPT) has become the backbone of finance as it gives better understanding of the best possible investment portfolio for financial assets. …”
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Optimising the Investor's Portfolio through Modern Portfolio Theory: Empirical Evidence from Pakistan by Faisal Maqbool, Muhammad Husnain

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Optimal Life Extension Management of Offshore Wind Farms Based on the Modern Portfolio Theory by Baran Yeter, Yordan Garbatov

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Stock Market Performance And Modern Portfolio Theory: Case On Malaysian Stock Market And Asian Indices by Noor Azlinna, Azizan, Sorooshian, Shahryar

“…Many new methods emerge every year but most of these are rooted from Modern Portfolio theory by Harry Markowitz. In this research paper, we have used the efficient frontier from modern portfolio theory to determine the best stocks performance in KLCI index from 2006-2010. …”
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Comparative analysis of stock selection using a hybrid MCDM approach and modern portfolio theory by Vuković Marija, Pivac Snježana, Babić Zoran

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The impact of herding behavior on the performance of investment companies based on modern and post modern portfolio theory by Shahabeddin Shams, Amir Teymur Esfandirari Moghaddam

“…In this research,by using statistical data of 24 accepted investment companies on a monthly basis, and by using Lakonishok model (1992) for the period 1388-1394, impact of herding behavior on the performance of the companies based on modern and post modern portfolio theory is examined. In order to analyze data and examine the hypothesis, after reviewing the static of variables, has been used by Generalized Method of Moments (GMM) and Generalized Least Squares (EGLS) methods of estimations. …”
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The Cost of Alternative Water Supply and Efficiency Options under Uncertainty: An Application of Modern Portfolio Theory and Chebyshev’s Inequality by Dat Tran, Tatiana Borisova, Kate Beggs

“…In addition, we illustrate how using Modern Portfolio Theory (MPT) can increase the efficacy of investment planning to develop alternative water supply options. …”
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Ranking Mutual Funds Performance Based on Post-modern Portfolio Theory Indicators Using Multi-Criteria Decision-Making Methods by Nesa Moradpour

“…First, the key performance indicators were detected using the indicators of post-modern portfolio theory, which were then approved by managers, experts, and professionals. …”
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An Empirical Implementation of Markowitz Modern Portfolio Theory on Indonesia Sharia Equity Fund: A Case of Bahana Icon Syariah Mutual Fund by Raka Verdiyanto

Subjects: “…Sharia Equity Fund, Markowitz Modern Portfolio Theory, Risk-adjusted Return, Sharpe Ratio, Active Investment Strategy…”
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Comparing Different Models of Evolutionary Three-Objective Optimization Using Fuzzy Logic in Tehran Stock Exchange by Mohammad Javad Salimi, Mir Feiz Fallah, Hadi Khajezadeh Dezfuli

Subjects: “…modern portfolio theory…”
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Ivory towers to office towers, Wall Street to Main Street : a study of the relationship between modern portfolio theory and private equity real estate by Marks, David B., 1969-

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Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries by Abbas Abbasi, Ali Mohammadi, Iman Estejab

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Determinants of Corporate Risk Management: Does Board Size and Tenure Matter? Panel Data Approach from Kenyan Publicly Listed Firms by Thomas Kiptanui TARUS

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Asset allocation using a Markov process of clustered efficient frontier coefficients states by Nolan Alexander, William Scherer, Jamey Thompson

Subjects: “…Modern portfolio theory…”
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Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios by Nolan Alexander, William Scherer

Subjects: “…modern portfolio theory…”
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