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Using LSTM-Predicted Stock Prices and Risk-Adjusted Performance Metrics to Optimize Portfolios in the European Market

• Authors : Martinez-Barbero, Xavier; Cervelló-Royo, Roberto; Ribal, Javier

Subjects: Machine learning; Neural networks; Portfolio optimization

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Evaluation of strategy portfolios

• Authors : Wang, Anlan; Kresta, Aleš; Tichý, Tomáš

Subjects: portfolio optimization; financial crisis; random weights

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MAD risk parity portfolios

• Authors : Çagın Ararat; Francesco Cesarone; Mustafa Çelebi Pınar ...

Subjects: Mean absolute deviation; Risk parity; Portfolio optimization

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Construction of portfolios considering higuer moments for investment funds ; Construcción de portafolios considerando momentos superiores para fondos de inversión

• Authors : Ossa Gonzalez, Genjis A.; Rojas Domínguez, Miriam

Subjects: Retorno; Asimetría; Curtosis

• Source: Anales del Instituto de Actuarios Españoles; No. 30 (2024); e01 ; Anales del Instituto de Actuarios Españoles; Núm. 30 (2024); e01 ; 2531-2308 ; 0534-3232

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On real estate diversification and valuation in investment portfolios : evidence from pension funds and real estate investment funds

• Authors : Fernandes, Pedro Filipe Moreira Brites de Almeida;

Subjects: Cash Flow Management; Herfindahl-Hirschman Index; Investment Portfolios

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On real estate diversification and valuation in investment portfolios : evidence from pension funds and real estate investment funds

• Authors : Fernandes, Pedro Filipe Moreira Brites de Almeida;

Subjects: Cash Flow Management; Herfindahl-Hirschman Index; Investment Portfolios

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Vliv pandemie Covid-19 a válečného konfliktu na Ukrajině na výkonnosti akciových portfolií ; Impact of Covid-19 Pandemic and War Conflict in Ukraine on Performances of Equity Portfolios

• Authors : Lukš, Lukáš;

Subjects: optimalizace portfolia; Markowitzův model; Sharpe ratio

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Diversification of investment portfolios with cryptocurrencies ; Diversificación de carteras de inversión con criptomonedas

• Authors : Chambi Condori, Pedro Pablo

Subjects: Cryptoassets; financial innovation; investment portfolios

• Source: Quipukamayoc; Vol. 29 No. 60 (2021); 51-60 ; Quipukamayoc; Vol. 29 Núm. 60 (2021); 51-60 ; 1609-8196 ; 1560-9103

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Strategies of portfolio investment with estimates of bull and bear markets ; Estratégias de investimento em portfólios com estimativas de alta e baixa do mercado financeiro

• Authors : Valls Pereira, Pedro L.; Oliveira, André Barbosa

Subjects: Portfolio optimization; Markov Chain; Multivariate time series models with Markov switch

• Source: Brazilian Review of Finance; Vol. 19 No. 4 (2021): October-December; 160-185 ; Revista Brasileira de Finanças; v. 19 n. 4 (2021): Outubro-Dezembro; 160-185 ; 1984-5146 ; 1679-0731

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An Accelerated Optimization Approach for Finding Diversified Industrial Group Stock Portfolios with Natural Group Detection

• Authors : Chun-Hao Chen; Jonathan Coupe; Tzung-Pei Hong

Subjects: clustering; cluster validation indices; portfolio optimization

• Source: Mathematics; Volume 11; Issue 14; Pages: 3144

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