Search Results - subject:"Mean–variance"

Risk-averse and risk-seeking investor preferences for oil spot and futurues

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013

Persistent link: https://www.econbiz.de/10010198257

Mean-variance portfolio optimization problem with fixed salary and inflation protection for a defined contribution pension scheme

Nkeki, Charles I.; Nwozo, Chukwuma R. - In: Journal of statistical and econometric methods 2 (2013) 2, pp. 157-173

Persistent link: https://www.econbiz.de/10009769892

Portfolio diversification with commodities in times of financialization

Zaremba, Adam - In: International journal of finance & banking studies : JJFBS 4 (2015) 1, pp. 18-36

Persistent link: https://www.econbiz.de/10011285701

Volatility asset pricing model as an alternative approach?

Kuklik, Robert G.; Vacek, Vladislav - In: European financial and accounting journal : EFAJ 8 (2013) 1, pp. 39-66

The reality of contemporary developments in the capital markets indicates that they do not lend themselves to the deductive theory based on simplified rationality of the physical world. The behaviour of the markets cannot be derived from rather bare postulates of the so called "random walk"...

Persistent link: https://www.econbiz.de/10011460249

Optimal investment risks management strategies of an economy in a financial crisis

Nkeki, Charles I. - In: International journal of financial engineering 5 (2018) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10011922949

Bi-objective mean-variance method based on Chebyshev inequality bounds for multi-objective stochastic problems

Mahdiraji, Hannan Amoozad; Hajiagha, Seyed Hossein Razavi; … - In: RAIRO / Operations research 52 (2018) 4/5, pp. 1201-1217

Persistent link: https://www.econbiz.de/10011987285

An examination of the benefits of factor investing in U.K. stock returns

Fletcher, Jonathan - In: International journal of economics and finance 10 (2018) 4, pp. 154-170

Persistent link: https://www.econbiz.de/10011860918

Short-term liner shipping bunker procurement with swap contracts

Wang, Yadong; Meng, Qiang; Tan, Zhijia - In: Maritime policy and management : MPM 45 (2018) 1/2, pp. 211-238

Persistent link: https://www.econbiz.de/10011879757

The Kelly criterion in portfolio optimization : a decoupled problem

Peterson, Zachariah - In: The journal of investment strategies 7 (2018) 2, pp. 52-76

Persistent link: https://www.econbiz.de/10011880161

A method for portfolio selection based on joint probability of co-movement of multi-assets

Zhou, Tianmin - In: Journal of mathematical finance 8 (2018) 3, pp. 535-548

Persistent link: https://www.econbiz.de/10011968713