The Development of Strategy for Stock Portfolio Optimization in Oil and Gas Sector

2017 ◽  
Vol 2017 (2) ◽  
pp. 65-89 ◽  
Author(s):  
Yuliya Gurvits
Keyword(s):  
Genetic Algorithm ◽  
Portfolio Optimization ◽  
Oil And Gas ◽  
Comprehensive Analysis ◽  
Distribution Functions ◽  
Financial Ratios ◽  
Econometric Methods ◽  
Modern Methods ◽  
Stock Portfolio ◽  
Oil And Gas Sector

The article provides the analysis of traditional and modern methods of portfolio optimization, such as mathematical programming, genetic algorithm, the priority index and finding the weights of the shares in proportion to market capitalization and financial ratios. The author has developed the new econometric methods of stock portfolio formation based on comprehensive analysis of distribution functions and the key financial ratios of companies. The optimization strategies were tested for efficiency on data for the period from 2010 to 2015.

scholarly journals An Effective Approach for the Diverse Group Stock Portfolio Optimization Using Grouping Genetic Algorithm

IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 155871-155884
Author(s):  
Chun-Hao Chen ◽  
Cheng-Yu Lu ◽  
Tzung-Pei Hong ◽  
Jerry Chun-Wei Lin ◽  
Matteo Gaeta
Keyword(s):  
Genetic Algorithm ◽  
Portfolio Optimization ◽  
Diverse Group ◽  
Grouping Genetic Algorithm ◽  
Stock Portfolio

scholarly journals CHALLENGES AND OPPORUNITIES TO TRANSITION INTO A KNOWLEDGE-BASED ECONOMY IN LIBYA

2020 ◽  
Author(s):  
Ali Omar Eliaser ◽  
Keyword(s):  
Research Methodology ◽  
Oil And Gas ◽  
Social Economic ◽  
Comparative Method ◽  
Comprehensive Analysis ◽  
Large Percentage ◽  
Knowledge Based ◽  
Knowledge Based Economy ◽  
Challenges And Opportunities ◽  
Oil And Gas Sector

Libya is an Oil- Based Economy as a large percentage of its GDP comes from oil and gas sector. The main objective of this paper is to investigate the challenges and opportunities for the transition to a knowledge based economy in Libya. The broader question in this research is firstly, what are the main challenges facing the transition into the knowledge-based economy in Libya? Secondly, what are the major opportunities for transition into a knowledge-based economy in Libya? The research methodology was based on a descriptive and comparative method of analysis. The contribution of this research is to fill the acute shortage in the Libyan literature by presenting a more comprehensive analysis and investigating the challenges and opportunities for the shift to a knowledge-based economy in Libya. The findings of this study indicate several obstacles for a transition to a knowledge-based economy in Libya such as political, social, economic, institutional, and organisational obstacle.

Analyzing the liquidity ratios of the world's leading public oil and gas corporations

2020 ◽  
Vol 26 (7) ◽  
pp. 1571-1589 ◽  
Author(s):  
O.V. Shimko
Keyword(s):  
Public Sector ◽  
Oil And Gas ◽  
Comprehensive Analysis ◽  
Annual Reports ◽  
Main Factors ◽  
Economic Analyses ◽  
Oil And Gas Companies

Subject. This article explores the key liquidity figures of the twenty five largest public oil and gas companies between 2006 and 2018. Objectives. The article aims to determine the current values of the key liquidity figures of the largest public oil and gas companies, identify key trends in their changes within the study period, and identify the factors that have caused these changes. Methods. For the study, I used comparative, and financial and economic analyses, and generalization. Results. Based on a comprehensive analysis of the twenty five oil and gas companies' annual reports, the article identifies trends in the changes in the key liquidity indexes in the industry's public sector, and establishes the main factors that affected these changes. Conclusions and Relevance. The largest public oil and gas companies are able to maintain their own liquidity in times of crisis, even. The industry pays the most attention to increasing the instant liquidity ratios. The results of the study can be used to evaluate, forecast, and develop measures to enhance the liquidity of public oil and gas companies.

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