Keywords: مرز کارآمد; Earnings Forecasting; I/B/E/S; Portfolio optimization; Information ratio; Efficient frontier; Active returns;
مقالات ISI ترجمه شده مرز کارآمد
Keywords: مرز کارآمد; G110; G10; G11; G14; G17; Shortage function; Efficient frontier; Shortselling; Portfolio management; Riskless asset;
مقالات ISI مرز کارآمد (ترجمه نشده)
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Keywords: مرز کارآمد; Overall performance evaluation; Data envelopment analysis (DEA); Evaluation context; Efficient frontier; Logistics performance;
Keywords: مرز کارآمد; C61; D81; D90; G11; G22; Mean-variance approach; Defined contribution pension scheme; Stochastic optimal control; Martingale method; Efficient frontier; Ruin probability;
Keywords: مرز کارآمد; User equilibrium; Traffic assignment; Travel time reliability; Efficient frontier; Travel behavior;
Keywords: مرز کارآمد; Quantitative occupational risk; Occupational hazards; Multi-person model; Bowtie model; Risk reducing measure; Optimum risk reducing policy; Efficient frontier;
Keywords: مرز کارآمد; D810; Q130; Q420; Ethanol; Hedging; Value at risk; Copula; Efficient frontier;
Keywords: مرز کارآمد; Data envelopment analysis; Efficient frontier; Anti-efficient frontier; The evidential-reasoning approach
Keywords: مرز کارآمد; Gas oil asset portfolio; Multi-objective optimization; Portfolio risk; Efficient frontier; Feasible envelope; Strategic portfolio management
Keywords: مرز کارآمد; Retailing; Assortments; Risk-return; Efficient Frontier; Robust optimization; Knapsack problem;
Keywords: مرز کارآمد; G11; G12Diversification; Efficient frontier; Mean-variance; Profitability; Risk
Keywords: مرز کارآمد; E&P portfolio construction; Preference theory; Efficient frontier; Decision analysis
Keywords: مرز کارآمد; IM52; IE13; IB91; Investment-reinsurance; Mean-variance criterion; Backward stochastic differential equation; Efficient strategy; Efficient frontier;
Keywords: مرز کارآمد; Mean-variance portfolio selection; Constant elasticity of variance model; Backward stochastic Riccati equation; Efficient frontier;
Keywords: مرز کارآمد; Portfolio assets selection; Multiobjective optimization; Efficient frontier; Non-dominated sorting; Particle swarm optimization; Cardinality constraint
Keywords: مرز کارآمد; Endogenous liabilities; Mean-variance; Asset-liability management; Efficient frontier; Hamilton-Jacobi-Bellman equation;
Keywords: مرز کارآمد; Proportional reinsurance; Optimal investment-reinsurance; Geometric Brownian motion; Mean-variance; Efficient frontier;
Keywords: مرز کارآمد; Efficient frontier; Drawdown constraint; Primitive securities; Arbitrage-free hypothesis; Portfolio selection;
Keywords: مرز کارآمد; G11; G21; D81; Portfolio selection; Spectral risk measures; Conditional Value-at-Risk; Comonotonicity; Efficient frontier; Optimal portfolio;
Keywords: مرز کارآمد; Data Envelopment Analysis; Efficient frontier; Graphical representation
The behavioral TOPSIS
Keywords: مرز کارآمد; Multiple attribute decision making; TOPSIS; Efficient frontier; Multi-attribute value function; Behavioral economics; Loss aversion; Endowment effect;
Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm
Keywords: مرز کارآمد; Data envelopment analysis; Directional distance function; FDH estimator; Efficient frontier; Portfolio performance;
Continuous-time Markowitz's model with constraints on wealth and portfolio
Keywords: مرز کارآمد; Markowitz's mean-variance model; Bankruptcy prohibition; Convex cone constraints; Efficient frontier; Stochastic LQ control; HJB equation;
Increasing discrimination of DEA evaluation by utilizing distances to anti-efficient frontiers
Keywords: مرز کارآمد; Data envelopment analysis; Discrimination; Efficient frontier; Anti-efficient frontier;
Optimal portfolio strategy with cross-correlation matrix composed by DCCA coefficients: Evidence from the Chinese stock market
Keywords: مرز کارآمد; DCCA coefficients; PCC; Portfolio; Efficient frontier;
Using multi-level frontiers in DEA models to grade countries/territories
Keywords: مرز کارآمد; Countries/territories; Grades; Data envelopment analysis (DEA); Efficient frontier;
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Keywords: مرز کارآمد; Dynamic programming; Multi-period mean-variance model; Efficient frontier; Uncontrolled cash flow; Uncertain time-horizon;
Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio?
Keywords: مرز کارآمد; Risk aversion coefficient; Global minimum variance portfolio; Efficient frontier
Portfolio selection with skewness: A comparison of methods and a generalized one fund result
Keywords: مرز کارآمد; Shortage function; PGP; Efficient frontier; Mean–variance; Mean–variance–skewness
Uncertain exit time multi-period mean–variance portfolio selection with endogenous liabilities and Markov jumps
Keywords: مرز کارآمد; Mean–variance portfolio selection; Endogenous liabilities; Efficient frontier; Uncertain exit time; Markov jumps
Portfolio rebalancing with an investment horizon and transaction costs
Keywords: مرز کارآمد; Portfolio optimisation; Transaction cost; Efficient frontier; Portfolio rebalancing; Multiperiod portfolio optimisation
A mean-variance optimization problem for discounted Markov decision processes
Keywords: مرز کارآمد; Mean-variance criterion; Finite continuous-time MDPs; Discounted reward; Policy iteration algorithm; Efficient frontier;
Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints
Keywords: مرز کارآمد; Portfolio optimisation; Efficient frontier; Belief rule base; Evidential reasoning;
Integrated efficiency and trade-off analyses using a DEA-oriented interactive minimax reference point approach
Keywords: مرز کارآمد; Data envelopment analysis; Multiple objective linear programming; Minimax method; Efficient frontier; Performance assessment;
Improvements by analyzing the efficient frontier in DEA
Keywords: مرز کارآمد; Data Envelopment Analysis; Efficient frontier; Improvement
Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow
Keywords: مرز کارآمد; Regime switching; Mean-variance portfolio selection; Efficient frontier; Non-self-financing; Stochastic cash flow; Dynamic programming;
Do ETFs provide effective international diversification?
Keywords: مرز کارآمد; C16; G11; G15Bootstrap; Value at Risk; Efficient frontier; Exchange Traded Fund
The mean–variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms
Keywords: مرز کارآمد; Cardinality constraints; Efficient frontier; Evolutionary algorithms; Mean–variance optimization; Multiobjective optimization; Portfolio selection
Thermoacoustic heat engine modeling and design optimization
Keywords: مرز کارآمد; Thermoacoustics; Mathematical programming; Global optimization; Multiobjective optimization; Efficient frontier
Heuristic algorithms for the cardinality constrained efficient frontier
Keywords: مرز کارآمد; Efficient frontier; Genetic algorithm; Portfolio optimisation; Simulated annealing; Tabu search
Geometric representation of the mean–variance–skewness portfolio frontier based upon the shortage function
Keywords: مرز کارآمد; Shortage function; Efficient frontier; Mean–variance–skewness efficiency
Dynamic mean–variance portfolio selection with borrowing constraint
Keywords: مرز کارآمد; Continuous-time finance; Optimal portfolio; Mean–variance portfolio selection; Borrowing rate; Efficient frontier; Stochastic PLQ control; HJB equation
Optimal joint survival reinsurance: An efficient frontier approach
Keywords: مرز کارآمد; Optimal excess of loss reinsurance; Probability of ruin; Appell polynomials; Joint survival of cedent and reinsurer; Expected profit; Efficient frontier; Copula functions;
Behavior patterns of investment strategies under Roy’s safety-first principle
Keywords: مرز کارآمد; G11; D81Continuous-time portfolio selection; Safety-first principle; Investment strategies; Horizon effects; Efficient frontier
Portfolio selection in stochastic markets with HARA utility functions
Keywords: مرز کارآمد; Portfolio optimization; Dynamic programming; HARA utility functions; Myopic policy; Efficient frontier
Cost-effectiveness of Colonoscopy
Keywords: مرز کارآمد; Colonoscopy; Colorectal cancer screening; Cost-effectiveness analysis; Comparative effectiveness research; Efficient frontier;
Portfolio selection in multidimensional general and partial moment space
Keywords: مرز کارآمد; Shortage function; Efficient frontier; K-moment portfolios; G11;
Markowitz’s model with Euclidean vector spaces
Keywords: مرز کارآمد; Markowitz’s model; Portfolio selection; Short sales; Efficient frontier
Mean-risk efficient portfolio analysis of demand response and supply resources
Keywords: مرز کارآمد; Demand response; Interruptible contract; Electricity portfolio analysis; Efficient frontier; Value at risk (VaR)
A note on a minimax rule for portfolio selection and equilibrium price system
Keywords: مرز کارآمد; Portfolio selection; Minimax model; Optimization; Efficient frontier; Maximum entropy algorithm