Search Results - subject:"Markowitz Model"

Carbon implications of sovereign wealth funds

Andersen, Elena Vaagenes; Wilts, Jakob Willem; Shan, Yuli; … - In: Corporate social responsibility and environmental management 32 (2025) 2, pp. 2072-2084

Persistent link: https://www.econbiz.de/10015333434

Three innovative methods for evaluating corporate cash flows : the Extended Net Present Value criterion, the smooth pasting condition, and the Markowitz model

Desogus, Marco; Casu, Elisa - In: Economics and Finance Readings : Selected Papers from …, (pp. 197-217). 2025

Persistent link: https://www.econbiz.de/10015449627

Stock selection using a multiple criteria hierarchical process in the Dow Jones index

Muñoz-Palma, Manuel; Miranda, Eva L.; Alvarez … - In: International journal of innovation & sustainable … 17 (2023) 1/2, pp. 67-84

Persistent link: https://www.econbiz.de/10014320090

Markowitz-based Shariah compliant portfolio model with stochastic purification and probabilistic compliance screening constraints

Puspita, Dila; Kolkiewicz, Adam; Ken Seng Tan - In: Journal of Islamic accounting and business research 14 (2023) 8, pp. 1300-1323

Persistent link: https://www.econbiz.de/10014452394

Got crypto? : evidence from Markowitz, Kataoka, and conditional value-at-risk models

Du, Lanqing; Lee, Jinwook; Kim, Namjong; Choi, Paul Moon Sub - In: Fintech, pandemic, and the financial system : …, (pp. 113-143). 2023

enhances portfolio returns; and (3) the Markowitz model (Kataoka’s and conditional value-at-risk models) recommends to fully …

Persistent link: https://www.econbiz.de/10014245458

A study of optimal portfolio selection using quadratic programming modelling : evidence from Indian pharmaceutical industry during COVID-19 times

Chetna; Sharma, Dhiraj - In: Contemporary studies of risks in emerging technology, part A, (pp. 289-303). 2023

Purpose: The present study aims to test the Quadratic Programming model for Optimal Portfolio selection empirically. Need for the Study: All the investors who buy financial products are motivated to obtain higher profits or, in other words, to maximise their returns. However, the high returns...

Persistent link: https://www.econbiz.de/10014328011