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Academic Journal

Optimal Selection of Stock Portfolios Using Multi-Criteria Decision-Making Methods.

Authors : Jing, Dongmei¹ (AUTHOR); Imeni, Mohsen² (AUTHOR); Edalatpanah, Seyyed Ahmad³ (AUTHOR)

Source: Mathematics (2227-7390). Jan2023, Vol. 11 Issue 2, p415. 21p.

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Academic Journal

Rebalancing index tracking portfolios with cumulative sum (CUSUM) control charts.

Authors : Nesi Bubicz, Eduardo¹ (AUTHOR); Pascoal Filomena, Tiago¹ (AUTHOR); Riegel Sant'Anna, Leonardo¹ (AUTHOR)

Source: Engineering Economist. Oct-Dec 2021, Vol. 66 Issue 4, p319-345. 27p. 10 Charts, 3 Graphs.

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Academic Journal

Composition of portfolios by pairs trading with volatility criteria in the Brazilian market.

Authors : Guerra Cavalcanti, Raphael Silveira¹ ; dos Santos, Joséte Florencio¹ ; dos Santos, Ramon Rodrigues¹

Source: Revista Contabilidade & Finanças - USP. May-Aug2021, Vol. 32 Issue 86, p273-284. 12p.

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Academic Journal

PIB brasileiro como carteira de mercado eficiente no modelo CAPM.

Authors : Teixeira, Victor Fontes¹ ; Neto, Alfredo Sarlo² ; Reina, Donizete³

Source: Revista Contemporânea de Contabilidade. abr-jun2021, Vol. 18 Issue 47, p36-54. 19p.

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Academic Journal

Pairs trading on different portfolios based on machine learning.

Authors : Chang, Victor¹ (AUTHOR); Man, Xiaowen² (AUTHOR); Xu, Qianwen^1,3 (AUTHOR)

Source: Expert Systems. May2021, Vol. 38 Issue 3, p1-25. 25p.

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Academic Journal

Performance measurement of ESG-themed megatrend investments in global equity markets using pure factor portfolios methodology.

Authors : Naffa, Helena¹ (AUTHOR); Fain, Máté¹ (AUTHOR)

Source: PLoS ONE. 12/22/2020, Vol. 15 Issue 12, p1-34. 34p.

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Academic Journal

Performance of Finite Order Stochastic Process Generated Universal Portfolios.

Authors : Pang, S. T.¹ ; Liew, H. H.¹; Chang, Y. F.¹

Source: Malaysian Journal of Mathematical Sciences. Apr2019 (S), Vol. 13, p157-171. 15p.

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Academic Journal

Using Markov-Switching models in Italian, British, U.S. and Mexican equity portfolios: a performance test.

Authors : De la Torre, Oscar V.¹ ; Galeana-Figueroa, Evaristo²; Alvarez-García, José

Source: Electronic Journal of Applied Statistical Analysis. 2018, Vol. 11 Issue 2, p489-505. 17p.

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Academic Journal

CARTEIRAS EFICIENTES E INGÊNUAS: UMA ANÁLISE COMPARATIVA COM O USO DO MODELO DE MARKOWITZ.

Authors : Farias, Tácito Augusto^1,2,3 ; Rodrigues de Moura, Fábio^2,4

Source: Revista de Economia Mackenzie. 2013, Vol. 11 Issue 2, p114-152. 39p.

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Academic Journal

Correlation versus Cointegration: Do Cointegration based Index-Tracking Portfolios perform better?

Authors : Grobys, Klaus

Source: German Journal for Young Researchers / Zeitschrift für Nachwuchswissenschafter. 2010, Vol. 2 Issue 1, p72-78. 7p. 2 Charts, 1 Graph.

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نتائج البحث

فلترة النتائج

Optimal Selection of Stock Portfolios Using Multi-Criteria Decision-Making Methods.

Rebalancing index tracking portfolios with cumulative sum (CUSUM) control charts.

Composition of portfolios by pairs trading with volatility criteria in the Brazilian market.

PIB brasileiro como carteira de mercado eficiente no modelo CAPM.

Pairs trading on different portfolios based on machine learning.

Performance measurement of ESG-themed megatrend investments in global equity markets using pure factor portfolios methodology.

Performance of Finite Order Stochastic Process Generated Universal Portfolios.

Using Markov-Switching models in Italian, British, U.S. and Mexican equity portfolios: a performance test.

CARTEIRAS EFICIENTES E INGÊNUAS: UMA ANÁLISE COMPARATIVA COM O USO DO MODELO DE MARKOWITZ.

Correlation versus Cointegration: Do Cointegration based Index-Tracking Portfolios perform better?

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