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...

this research aims to design the portfolio entrepreneurship model and to analyze the effect of social capital, prior experience and knowledge, the entrepreneur’s financial resources, as well as human capital on portfolio entrepreneurship and also to investigate the effect of portfolio entrepreneurship on recognition of new opportunities, as well as business growth and development. the research ...

Financial Robo-Advisor is the technology that integrates machine learning and self-identification to determine investment decisions. This study explores financial robo-advisor based on bibliometric analysis a systematic literature review. The method used three steps: determining keyword, of metadata using VOSviewer, then collecting analysing articles. results show five cluster keywords defined ...

Noise is essential for the existence of a liquid market, and if noise traders are not present in the market, the trade volume will drop severely and an important aspect of the market philosophy will be lost. However, these noise traders bring noise to the market, and the existence of noise in prices indicates a temporary deviation in prices from their fundamental values. In particular, high-fre...

Keywords: Survey LP computable mean-risk and mean-safety models Real features Transaction costs Exact and heuristic algorithms a b s t r a c t Markowitz formulated the portfolio optimization problem through two criteria: the expected return and the risk, as a measure of the variability of the return. The classical Markowitz model uses the variance as the risk measure and is a quadratic programm...