نتایج جستجو برای: optimal portfolio selection

تعداد نتایج: 676688  

Journal: :اقتصاد و توسعه کشاورزی 0
قدیری مقدم قدیری مقدم رفیعی دارانی رفیعی دارانی

abstract portfolio definition is the most important decision for individuals and legal persons that invest in stock. the main objective of this paper is study and determination of optimal portfolio for stock of active food industrial company in tehran stock based on value at risk (var) index. for this purpose, we used weekly static of stock of active food industrial company in tehran from bahma...

2017
Fei Ren Ya-Nan Lu Sai-Ping Li Xiong-Fei Jiang Li-Xin Zhong Tian Qiu

The problem of portfolio optimization is one of the most important issues in asset management. We here propose a new dynamic portfolio strategy based on the time-varying structures of MST networks in Chinese stock markets, where the market condition is further considered when using the optimal portfolios for investment. A portfolio strategy comprises two stages: First, select the portfolios by ...

Journal: :International Journal of Theoretical and Applied Finance 2007

Journal: :Journal of Applied Mathematics and Decision Sciences 2009

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