62 search results - page 3 / 13 » Financial Portfolio Optimisation |
INFOVIS
2003
IEEE
14 years 21 days ago
2003
IEEE
An equity mutual fund is a financial instrument that invests in a set of stocks. Any two different funds may partially invest in some of the same stocks, thus overlap is common. P...
EOR
2006
13 years 7 months ago
2006
The fuzzy set is one of the powerful tools used to describe an uncertain environment. As well as quantifying any potential return and risk, portfolio liquidity is taken into accou...
HICSS
2008
IEEE
14 years 1 months ago
2008
IEEE
“Don’t put all your eggs in one basket” is common wisdom with respect to financial portfolio theory. The configuration of customer portfolios with regard to appropriate risk...
FSS
2002
13 years 7 months ago
2002
The mean-variance methodology for the portfolio selection problem, originally proposed by Markowitz, has been one of the most important research fields in modern finance. In this ...
CSDA
2006
13 years 7 months ago
2006
It is difficult to find an existing single model which is able to simultaneously model exceedances over thresholds in multivariate financial time series. A new modeling approach, ...