Add to ORKGThe paper presents the optimization of securities portfolio. Taking into account level of acceptance α for fixed Value at Risk the optimization concerns the portfolio structure. The paper proposes a modeling of the memory effect using the multi-state Markov process where the state is determined by the sign of the last historical growth rate
This project covers the basics of Financial Portfolio Management theory through different stochastic...
The complex methodology used in financial portfolio management proves that H. Markowitz optimization...
The thesis deals with modern portfolio theory. The theoretical part of the thesis describes the hist...
The problem of investing money is common to citizens, families and companies. In this chapter, we in...
© World Scientific Publishing CompanyIn this work we introduce an adaptive method of portfolio optim...
This bachelor thesis examines if portfolio allocation models can be reversed to find the investor’s ...
Mean–variance optimization of a single portfolio, as introduced by Markowitz, is well studied and we...
We address a portfolio optimization problem in a semi-Markov modulated market. We study both the t...
This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the deter...
We address a portfolio optimization problem in a semi-Markov modulated market. We study both the ter...
The international financial crisis of September 2008 and May 2010 showed the importance of liquidity...
The international financial crisis of September 2008 and May 2010 showed the importance of liquidity...
The aim of this thesis is to develop a Markov Regime Switching framework that can be used in asset a...
In this chapter we propose portfolio selection strategies using the assumption that the portfolio re...
This diploma thesis is focused on portfolio optimization for a selected client. As a first task, a s...
This project covers the basics of Financial Portfolio Management theory through different stochastic...
The complex methodology used in financial portfolio management proves that H. Markowitz optimization...
The thesis deals with modern portfolio theory. The theoretical part of the thesis describes the hist...
The problem of investing money is common to citizens, families and companies. In this chapter, we in...
© World Scientific Publishing CompanyIn this work we introduce an adaptive method of portfolio optim...
This bachelor thesis examines if portfolio allocation models can be reversed to find the investor’s ...
Mean–variance optimization of a single portfolio, as introduced by Markowitz, is well studied and we...
We address a portfolio optimization problem in a semi-Markov modulated market. We study both the t...
This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the deter...
We address a portfolio optimization problem in a semi-Markov modulated market. We study both the ter...
The international financial crisis of September 2008 and May 2010 showed the importance of liquidity...
The international financial crisis of September 2008 and May 2010 showed the importance of liquidity...
The aim of this thesis is to develop a Markov Regime Switching framework that can be used in asset a...
In this chapter we propose portfolio selection strategies using the assumption that the portfolio re...
This diploma thesis is focused on portfolio optimization for a selected client. As a first task, a s...
This project covers the basics of Financial Portfolio Management theory through different stochastic...
The complex methodology used in financial portfolio management proves that H. Markowitz optimization...
The thesis deals with modern portfolio theory. The theoretical part of the thesis describes the hist...