Keywords: Capital asset pricing model (Capm) Capital asset pricing theory Finance theory Hedonic pricing Portfolio theory Residential rental real estate investment (RRREI) Security market line Systematic/unsystematic risk

Portfolio Selection: How to Integrate Complex Constraints For the standard Mean-Variance model for portfolio selection with linear constraints, there are several algorithms that can efficiently compute both a single point on the Pareto front and even the whole front. Unfortunately, commonly used constraints (e.g. cardinality constraints or buy-in thresholds) result in the optimization problem t...

In this paper we present a classification of the various technologies applied for the solution of the portfolio selection problem according to the discipline and the methodological framework followed. We provide a concise presentation of the emerged categories and we are trying to identify which methods considered obsolete and which lie at the heart of the debate. On top of that, we provide a c...

Fuzzy logic can be used when knowledge is incomplete or when ambiguity of data exists. The purpose of this paper is to propose a proactive fuzzy setbased model for reacting to the risk inherent in investment activities relative to a complete view of portfolio management. Fuzzy rules are given where, depending on the antecedents, the portfolio size may be slightly or significantly decreased or i...

A Fuzzy Behavioral Portfolio model (FBPM) is proposed for security investment with insufficient market information and uncertain emotion influence on investment return and risk. Based on the general behavioral portfolio theory, trapezoidal fuzzy number is employed to characterize investment return and risk. Text emotion analysis based on emotional lexicons is introduced to obtain the market inv...

Free AccessImportant Keywordshttps://doi.org/10.14220/9783737013444.259SectionsPDF/EPUB ToolsAdd to favoritesDownload CitationsTrack Citations ShareShare onFacebookTwitterLinkedInRedditEmail About Previous chapter Next FiguresReferencesRelatedDetails Download book coverOsnabrücker Studien zur Jüdischen und Christlichen Bibel.Volume 8 1st editionISBN: 978-3-8471-1344-7 eISBN: 978-3-7370-1344-4Hi...

Web Service is becoming the next generation of web-based application. With enhancement of quality of services and increasing quantity of services, service discovery becomes important. In the process of discovery, although the user is not familiar with service interfaces, he wants to obtain the best services with some limited simple keywords. Because the keywords are often incomplete or wrong or...

This paper presents a new approach for setting criteria towards evaluating e-portfolio use within educational context. The urge for considering e-portfolio systems in current educational context is becoming more vivid, as many systems are developed to address the need for gathering artifact used within educational context. The wide development of web 2.0 technologies has given the opportunities...