Portfolio allocation based on expected profit and loss measures

The Journal of Investment Strategies ◽

10.21314/jois.2021.003 ◽

2021 ◽

Author(s):

J.H Venter ◽

P.J de Jongh

Keyword(s):

Portfolio Allocation ◽

Expected Profit

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Real Estate Risk Factors and Portfolio Allocation

10.15396/eres2018_124 ◽

2018 ◽

Author(s):

Martin Hoesli ◽

Jean-Christophe Delfim

Keyword(s):

Risk Factors ◽

Real Estate ◽

Portfolio Allocation

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Real Estate: Portfolio Allocation, Diversification, and Timing

CFA Institute Conference Proceedings Quarterly ◽

10.2469/cp.v24.n4.4940 ◽

2007 ◽

Vol 24 (4) ◽

pp. 47-54

Author(s):

Bret R. Wilkerson

Keyword(s):

Real Estate ◽

Portfolio Allocation

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Portfolio Allocation and the Investment Horizon

10.2469/dig.v27.n4.183 ◽

1997 ◽

Vol 27 (4) ◽

pp. 68-69

Keyword(s):

Portfolio Allocation ◽

Investment Horizon

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Portfolio allocation to corporate bonds with correlated defaultsPortfolio allocation to corporate bonds with correlated defaults

The Journal of Risk ◽

10.21314/jor.2002.072 ◽

2002 ◽

Vol 5 (1) ◽

pp. 39-58 ◽

Author(s):

Mark Wise ◽

Vineer Bhansali

Keyword(s):

Corporate Bonds ◽

Portfolio Allocation ◽

Correlated Defaults

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Optimal Inattention to the Stock Market, Portfolio Allocation and Consumption

SSRN Electronic Journal ◽

10.2139/ssrn.1573224 ◽

2010 ◽

Author(s):

Alberto G. P. Rossi

Keyword(s):

Stock Market ◽

Portfolio Allocation ◽

Market Portfolio

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Disappointment Aversion and Income Risk: Implications for Portfolio Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.2992835 ◽

2016 ◽

Author(s):

Revansiddha Basavaraj Khanapure

Keyword(s):

Portfolio Allocation ◽

Income Risk ◽

Disappointment Aversion

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A Forward-Solving Numerical Technique for Dynamic Consumption and Portfolio Allocation Problems

SSRN Electronic Journal ◽

10.2139/ssrn.687622 ◽

2005 ◽

Author(s):

George Chacko ◽

Maxim Golts ◽

Mihir A. Desai ◽

Vladimir Novakovsky

Keyword(s):

Numerical Technique ◽

Portfolio Allocation ◽

Allocation Problems

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Real Exchange Rate Mean Reversion and International Portfolio Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.967416 ◽

2007 ◽

Author(s):

Marco Airaudo ◽

Marcos Buscaglia

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Mean Reversion ◽

Portfolio Allocation ◽

International Portfolio

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Dependence Modeling of Joint Extremes Via Copulas: A Dynamic Portfolio Allocation Perspective

SSRN Electronic Journal ◽

10.2139/ssrn.966447 ◽

2007 ◽

Author(s):

Denitsa Stefanova

Keyword(s):

Portfolio Allocation ◽

Dependence Modeling ◽

Dynamic Portfolio

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Market sentiment-aware deep reinforcement learning approach for stock portfolio allocation

Engineering Science and Technology an International Journal ◽

10.1016/j.jestch.2021.01.007 ◽

2021 ◽

Author(s):

Prahlad Koratamaddi ◽

Karan Wadhwani ◽

Mridul Gupta ◽

Sriram G. Sanjeevi

Keyword(s):

Reinforcement Learning ◽

Portfolio Allocation ◽

Learning Approach ◽

Market Sentiment ◽

Stock Portfolio

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