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171.376  Articles
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Investors have limited budget and they try to maximize their return with minimum risk. Therefore this study aims to deal with the portfolio selection problem. In the study two criteria are considered which are expected return, and risk. In this respect, l... see more

Abstract:Strategy Selection on Software Industry Based on Ge Multi-Factors Portfolio Matrix. Based on some data, we found that half of software project had been fail to fulfill their needs for information processing, storage, search, and retriev... see more

The purpose of this paper is to present a comprehensive literature review of the research and development (R&D) project selection problem since 1977, using the PRISMA method. This study aims (i) to support researchers and practitioners to understand s... see more

The main objective of stock portfolio selection is to distribute capital to selected stocks to get the most profitable returns at a lower risk. The performance of a stock depends on a number of criteria based on the risk-return measures. Therefore, the se... see more

The purpose of this paper is to present a comprehensive literature review of the research and development (R&D) project selection problem since 1977, using the PRISMA method. This study aims (i) to support researchers and practitioners to understand s... see more

The only source of uncertainty in the standard Markowitz’s static Mean-Variance portfolio selection model is the future price of assets. This paper studies the static Mean-Variance portfolio selection model under general sources of uncertainty which gener... see more

In this paper, we study the problem of minimum variance portfolio selection based on a recent methodology for portfolio optimization restricting the allocation vector proposed by Fan et al. (2012). To achieve this, we consider different conditional and un... see more

Purpose of the article: While using asymmetric risk-return measures an important role is played by selection of the investor‘s required or threshold rate of return. The scientific literature usually states that every investor should define this rate accor... see more

This paper investigates a novel optimization problem motivated by sparse, sustainable and stable portfolio selection. The existing benchmark portfolio via the Dantzig type optimization is used to construct a sparse, sustainable and stable portfolio. Based... see more

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