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Academic Journal

An Efficient Global Optimal Method for Cardinality Constrained Portfolio Optimization.

Authors : Xu, Wei (AUTHOR); Tang, Jie (AUTHOR); Yiu, Ka Fai Cedric (AUTHOR)

Subjects: PORTFOLIO management (Investments); DATA libraries; PHILOSOPHY of scienceJIANGSU Sheng (China); CHONGQING (China)

Source: INFORMS Journal on Computing. Mar/Apr2024, Vol. 36 Issue 2, p690-704. 15p.

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Academic Journal

Countercyclical Risks, Consumption, and Portfolio Choice: Theory and Evidence.

Authors : Shen, Jialu

Subjects: PORTFOLIO management (Investments); ELASTICITY (Economics); STOCKS (Finance)

Source: Management Science; May2024, Vol. 70 Issue 5, p2862-2881, 20p

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Academic Journal

Multiportfolio Optimization: A Fairness-Aware Target-Oriented Model.

Authors : Cai, Xiaoqiang; Long, Daniel Zhuoyu; Yu, Gen

Subjects: DISTRIBUTION (Probability theory); MARKETING costs; UTILITY functionsGUANGDONG Sheng (China); HONG Kong (China)

Source: M&SOM: Manufacturing & Service Operations Management; May/Jun2024, Vol. 26 Issue 3, p952-971, 20p

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Academic Journal

Portfolio Selection, Periodic Evaluations and Risk Taking.

Authors : Tse, Alex S. L.; Zheng, Harry

Subjects: RISK-taking behavior; RISK assessment; PORTFOLIO managers (Investments)

Source: Operations Research. Nov/Dec2023, Vol. 71 Issue 6, p2078-2091. 14p.

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Academic Journal

A Decision-Making Framework for Project Portfolio Planning at Intel Corporation.

Authors : Sampath, Siddhartha¹ ; Gel, Esma S.² ; Fowler, John W.³

Subjects: *PROJECT finance; *PORTFOLIO management (Investments); *VISUALIZATIONINTEL Corp. 047897855 INTEL Corp. INTEL Corp. 047897855 047897855 INTEL Corp. 047897855 INTC

Source: Interfaces. Sep/Oct2015, Vol. 45 Issue 5, p391-408. 18p. 11 Diagrams, 4 Charts, 1 Graph.

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Academic Journal

Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact.

Authors : Edirisinghe, Chanaka; Chen, Jingnan; Jeong, Jaehwan

Subjects: FINANCIAL leverage; PORTFOLIO performance; INVESTORSCHINA

Source: Operations Research. Sep/Oct2023, Vol. 71 Issue 5, p1558-1576. 19p.

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Academic Journal

Data-Driven Distributionally Robust CVaR Portfolio Optimization Under A Regime-Switching Ambiguity Set.

Authors : Pun, Chi Seng; Wang, Tianyu; Yan, Zhenzhen

Subjects: HIDDEN Markov models; BUSINESS cycles; GLOBAL Financial Crisis, 2008-2009SINGAPORE

Source: Manufacturing & Service Operations Management; Sep/Oct2023, Vol. 25 Issue 5, p1779-1795, 17p

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Academic Journal

Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions.

Authors : Tian, Hu (AUTHOR); Zheng, Xiaolong (AUTHOR); Zhao, Kang (AUTHOR)

Subjects: PORTFOLIO management (Investments); REPRESENTATIONS of graphs; STOCK prices

Source: INFORMS Journal on Computing. Jul/Aug2022, Vol. 34 Issue 4, p1940-1957. 18p.

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Academic Journal

A Scalable Algorithm for Sparse Portfolio Selection.

Authors : Bertsimas, Dimitris (AUTHOR); Cory-Wright, Ryan (AUTHOR)

Subjects: PORTFOLIO management (Investments); FINANCIAL economics; EXPECTED returns

Source: INFORMS Journal on Computing. May/Jun2022, Vol. 34 Issue 3, p1489-1511. 23p.

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Academic Journal

Opti-Money at Bank Hapoalim: A Model-Based Investment Decision-Support System for Individual Customers.

Authors : Avriel, Mordecai¹ ; Pri-Zan, Hanna² ; Meiri, Ronit³

Subjects: *BANKING industry; *ASSET allocation; *PORTFOLIO management (Investments)ISRAELBANK Hapoalim BM

Source: Interfaces. Jan/Feb2004, Vol. 34 Issue 1, p39-50. 12p. 3 Charts, 4 Graphs.

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