Search Results - subject:"Markowitz theory"

Presenting a two-echelon multi-objective supply chain model considering the expiration date of products and solving it by applying MODM

Iraj, Mohammad; Chobar, Adel Pourghader; Peivandizadeh, Ali - In: Sustainable manufacturing and service economics 3 (2024), pp. 1-12

conditions and applying the concept of Markowitz's theory. Finally, drawing the optimal cost curve of producer and distributor as … manufacturer and a distributor is developed. At first, this chain is modeled, and then, implementing the concept of Markowitz … theory, the optimal cost curve of producer and distributor is drawn as an efficient frontier. Findings show it is found that …

Persistent link: https://www.econbiz.de/10015332696

Investors' behavior in alternative asset classes

Papavasiliou, Ellie; Topaloglou, Nikolas; Tsomidis, Georgios - In: SPOUDAI - Journal of Economics and Business 72 (2022) 3/4, pp. 3-55

We investigate whether alternative asset classes should be included in optimal portfolios of the most prominent investor personae in the Behavioral Finance literature, namely, the Cumulative Prospect Theory, the Markowitz and the Loss Averse types of investors. We develop a stochastic spanning...

Persistent link: https://www.econbiz.de/10014477251

Investors' behavior in alternative asset classes

Papavasiliou, Ellie; Topaloglou, Nikolas; Tsomidis, Georgios - In: Spoudai : journal of economics and business 72 (2022) 3/4, pp. 3-55

Persistent link: https://www.econbiz.de/10014246136

Silver in equity portfolio risk optimization : Polish investor perspective

Pruchnicka-Grabias, Izabela - In: European research studies 24 (2021) 3, pp. 716-728

Persistent link: https://www.econbiz.de/10012664655

Effect of index concentration on index volatility and performance

Pandey, Amit; Sharma, Anil Kumar - In: Asia Pacific financial markets 30 (2023) 3, pp. 559-585

Persistent link: https://www.econbiz.de/10014362642

Stochastic regularization for the mean-variance allocation scheme

Zumbach, Gilles O. - In: Quantitative finance 19 (2019) 7, pp. 1097-1120

Persistent link: https://www.econbiz.de/10012194746

Teoría de Markowitz con metodología EWMA para la toma de decisión sobre cómo invertir su dinero

Betancourt Bejarano, Katherine; García Díaz, Carlos Mario - In: Atlantic Review of Economics 1 (2013)

risk. Given the above, this paper presents a model of efficient portfolio optimization based on Markowitz's theory, using …

Persistent link: https://www.econbiz.de/10011536962

Teoría de Markowitz con metodología EWMA para la toma de decisión sobre cómo invertir su dinero

Betancourt Bejarano, Katherine; García Díaz, Carlos Mario - In: Atlantic review of economics : AROE 1 (2013)

Financial markets currently offer various investment alternatives, including a variety of assets, which are differentiated by the level of profitability, liquidity, volatility and trading volume associated with them, among other characteristics of the market; it which implies that investors use...

Persistent link: https://www.econbiz.de/10010231579

An application of the Markowitz theory to numismatics : the walking liberty

Alcázar Blanco, Antonio; Coca Pérez, José Luís; … - In: Revue Gestion 2000 : management & prospective 32 (2015) 2, pp. 21-31

Persistent link: https://www.econbiz.de/10011891083

Selection of Optimal Portfolio by Use of Risk Diversification Method

Bris, Martina; Kristek, Ivan; Mijoc, Ivo - In: Interdisciplinary Management Research 4 (2008) May, pp. 329-343

Markowitz’ theory as the origin of modern portfolio optimization theory, which in turn represents the starting point for …

Persistent link: https://www.econbiz.de/10004999217