LINEARIZING RISK IN THE SHARPE PORTFOLIO SELECTION MODEL: AN EX-ANTE AND EX-POST COMPARISON

Financial Review ◽

10.1111/j.1540-6288.1979.tb01800.x ◽

1979 ◽

Vol 14 (4) ◽

pp. 50-50

Author(s):

Joanne M. Hill

Keyword(s):

Portfolio Selection ◽

Selection Model ◽

Ex Post ◽

Ex Ante ◽

Portfolio Selection Model

Download Full-text

THE EFFECT OF “MARKET INDEXES” ON THE EX-POST PERFORMANCE OF THE SHARPE PORTFOLIO SELECTION MODEL

The Journal of Finance ◽

10.1111/j.1540-6261.1976.tb01936.x ◽

1976 ◽

Vol 31 (3) ◽

pp. 949-955 ◽

Author(s):

George M. Frankfurter

Keyword(s):

Portfolio Selection ◽

Selection Model ◽

Ex Post ◽

Market Indexes ◽

Portfolio Selection Model

Download Full-text

The Effect of "Market Indexes" on the Ex-Post Performance of the Sharpe Portfolio Selection Model

The Journal of Finance ◽

10.2307/2326438 ◽

1976 ◽

Vol 31 (3) ◽

pp. 949 ◽

Author(s):

George M. Frankfurter

Keyword(s):

Portfolio Selection ◽

Selection Model ◽

Ex Post ◽

Market Indexes ◽

Portfolio Selection Model

Download Full-text

A linguistic-based portfolio selection model using weighted max–min operator and hybrid genetic algorithm

Expert Systems with Applications ◽

10.1016/j.eswa.2011.03.060 ◽

2011 ◽

Vol 38 (9) ◽

pp. 11735-11743 ◽

Author(s):

Hossein Dastkhan ◽

Naser Shams Gharneh ◽

HamidReza Golmakani

Keyword(s):

Genetic Algorithm ◽

Portfolio Selection ◽

Hybrid Genetic Algorithm ◽

Selection Model ◽

Portfolio Selection Model

Download Full-text

Erratum: A portfolio selection model using genetic relation algorithm and genetic network programming

IEEJ Transactions on Electrical and Electronic Engineering ◽

10.1002/tee.21721 ◽

2011 ◽

Vol 7 (1) ◽

pp. 109-109

Author(s):

Yan Chen ◽

Kotaro Hirasawa

Keyword(s):

Portfolio Selection ◽

Genetic Network ◽

Selection Model ◽

Network Programming ◽

Genetic Relation ◽

Portfolio Selection Model ◽

Genetic Network Programming

Download Full-text

A novel portfolio selection model with investors' subjective attitudes based on fuzzy random variables

2016 12th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery (ICNC-FSKD) ◽

10.1109/fskd.2016.7603318 ◽

2016 ◽

Author(s):

Wei Sun ◽

Weiguo Zhang ◽

Weijun Xu

Keyword(s):

Portfolio Selection ◽

Random Variables ◽

Selection Model ◽

Fuzzy Random Variables ◽

Portfolio Selection Model ◽

Download Full-text

A note on the integrability of the classical portfolio selection model

Applied Mathematics Letters ◽

10.1016/j.aml.2010.04.046 ◽

2010 ◽

Vol 23 (9) ◽

pp. 1114-1119 ◽

Author(s):

V. Naicker ◽

J.G. O’Hara ◽

P.G.L. Leach

Keyword(s):

Portfolio Selection ◽

Selection Model ◽

Portfolio Selection Model

Download Full-text

Fuzzy Portfolio Selection Model Using Linear Programming

13th International Conference on Theory and Application of Fuzzy Systems and Soft Computing — ICAFS-2018 - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-030-04164-9_79 ◽

2018 ◽

pp. 602-608

Author(s):

Mustafa Menekay

Keyword(s):

Linear Programming ◽

Portfolio Selection ◽

Selection Model ◽

Fuzzy Portfolio Selection ◽

Portfolio Selection Model

Download Full-text

Research on The Portfolio Selection Model with Transaction Fee Based on Interval Number

International Journal of Digital Content Technology and its Applications ◽

10.4156/jdcta.vol6.issue22.61 ◽

2012 ◽

Vol 6 (22) ◽

pp. 529-535

Author(s):

Junfeng Zhao ◽

Xue Deng

Keyword(s):

Portfolio Selection ◽

Interval Number ◽

Selection Model ◽

Portfolio Selection Model

Download Full-text

Risk-Aversion, Capital Asset Allocation, and Markowitz Portfolio-Selection Model

Security Analysis, Portfolio Management, and Financial Derivatives ◽

10.1142/9789814343589_0008 ◽

2012 ◽

pp. 265-311

Keyword(s):

Risk Aversion ◽

Portfolio Selection ◽

Asset Allocation ◽

Selection Model ◽

Capital Asset ◽

Markowitz Portfolio ◽

Portfolio Selection Model

Download Full-text

Research on Portfolio Selection Model Based on Fuzzy High Order Moment

2020 Chinese Control And Decision Conference (CCDC) ◽

10.1109/ccdc49329.2020.9164251 ◽

2020 ◽

Author(s):

Xiaolian Meng ◽

Jiajun Huang

Keyword(s):

Portfolio Selection ◽

Selection Model ◽

Order Moment ◽

High Order Moment ◽

Model Based ◽

Portfolio Selection Model

Download Full-text