Modern portfolio theory
Revisiting modern portfolio theory
... of Modern Portfolio Theory have been extensively discussed in the literature and are widely known and used in the practice of Asset ...the theory by the usage of matrix algebra rather than ...
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Optimizing cropland cover for stable food production in Sub-Saharan Africa using simulated yield and Modern Portfolio Theory
... follow the optimization rules of Modern Portfolio Theory for crop selection. Because of these similarities we suggest that our approach can be used to generate future sce- narios of sown areas for ...
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MARKOWITZ EFFICIENT FRONTIER AND CAPITAL MARKET LINE – EVIDENCE FROM THE PORTUGUESE STOCK MARKET
... classic portfolio theory states that assets selection is determined by the maximization of the expected value, the modern portfolio theory defends that the investment strategy must be ...
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Active versus passive management : the case of BOVESPA
... their portfolio. However the Modern Portfolio Theory, ...Variance Theory, introduced by Harry Markowitz in the 50´s, has had a major influence in the practice of portfolio ...
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Portfolio theory: an aplication to the market of slected fruit in Ceará state
... The modern portfolio theory uses a scientific approach to analyze the market of selected tropical fruit in Ceara ...Markowitz’s Portfolio Theory. This paper applies portfolio ...
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Portfolio construction and risk management: theory versus practice
... The modern portfolio theory is still more widely used than the post-modern portfolio theory, and quantitative portfolio optimization is less often used than the simple ...
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Rev. Bras. Psiquiatr. vol.35 número3
... 2) Modern psychiatry: DSM-IV/ ICD-10; 3) Modern dimen- sional psychometrics; 4) Modern psychometrics: item categories and sufficient statistics; 5) The clinical consequences of item response ...
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Quantitative Equity Portfolio Optimization Model
... Markowitz portfolio clearly prefers to invest in defensive industries in detriment of cyclical Industries, by overweighting and underweighting positions respectively against the ...the portfolio puts ...
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A portfolio view of consumer credit
... a portfolio view of consumer ...a portfolio of loans also depends on the cross-sectional covariances of the default risks of its component loans (second moments), which likely vary across ...large ...
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MASTER in FINANCE MASTER’S FINAL WORK
... Black Litterman (1991) introduced a market based shrinkage approach which combines equilibrium expected returns based on the weighted average market return from CAPM with investor’s views on each asset or group of assets ...
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Gerenciamento do portfolio de projetos: um estudo exploratório.
... Abstract: The main concepts of project portfolio management, or just PPM, are not widely spread through organizations, especially in project the area. In spite of the academic development, PPM techniques are new ...
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Subadditive probabilities and portfolio inertia
... Neumann-Morgenstern utility function is differentiable, the portfolio indifference curves may be kinked.. We now assume that the individual is uncertain about the pr[r] ...
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Desempenho de fundos de obrigações socialmente responsáveis no mercado Norte-Americano
... Como supramencionado o modelo não condicional que vou utilizar é o modelo referente á formula 1. Para a escolha das variáveis a utilizar, baseei-me no trabalho de Derwall, J., & Koedijk, K. (2009), sendo que, sempre ...
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Validação da Estrutura Fatorial do Movement Assessment Battery for Children em Escolares de 8 a 10 Anos
... Abstract: The adaptation of instruments to other cultural contexts is a complex task that requires careful planning to maintain the content and psychometric properties. One of the most used motor assessment tools in the ...
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J. Braz. Chem. Soc. vol.19 número1
... molecules theory, the rationale on D 3 BIA, benzene and resonance, delocalization index and basis set dependence, the quantum atom, similarities between NICS and D 3 BIA, comparison of the delocalization indexes ...
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Finding a maximum skewness portfolio - A general solution to three-moments portfolio choice
... In general, investors will prefer high values for odd moments and low ones for even moments. The former can be seen as a way to decrease extreme values on the side of losses and increase them on the gains’. The latter ...
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Possibility Theory versus Probability Theory in Fuzzy Measure Theory
... Possibility theory is a mathematical theory for dealing with certain types of uncertainty and is an alternative to probability ...Possibility theory is an uncertainty theory devoted to the ...
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Representações Sociais e Avaliação Educacional: o que revela o PORTFOLIO
... do Portfolio pelos alunos ...palavra Portfolio, os sujeitos estariam expressando elementos daquele campo representacional, explicitando significados sociais que atribuem a ele, oferecendo indícios da ...
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URBAN TRANSPORTATION PLANNING USING PORTFOLIO PROGRAMMING
... As mentioned before, to use the portfolio programming, it is necessary that the expected value and the standard deviation for every transportation system be determined. Since every system has advantages in some ...
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