the portfolio is a perfect combination of stock or assets, which an investor buys them. the objective of the portfolio is to divide the investment risk among several shares. using non-parametric dea and dea-r methods can be of great significance in estimating portfolio. in the present paper, the efficient portfolio is estimated by using non-radial dea and dea-r models. by proposing non-radial m...

Portfolio optimization is one of the most important issues for effective and economic investment. There is plenty of research in the literature addressing this issue. Most of these pieces of research attempt to make the Markowitz’s primary portfolio selection model more realistic or seek to solve the model for obtaining fairly optimum portfolios. An efficient frontier in the ...

SCALABLE, EFFICIENT AND OPTIMAL DISCRETE-TIME REBALANCING ALGORITHMS FOR LOG-OPTIMAL INVESTMENT PORTFOLIO

We examine the valuation and capital allocation roles of voluntary disclosure when managers have private information regarding the firm’s investment opportunities, but an efficient market for corporate control influences their investment decisions. For managers with long-term stakes in the firm, the equilibrium disclosure region is two-tailed: only extreme good news and extreme bad news is disc...

The efficient market hypothesis (EMH) fails as a valid model of financial markets. The fractal market hypothesis (FMH) is a more general alternative way to the EMH. The FMH is formed on the following parameter space: agents’ investment horizons. A financial market is more stable when a fractal character in the structures of agent’s investment horizons is adopted. For computer simulations, the c...

40] A.J. Wilkie. Model completeness results for expansions of the ordered eld of real numbers by restricted Pfaaan functions and the exponential function. for discussions and comments, anonymous referees for suggesting numerous improvements, and Mihalis Yannakakis for his suggestions that helped improve the presentation.

sustained is by omitting any reference to the sensation novels thronged with palpably nervous middle-class bodies which gave rise during the 1860s to a fury of indignation. "The reader's nerves are affected like the hero's", Margaret Oliphant stridently complained in a review of the most famous of them all, Wilkie Collins's The woman in white (1860). Such omissions make Nerves and narratives, a...

e are pleased to have an cognizing the Silver Anni romarketing (JMM) and to amental role within schol ments here are based on an ast nine years, in which we nature and extent of mar ed a great deal while doin lesson involves the appr romarketing perspective fo g scholarship. s macromarketers well know by all sectors of marketing a we explore eight distinct issu n in Table 1, these eight po utur...