نتایج جستجو برای: keywords portfolio
تعداد نتایج: 1994353 فیلتر نتایج به سال:
in the portfolio selection problem, the manager considers several objectives simultaneously such as the rate of return, the liquidity and the risk of portfolios. these objectives are conflicting and incommensurable. moreover, the objectives can be imprecise. generally, the portfolio manager seeks the best combination of the stocks that meets his investment objectives. the imprecise goal program...
in the research we try to introduce “network matrix” in selecting optimizing portfolio for active management in investment companies, to evaluating obtained portfolio of this, with this aim that have high efficiency in relation to market portfolio efficiency. first matrix (portfolio) is value-growth stocks that are classified by standards p/e and p/b and second matrix (portfolio) are an aggress...
a r t i c l e i n f o a b s t r a c t Keywords: Growth optimal portfolio Threshold rebalancing Proportional transaction cost Discrete-time stock market We investigate how and when to diversify capital over assets, i.e., the portfolio selection problem, from a signal processing perspective. To this end, we first construct portfolios that achieve the optimal expected growth in i.i.d. discrete-tim...
The execution of computationally intensive parallel applications in heterogeneous environments, where the quality and quantity of computing resources available to a single user continuously change, often leads to irregular behavior, in general due to variations of algorithmic and systemic nature. To improve the performance of scientific applications, loop scheduling algorithms are often employe...
uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید