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When do Improved Covariance Matrix Estimators Enhance Portfolio Optimization? An Empirical Comparative Study of Nine EstimatorsFisheries portfolio diversification and turnover buffer Alaskan fishing communities from abrupt resource and market changesLessons from finance for new land-conservation strategies given climate-change uncertainty.Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection.Rawlsian maximin rule operates as a common cognitive anchor in distributive justice and risky decisions.Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices.Volatility: a hidden Markov process in financial time series.The 'bankability' of the new waste technologies: an econometric method for risk sharing in private finance waste contracts.Fine structure of spectral properties for random correlation matrices: an application to financial markets.Persistent collective trend in stock markets.Scale-dependent portfolio effects explain growth inflation and volatility reduction in landscape demography.The effect of major income sources on rural household food (in)security: Evidence from Swaziland and implications for policy.Risk-aware multi-armed bandit problem with application to portfolio selection.Sparse Covariance Matrix Estimation by DCA-Based Algorithms.Effects of correlations and fees in random multiplicative environments: Implications for portfolio management.Identification of simple reaction coordinates from complex dynamics.Bet Hedging against Demographic Fluctuations.Limit laws for the asymmetric inclusion process.Asymmetric inclusion process.Temporal evolution of financial-market correlations.Portfolio optimization problem with nonidentical variances of asset returns using statistical mechanical informatics.Economic ImperialismConditional value-at-risk for general loss distributionsDAY-OF-THE-WEEK EFFECT IN US BIOTECHNOLOGY STOCKS — DO POLICY CHANGES AND ECONOMIC CYCLES MATTER?When all risk-adjusted performance measures are the same: in praise of the Sharpe ratioA dominance-based approach to map risks of ecological invasions in the presence of severe uncertaintyDon Patinkin and the origins of postwar monetary orthodoxyA decision support model and tool to assist financial decision-making in universitiesEliciting Stock Market Expectations: The Effects of Question Wording on Survey Experience and Response ValidityDynamic mean–VaR portfolio selection in continuous timeMean–variance portfolio optimization with parameter sensitivity control†BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAMRobust portfolio selection under downside risk measuresAn exact algorithm for factor model in portfolio selection with roundlot constraintsSelecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy BetasPortfolio selection in the Spanish stock market by interactive multiobjective programmingStochastic volatility and time-varying country risk in emerging marketsCLUSTERING STOCK DATA FOR MULTI-OBJECTIVE PORTFOLIO OPTIMIZATIONMixed Tabu machine for portfolio optimization problemApplying Portfolio Management to Implement Ecosystem-Based Fishery Management (EBFM)
P2860
Q28949514-5A95CBA0-EE11-4FF2-994A-571C580C3E58Q30835354-4543EDAE-1A21-45FA-ABD7-377DBB3E8F90Q33848362-35F84389-176A-4E2E-B8E7-FB2B206E4A23Q34522271-4473F0F5-4F10-4E88-871B-943D70C5E281Q37369233-B0161A6F-FA5D-4C09-936F-32A718D611A4Q39748145-3857FCF8-E9F4-47A8-B15D-7056765F5111Q40129190-422AFA57-1C77-430B-8D6D-F29C3B1ED05EQ43341979-7CB3A678-DE16-4042-9758-539180C6E05CQ44397397-6EE0FA67-2341-4156-9E7C-F2A76306D000Q44453231-3FA30C17-3317-4FB5-A671-15BE671AC7F3Q46267486-5C3E2980-B53C-4BE8-87C4-8F4BB7CE6318Q46315232-514C69FF-FAEC-4B19-A402-A34467572659Q47110169-98583348-34D3-4E42-912A-439A27E9A4A6Q47668780-9018C8DB-812C-41C5-A8E2-6F5BCADFF1F0Q47918277-6819DB86-6E53-449D-98D9-AC1CA9BD5A96Q48288437-2EBD18E2-CB89-4389-9082-C1CCFBF07165Q48650143-A493BC90-D389-4782-9705-DA8390318795Q51269174-62368C3E-5777-45D9-9117-A61C214653C0Q51470619-FB563D8B-AE0A-4B1B-B85B-170317BBC719Q51531080-C41F8828-E4AE-48CA-9AEC-968BDF2847F8Q53675542-B4DF6A23-FDEE-4FFA-AD60-F17873F84C98Q55896581-3CD67E5A-9154-4C28-9343-0E8A67AA0B84Q56227795-43a92562-4a7b-c5d3-6f07-1f7933ce685cQ56385116-AF281E47-63DD-46DD-AF83-828CAAE91F85Q56504546-9FF65101-AB58-48D3-B0F5-004E04B9321EQ56600468-1BC2C1C5-EA3A-4C20-9573-8AD7AC310A43Q56601370-FD77E67E-0388-49DE-BA84-C3EC7D62DA49Q56740061-4D4F7CD4-E2F4-4D97-B237-2B46CF784C0FQ56741501-5E24CDA1-A437-465E-8650-5107387E0783Q57445399-72AB83C7-E85F-4C38-B98F-C1B5226F5896Q57445406-2CB07360-50A4-4A0E-8849-73A30857A982Q57445447-504C5273-652B-4C29-AF88-B00EF676C2E8Q57445466-DD18D3BF-47EA-4256-A493-F38844CFA90CQ57445469-34AB4EE8-D543-418B-B5EA-F89FE71ADCBEQ57608418-2C18DAA7-E955-470A-8D43-8111E0887E0AQ57646206-458BC8ED-AD1C-4392-931F-A2F64A92358BQ57720225-5E79162A-A5B5-41B6-A75C-891B61FD2B08Q57925378-EBD4B138-6F26-4980-BA89-610EA4C6C3DCQ57952632-11BCEFD6-BED4-43A3-965E-D40F5D87F455Q58089361-2E157A3B-BB18-4954-8945-D0E6126B8105
P2860
description
1952 nî lūn-bûn
@nan
1952 թուականի Մարտին հրատարակուած գիտական յօդուած
@hyw
1952 թվականի մարտին հրատարակված գիտական հոդված
@hy
1952年の論文
@ja
1952年論文
@yue
1952年論文
@zh-hant
1952年論文
@zh-hk
1952年論文
@zh-mo
1952年論文
@zh-tw
1952年论文
@wuu
name
Portfolio Selection
@ast
Portfolio Selection
@en
type
label
Portfolio Selection
@ast
Portfolio Selection
@en
prefLabel
Portfolio Selection
@ast
Portfolio Selection
@en
P3181
P356
P1476
Portfolio Selection
@en
P3181
P356
10.2307/2975974
P407
P577
1952-03-01T00:00:00Z