Search Results - subject:"Mean–variance"

Hybrid Mean-Variance Mapping Optimization for Non-Convex Economic Dispatch Problems

Khoa, Truong H.; Vasant, Pandian M.; Singh, Balbir … - In: International Journal of Swarm Intelligence Research (IJSIR) 8 (2017) 4, pp. 34-59

saving. This paper proposes a hybrid variant of mean-variance mapping optimization (MVMO-SH) for solving such problem … considering the non-convex objective functions. The new proposed method is a hybrid variant of the original mean-variance mapping …

Persistent link: https://www.econbiz.de/10012047854

Optimal mean-variance portfolio selection

Pedersen, Jesper Lund; Peskir, Goran - In: Mathematics and financial economics 11 (2017) 2, pp. 137-160

Persistent link: https://www.econbiz.de/10011900522

Disclosure, distracted attention, and investor behavior

Schmelzer, André - In: Essays on market design and regulation under bounded …, (pp. 59-94). 2017

Persistent link: https://www.econbiz.de/10011901001

Mean-variance versus naïve diversification : the role of mispricing

Yan, Cheng; Zhang, Huazhu - In: Journal of international financial markets, … 48 (2017), pp. 61-81

Persistent link: https://www.econbiz.de/10011892316

Can investors gain from investing in certain sectors?

Narayan, Paresh Kumar; Ali Ahmed, Huson Joher; Narayan, … - In: Journal of international financial markets, … 48 (2017), pp. 160-177

Persistent link: https://www.econbiz.de/10011892344

Robust asset allocation for long-term target-based investing

Forsyth, Peter; Vetzal, Kenneth R. - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-32

Persistent link: https://www.econbiz.de/10011686943

International diversification through iShares and their rivals

Cao, Jie Jay; Fu, Rao; Jin, Yong - In: Journal of risk 19 (2016/2017) 3, pp. 25-55

Persistent link: https://www.econbiz.de/10011689719

Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model

Li, Danping; Rong, Ximin; Zhao, Hui; Yi, Bo - In: Insurance / Mathematics & economics 72 (2017), pp. 6-20

Persistent link: https://www.econbiz.de/10011691490

Mergers and acquisitions between risk-averse parties

Avinadav, Tal; Chernonog, Tatyana; Perlman, Yael - In: European journal of operational research : EJOR 259 (2017) 3, pp. 926-934

Persistent link: https://www.econbiz.de/10011695354

Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks : evidence from a unique Malaysian data set

Akhtar, Shumi; Jahromi, Maria - In: Accounting and finance : journal of the Accounting … 57 (2017) 1, pp. 3-46

Persistent link: https://www.econbiz.de/10011713510