Modern portfolio theory: Part 1

被引：3
|
作者：
Northern Arizona University, P.O. Box 15600, Flagstaff, AZ 86011, United States [1 ]
机构：
来源：
IEEE Microwave Mag. | 2006年 / 5卷 / 22-27期
关键词：
Strategic planning;
D O I：
10.1109/MW-M.2006.247902
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [21] Robust Optimization Methods in Modern Portfolio Theory
    Bobulsky, Maros
    Bohdalova, Maria
    EUROPEAN FINANCIAL SYSTEMS 2019, 2019, : 49 - 56
  • [22] Revisions of modern portfolio theory optimization model
    Vaclavik, Milan
    Jablonsky, Josef
    CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH, 2012, 20 (03) : 473 - 483
  • [23] Modern portfolio theory with sharia: a comparative analysis
    John A. Sandwick
    Pablo Collazzo
    Journal of Asset Management, 2021, 22 : 30 - 42
  • [24] A Synthesis of Modern Portfolio Theory and Sustainable Investment
    Peylo, Benjamin Tobias
    JOURNAL OF INVESTING, 2012, 21 (04): : 33 - 46
  • [25] MODERN PORTFOLIO THEORY - REPROGRAMMING MONEY MANAGER
    WELLES, C
    INSTITUTIONAL INVESTOR, 1977, 11 (04): : 35 - &
  • [26] Review on the Modern portfolio theory and optimization model
    Hou, Zehan
    Li, Zeyu
    Zhou, Yang
    PROCEEDINGS OF THE 2017 INTERNATIONAL CONFERENCE ON INNOVATIONS IN ECONOMIC MANAGEMENT AND SOCIAL SCIENCE (IEMSS 2017), 2017, 29 : 695 - 702
  • [27] Applying modern portfolio theory for a dynamic energy portfolio allocation in electricity markets
    Garcia, Reinaldo C.
    Gonzalez, Virginia
    Contreras, Javier
    Custodio, Janiele E. S. C.
    ELECTRIC POWER SYSTEMS RESEARCH, 2017, 150 : 11 - 23
  • [28] Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory
    Jang, Junkyu
    Seong, NohYoon
    EXPERT SYSTEMS WITH APPLICATIONS, 2023, 218
  • [29] Modern and post-modern portfolio theory as applied to moneyline betting
    Harville, David A.
    JOURNAL OF QUANTITATIVE ANALYSIS IN SPORTS, 2023, 19 (02) : 73 - 89
  • [30] Project portfolio selection via harmony search algorithm and modern portfolio theory
    Esfahani, Hamed Nasr
    Sobhiyah, Mohammad Hossein
    Yousefi, Vahid Reza
    PROCEEDINGS OF THE 29TH IPMA WORLD CONGRESS WC2015, 2016, 226 : 51 - 58
12345