Search Results - subject:"Mean–variance model"

The BSS-FM estimation of international assets allocation for China Mainland investors

Tang, Xuan; Gao, Xing; Zhou, Qiuping; Ma, Jian - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 6, pp. 1224-1236

Persistent link: https://www.econbiz.de/10012211536

Multi-period asset-liability management with cash flows and probability constraints : a mean-field formulation approach

Li, Xun; Wu, Xianping; Yao, Haixiang - In: Journal of the Operational Research Society 71 (2020) 10, pp. 1563-1580

Persistent link: https://www.econbiz.de/10012314367

Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem

Cui, Xiangyu; Li, Xun; Yang, Lanzhi - In: Operations research letters 48 (2020) 6, pp. 693-696

Persistent link: https://www.econbiz.de/10012430065

Portfolio selection with mental accounts : an equilibrium model with endogenous risk aversion

Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Journal of banking & finance 110 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012225005

Mean-variance model and investors' diversification attitude : a theoretical revisit

Koumou, Gilles Boevi - In: Finance research letters 37 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012484898

How effective is the tail mean-variance model in the fund of fund selection? : an empirical study using various risk measures

Wang, Qiyu; Huang, Wenli; Wu, Xin; Zhang, Chao - In: Finance research letters 29 (2019), pp. 239-244

Persistent link: https://www.econbiz.de/10012418788

Mean-variance, mean-VaR, and mean-CVaR models for portfolio selection with background risk

Guo, Xu; Chan, Raymond H.; Wong, Wing Keung; Zhu, Lixing - In: Risk management : a journal of risk, crisis and disaster 21 (2019) 2, pp. 73-98

Persistent link: https://www.econbiz.de/10012060286

Portfolio selection under uncertainty by the ordered modular average operator

Li, Hong-Quan; Yi, Zhi-Hong; Fang, Yong - In: Fuzzy optimization and decision making : a journal of … 18 (2019) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10012228134

Investment behavior of Canadian Egg Producers: Analyzing the Impacts of Risk Aversion and Variability of Prices and Costs of Production

Tamini, L.D.; Doyon, M.; Zan, M.M. - Centre de recherche en économie de l'environnement, de … - 2014

Animal welfare is a major concern for consumers. This concern has not gone unnoticed by sector stakeholders, especially egg producers. One of the fundamental changes likely to affect egg producers regards modes of production, specifically changes in housing systems, ranging from conventional...

Persistent link: https://www.econbiz.de/10010776425

Portfolio Optimization by Using Birds Flight Algorithm

Meybodi, Fatemeh Khaleghi; Denavi, Hassan Dehghan; … - In: International Journal of Academic Research in … 4 (2014) 2, pp. 334-342

is the solving of portfolio optimization problem (mean – variance model) by using Particle Swarm Optimization (PSO). for …

Persistent link: https://www.econbiz.de/10010850192