The objective of this paper is to develop a portfolio optimization technique that is simple enough for an individual with little knowledge of economic theory to systematically determine his own optimized portfolio. A compromise programming approach and a fuzzy logic approach are developed as alternatives to the traditional EV model
AbstractThis paper discusses portfolio adjusting problems for an existing portfolio. The returns of ...
Recently, the economic crisis has resulted in instability in stock exchange market and this has caus...
Researchers in the field of portfolio optimization made efforts to decrease uncertainty in future re...
The objective of this paper is to develop a portfolio optimization technique that is simple enough f...
Different approaches besides the traditional Markowitz’s model have been proposed in the literature ...
The aim of this paper is to solve a portfolio selection problem using Sharpe’s single index model in...
In this paper we investigate a multi-objective portfolio selection model with three criteria: risk, ...
This monograph presents a comprehensive study of portfolio optimization, an important area of quanti...
Markowitz portfolio selection model is the most frequent model used when solving portfolio selection...
After introducing Markowitz mean-variance model, decision makers (DMs) and financial planners paid m...
The method for portfolio investment, allowing the formation of the optimal portfolio structure consi...
In this article, a mathematical programming model for choosing an optimum portfolio of investments i...
Selection of optimum methods which have appropriate speed and precision for planning and de-cision-m...
AbstractThis paper provides new models for portfolio selection in which the returns on securities ar...
Sermaye piyasaları, fon fazlası olanlarla yatırım projelerini gerçekletirmek isteyen ve fon açıı bul...
AbstractThis paper discusses portfolio adjusting problems for an existing portfolio. The returns of ...
Recently, the economic crisis has resulted in instability in stock exchange market and this has caus...
Researchers in the field of portfolio optimization made efforts to decrease uncertainty in future re...
The objective of this paper is to develop a portfolio optimization technique that is simple enough f...
Different approaches besides the traditional Markowitz’s model have been proposed in the literature ...
The aim of this paper is to solve a portfolio selection problem using Sharpe’s single index model in...
In this paper we investigate a multi-objective portfolio selection model with three criteria: risk, ...
This monograph presents a comprehensive study of portfolio optimization, an important area of quanti...
Markowitz portfolio selection model is the most frequent model used when solving portfolio selection...
After introducing Markowitz mean-variance model, decision makers (DMs) and financial planners paid m...
The method for portfolio investment, allowing the formation of the optimal portfolio structure consi...
In this article, a mathematical programming model for choosing an optimum portfolio of investments i...
Selection of optimum methods which have appropriate speed and precision for planning and de-cision-m...
AbstractThis paper provides new models for portfolio selection in which the returns on securities ar...
Sermaye piyasaları, fon fazlası olanlarla yatırım projelerini gerçekletirmek isteyen ve fon açıı bul...
AbstractThis paper discusses portfolio adjusting problems for an existing portfolio. The returns of ...
Recently, the economic crisis has resulted in instability in stock exchange market and this has caus...
Researchers in the field of portfolio optimization made efforts to decrease uncertainty in future re...
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