Efficient Portfolios in a Market with a Risk-Free Asset

2015 ◽  
pp. 43-51
Author(s):  
Igor V. Evstigneev ◽  
Thorsten Hens ◽  
Klaus Reiner Schenk-Hoppé
Keyword(s):  
Efficient Portfolios

Can Unbiased Financial Advice Steer Retail Investors Towards Efficient Portfolios? Answers from a Large Field Study

2011 ◽  
Author(s):  
Utpal Bhattacharya ◽  
Andreas Hackethal ◽  
Simon Kaesler ◽  
Benjamin Loos ◽  
Steffen Meyer
Keyword(s):  
Field Study ◽  
Large Field ◽  
Financial Advice ◽  
Retail Investors ◽  
Efficient Portfolios

Identifying Multi-Efficient Portfolios

2017 ◽  
Author(s):  
Suresh K. Nair ◽  
Yuan Jin
Keyword(s):  
Efficient Portfolios

scholarly journals Estimation of Approximate Values of the Optimum Points on Efficient Portfolios Curve

2007 ◽  
Vol 6 (1) ◽  
pp. 99-106
Author(s):  
Henryk Kowgier
Keyword(s):  
Utility Functions ◽  
Exponential Utility ◽  
Efficient Portfolios

Estimation of Approximate Values of the Optimum Points on Efficient Portfolios Curve In the paper a method is found for estimating approximate optimum points on efficient portfolios curve (risk-profit) that are connected with exponential utility functions being very frequently preferred in practice by investors.

The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting

1993 ◽  
Vol 45 (1) ◽  
pp. 91-108 ◽  
Author(s):  
John B. Guerard ◽  
Makoto Takano ◽  
Yuji Yamane
Keyword(s):  
Efficient Portfolios ◽  
Earnings Forecasting

Efficiency Evaluation of Supply Chain Network Using a Framework Based on DEA and Seller-Buyer Structure

2020 ◽  
Vol 37 (06) ◽  
pp. 2050029 ◽  
Author(s):  
Hassan Arabshahi ◽  
Hamed Fazlollahtabar ◽  
Leila Maboudi
Keyword(s):  
Supply Chain ◽  
Supplier Selection ◽  
Selection Procedure ◽  
Point Of View ◽  
Decision Makers ◽  
Efficiency Evaluation ◽  
Supply Chain Network ◽  
Stage Model ◽  
Proposed Model ◽  
Efficient Portfolios

This paper aims to develop a DEA-based framework to evaluate the efficiency of the supply chain based on the seller–buyer structure and with respect to win–win strategy. This is a bi-stage model employing the CCR model in the forms of input-oriented and output-oriented considering the intermediate measures for two different conditions under a centralized point of view. The obtained results from the extension of this model to supply chain network lead to introduce “efficient path” concept being a path including different components of the supply chain that are efficient in terms of DEA. Other kinds of proper information provided by the proposed model can help the managers and decision-makers of the supply chain field in supplier selection procedure and making efficient portfolios and collaborations across the supply chain network.

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