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Academic Journal

Portfolio Investment with Options Based on Uncertainty Theory.

Subjects: INVESTMENTS; OPTIONS (Finance); EXPECTED returns

  • Source: International Journal of Information Technology & Decision Making. May2019, Vol. 18 Issue 3, p929-952. 24p.

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Academic Journal

Integration of blockchain-enabled closed-loop supply chain and robust product portfolio design.

Subjects: PORTFOLIO management (Investments); SUPPLY chains; PRODUCT design

  • Source: Computers & Industrial Engineering. May2023, Vol. 179, pN.PAG-N.PAG. 1p.

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Academic Journal

Textual Sentiment of Chinese Microblog Toward the Stock Market.

Subjects: MICROBLOGS; STOCK exchanges; TEXT mining

  • Source: International Journal of Information Technology & Decision Making. Mar2019, Vol. 18 Issue 2, p649-671. 23p.

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Academic Journal

Short-term Sparse Portfolio Optimization Based on Alternating Direction Method of Multipliers.

Subjects: PORTFOLIO management (Investments); MULTIPLIERS (Mathematical analysis); MATHEMATICAL optimization

  • Source: Journal of Machine Learning Research. 2018, Vol. 19 Issue 56-84, p1-28. 28p.

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Academic Journal

An Improved Quick Artificial Bee Colony Algorithm for Portfolio Selection.

Subjects: BEES algorithm; PORTFOLIO management (Investments); STOCKS (Finance)

  • Source: International Journal of Computational Intelligence & Applications. Mar2019, Vol. 18 Issue 1, pN.PAG-N.PAG. 14p.

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Periodical

Changepoint 8.0 weaves its way into operations.

Subjects: CHANGEPOINT Corp.; COMPUTER software; PORTFOLIO management (Investments)

  • Source: eWeek. 12/1/2003, Vol. 20 Issue 48, p45-48. 3p. 2 Color Photographs, 1 Chart.

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Academic Journal

EFFICIENCY OR INNOVATION: HOW DO INDUSTRY ENVIRONMENTS MODERATE THE EFFECTS OF FIRMS' IT ASSET PORTFOLIOS?

Subjects: INFORMATION technology; PORTFOLIO management (Investments); INVESTMENTS -- Social aspects

  • Source: MIS Quarterly. Jun2012, Vol. 36 Issue 2, p509-528. 20p. 1 Diagram, 5 Charts, 4 Graphs.

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Academic Journal

Portfolio construction based on stochastic dominance and target return distributions.

Subjects: PORTFOLIO management (Investments); INVESTMENTS; INVESTORS

  • Source: Mathematical Programming. Sep2006, Vol. 108 Issue 2/3, p541-569. 29p. 9 Charts, 7 Graphs.

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Academic Journal

Convex risk measures for portfolio optimization and concepts of flexibility.

Subjects: MATHEMATICAL optimization; RISK management in business; CONVEX functions

  • Source: Mathematical Programming. Oct2005, Vol. 104 Issue 2/3, p541-559. 19p.

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Academic Journal

Linking strategic information systems concepts to practice: systems integration at the portfolio level.

Subjects: INFORMATION resources management; PORTFOLIO management (Investments)

  • Source: Journal of Information Technology (Routledge, Ltd.). Mar1999, Vol. 14 Issue 1, p69-82. 14p. 1 Chart.

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Academic Journal

DELEGATED DYNAMIC PORTFOLIO MANAGEMENT UNDER MEAN-VARIANCE PREFERENCES.

Subjects: PORTFOLIO management (Investments); INVESTORS; INVESTMENT advisors

  • Source: Journal of Applied Mathematics & Decision Sciences. 2006, Vol. 2006 Issue 3, p1-22. 22p.

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Academic Journal

A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems.

Subjects: ARTIFICIAL neural networks; EXPERT systems; PORTFOLIO management (Investments)

  • Source: Neural Computing & Applications. Nov2010, Vol. 19 Issue 8, p1165-1195. 31p. 21 Charts.

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Academic Journal

Measuring risk and returns in the customer portfolio.

Subjects: CUSTOMER relations; PORTFOLIO management (Investments); INVESTMENTS

  • Source: Journal of Database Marketing. Mar2002, Vol. 9 Issue 3, p219. 9p.

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Academic Journal

Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis.

Subjects: ANALYSIS of variance; PORTFOLIO management (Investments)

  • Source: SIAM Review. 2001, Vol. 43 Issue 1, p31. 56p. 12 Graphs.

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Academic Journal

Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market.

Subjects: PORTFOLIO management (Investments); HEDGING (Finance); DIFFERENTIAL equations

  • Source: Mathematics of Operations Research. Feb2004, Vol. 29 Issue 1, p132-161. 30p.

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Academic Journal

A GENERALIZED STOCHASTIC DIFFERENTIAL UTILITY.

Subjects: OPERATIONS research; STOCHASTIC difference equations; RISK aversion

  • Source: Mathematics of Operations Research. Feb2003, Vol. 28 Issue 1, p154. 27p.

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Academic Journal

MEAN-VARIANCE PORTFOLIO SELECTION WITH RANDOM PARAMETERS IN A COMPLETE MARKET.

Subjects: ANALYSIS of variance; PORTFOLIO management (Investments); STOCHASTIC difference equations

  • Source: Mathematics of Operations Research. Feb2002, Vol. 27 Issue 1, p101. 20p.

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Academic Journal

Effect of Network Relations on the Adoption of Electronic Trading Systems.

Subjects: EFFICIENT market theory; MANAGEMENT science research; INTERPERSONAL relations research

  • Source: Journal of Management Information Systems. Summer2008, Vol. 25 Issue 1, p233-266. 34p. 5 Diagrams, 1 Chart.

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Academic Journal

Prioritizing a Portfolio of Information Technology Investment Projects.

Subjects: INFORMATION technology research; PORTFOLIO management (Investments); REAL options (Finance)

  • Source: Journal of Management Information Systems. Fall2004, Vol. 21 Issue 2, p33-60. 28p. 1 Diagram, 9 Charts.

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Academic Journal

Managing Information Technology Investment Risk: A Real Options Perspective.

Subjects: INFORMATION technology; INVESTMENT analysis; PORTFOLIO management (Investments)

  • Source: Journal of Management Information Systems. Fall2002, Vol. 19 Issue 2, p43-84. 42p. 8 Diagrams, 8 Charts, 6 Graphs.

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Academic Journal

An algorithm portfolio approach to reconfigurable set-up planning.

Subjects: PORTFOLIO management (Investments); ALGORITHMS; NUMERICAL control of machine tools

  • Source: International Journal of Computer Integrated Manufacturing. Aug2011, Vol. 24 Issue 8, p756-768. 13p.

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Academic Journal

Optimal portfolio strategies benchmarking the stock market.

Subjects: PORTFOLIO management (Investments); FINANCIAL management; BENCHMARKING (Management)

  • Source: Mathematical Methods of Operations Research. 2006, Vol. 64 Issue 2, p211-225. 15p. 2 Charts, 2 Graphs.

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Academic Journal

A unified approach to portfolio optimization with linear transaction costs.

Subjects: TRANSACTION costs; STOCHASTIC processes; STOCHASTIC analysis

  • Source: Mathematical Methods of Operations Research. 2005, Vol. 62 Issue 2, p319-343. 25p. 1 Graph.

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Academic Journal

Portfolio optimization under transaction costs in the CRR model.

Subjects: TRANSACTION costs; UTILITY functions; PORTFOLIO management (Investments)

  • Source: Mathematical Methods of Operations Research. 2005, Vol. 61 Issue 2, p239-259. 21p. 2 Charts, 3 Graphs.

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Academic Journal

Investment optimization under constraints.

Subjects: ELASTICITY (Economics); INVESTORS; PORTFOLIO management (Investments)

  • Source: Mathematical Methods of Operations Research. 2004, Vol. 60 Issue 2, p175-201. 27p.

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Academic Journal

Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach.

Subjects: PORTFOLIO management (Investments); COST; TIME series analysis

  • Source: Mathematical Methods of Operations Research. 2004, Vol. 60 Issue 2, p165-174. 10p. 1 Chart.

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Academic Journal

Elasticity approach to portfolio optimization.

Subjects: PORTFOLIO management (Investments); INTEREST rates; STOCHASTIC processes

  • Source: Mathematical Methods of Operations Research. 2003, Vol. 58 Issue 1, p159-182. 24p.

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Academic Journal

New light on the portfolio allocation problem.

Subjects: ASSET allocation; PORTFOLIO management (Investments); MATHEMATICAL optimization

  • Source: Mathematical Methods of Operations Research. 2003, Vol. 56 Issue 3, p501. 11p.

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Academic Journal

On-line portfolio selection strategy with prediction in the presence of transaction costs.

Subjects: PORTFOLIO management (Investments); TRANSACTION costs; STRATEGIC planningENGLAND; LONDON (England)

  • Source: Mathematical Methods of Operations Research. 2001, Vol. 54 Issue 1, p133. 29p.

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Academic Journal

Duality for portfolio optimization with short sales.

Subjects: MATHEMATICAL optimization; SHORT selling (Securities); PORTFOLIO management (Investments)

  • Source: Mathematical Methods of Operations Research. 2001, Vol. 53 Issue 2, p247. 17p.

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Academic Journal

Portfolio management with stable distributions.

Subjects: PORTFOLIO management (Investments); MATHEMATICAL optimization

  • Source: Mathematical Methods of Operations Research. 2000, Vol. 51 Issue 2, p341. 12p.

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Academic Journal

Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management.

Subjects: MARKOV processes; DISCRETE-time systems; PORTFOLIO management (Investments)

  • Source: Mathematical Methods of Operations Research. 1999, Vol. 50 Issue 2, p167. 22p.

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Academic Journal

On value preserving and growth optimal portfolios.

Subjects: DISCRETE-time systems; MATHEMATICAL models of investments; PORTFOLIO management (Investments)

  • Source: Mathematical Methods of Operations Research. 1999, Vol. 50 Issue 2, p189. 30p.

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Academic Journal

Portfolio optimization via stochastic programming: Methods of output analysis.

Subjects: PORTFOLIO management (Investments); STOCHASTIC programming; ROBUST statistics

  • Source: Mathematical Methods of Operations Research. 1999, Vol. 50 Issue 2, p245. 26p.

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Academic Journal

Optimal investment and consumption models with non-linear stock dynamics.

Subjects: MATHEMATICAL models of investments; NONLINEAR systems; PORTFOLIO management (Investments)

  • Source: Mathematical Methods of Operations Research. 1999, Vol. 50 Issue 2, p271. 26p.

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Academic Journal

A utility maximization approach to hedging in incomplete markets.

Subjects: HEDGING (Finance); PORTFOLIO management (Investments); INVESTMENTS

  • Source: Mathematical Methods of Operations Research. 1999, Vol. 50 Issue 2, p321. 18p.

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Academic Journal

A novel prediction based portfolio optimization model using deep learning.

Subjects: DEEP learning; PORTFOLIO management (Investments); SHORT-term memory

  • Source: Computers & Industrial Engineering. Mar2023, Vol. 177, pN.PAG-N.PAG. 1p.

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Academic Journal

The Use of Decision Criteria in Selecting Information Systems/Technology Investments.

Subjects: INFORMATION technology projects; COMPETITIVE advantage in business; INFORMATION technology & economics

  • Source: MIS Quarterly. Sep92, Vol. 16 Issue 3, p335-353. 19p.

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Academic Journal

The Design of an Investment Portfolio Selection Decision Support System Using Two Expert Systems and a Consulting System.

Subjects: EXPERT systems; DECISION support systems; MANAGEMENT information systems

  • Source: Journal of Management Information Systems. Spring87, Vol. 3 Issue 4, p79-92. 14p.

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Academic Journal

A portfolio approach to evaluating information systems investments and setting priorities.

Subjects: PORTFOLIO management (Investments); INVESTMENTS; INFORMATION technology

  • Source: Journal of Information Technology (Routledge, Ltd.). Dec90, Vol. 5 Issue 4, p222. 10p. 5 Diagrams, 1 Chart.

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Academic Journal

Evaluating IT investments--matching techniques to projects.

Subjects: INFORMATION technology; INVESTMENTS; PORTFOLIO management (Investments)UNITED Kingdom

  • Source: Journal of Information Technology (Routledge, Ltd.). Dec90, Vol. 5 Issue 4, p215. 7p.

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Academic Journal

Beyond strategy--benefits identification and management of specific IT investments.

Subjects: INFORMATION technology; PORTFOLIO management (Investments); INVESTMENTS

  • Source: Journal of Information Technology (Routledge, Ltd.). Dec90, Vol. 5 Issue 4, p205. 10p. 10 Diagrams, 5 Charts.

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Academic Journal

Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin.

Subjects: INVESTMENTS; MATHEMATICAL models of investments; ECONOMIC policy

  • Source: Mathematics of Operations Research. Nov95, Vol. 20 Issue 4, p937. 22p.

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Academic Journal

A STOCHASTIC CONTROL APPROACH TO THE PRICING OF OPTIONS.

Subjects: PORTFOLIO management (Investments); PRICING; STOCHASTIC control theory

  • Source: Mathematics of Operations Research. Feb90, Vol. 15 Issue 1, p49-79. 31p.

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Academic Journal

A CONCENTRATION INEQUALITY FOR THE K-MEDIAN PROBLEM.

Subjects: CHIEF executive officers; STOCHASTIC processes; INDUSTRIAL publicity

  • Source: Mathematics of Operations Research. May89, Vol. 14 Issue 2, p189-202. 14p.

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Academic Journal

Comparing the Modeling Performance of Regression and Neural Networks as Data Quality Varies: A Business Value Approach.

Subjects: DATA quality; PORTFOLIO management (Investments) -- Mathematical models; PREDICTION models

  • Source: Journal of Management Information Systems. Summer93, Vol. 10 Issue 1, p11-32. 22p. 1 Diagram, 4 Charts.

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Periodical

Multi-Period Mean-Variance Portfolio Optimization With High-Order Coupled Asset Dynamics.

Subjects: ANALYSIS of variance; PORTFOLIO management (Investments); PROBLEM solving

  • Source: IEEE Transactions on Automatic Control. May2015, Vol. 60 Issue 5, p1320-1335. 16p.

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Periodical

DAM THE Torpedoes!

Subjects: ASSET management; PORTFOLIO management (Investments); WEALTH management services

  • Source: EContent. Mar2006, Vol. 29 Issue 2, p34-38. 5p.

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Periodical

the top 50 employers in electronic design.

Subjects: ELECTRONIC industries; BUSINESS cycles; GLOBAL Financial Crisis, 2008-2009UNITED States

  • Source: Electronic Design. 7/8/2010, Vol. 58 Issue 9, p28-36. 7p. 5 Color Photographs, 5 Charts.

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Academic Journal

Collaboration partner portfolio along the growth of Chinese firm's innovation capability: configuration, evolution and pattern.

Subjects: BUSINESS enterprises; INNOVATIONS in business; RESEARCH & developmentCHINA

  • Source: International Journal of Technology Management. 2018, Vol. 76 Issue 3-4, p163-187. 25p.

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  • 50-100 of  593 results for ""PORTFOLIO management (Investments)""