Search Results

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

• Authors : Zhao-Rong Lai; Pei-Yi Yang; Liangda Fang

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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Index tracking optimization with cardinality constraint: a performance comparison of genetic algorithms and tabu search heuristics.

• Authors : García, Fernando; Guijarro, Francisco; Oliver, Javier

Subjects: GENETIC algorithms; HEURISTIC algorithms; INVESTMENT analysis

• Source: Neural Computing & Applications. Oct2018, Vol. 30 Issue 8, p2625-2641. 17p.

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Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach.

• Authors : Xing Jin; Dan Luo; Xudong Zeng

Subjects: ASSET allocation; INDIRECT utility function (Economics); PORTFOLIO management (Investments)

• Source: Mathematics of Operations Research. May2018, Vol. 43 Issue 2, p347-376. 30p.

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A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit time.

• Authors : Cui, Xiangyu; Li, Xun; Wu, Xianping

Subjects: INVESTMENT policy; ASSETS (Accounting); PORTFOLIO management (Investments)

• Source: Journal of the Operational Research Society. Apr2018, Vol. 69 Issue 4, p487-499. 13p.

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

• Authors : Rongkang Ma; Fengchao Liu; Yutao Sun

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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Volatility forecasting for low-volatility portfolio selection in the US and the Korean equity markets.

• Authors : Kim, Saejoon (AUTHOR)

Subjects: MARKET volatility; ECONOMIC forecasting; PORTFOLIO management (Investments)UNITED States; SOUTH Korea

• Source: Journal of Experimental & Theoretical Artificial Intelligence. Feb2018, Vol. 30 Issue 1, p71-88. 18p.

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New Dell IoT Division to Push Distributed Core Technology Strategy.

• Authors : Burt, Jeffrey

Subjects: DELL Technologies Inc.; INTERNET of things; DIVISIONS (Organizational structure)

• Source: eWeek. 10/10/2017, p4-4. 1p.

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Incorporating transaction costs, weighting management, and floating required return in robust portfolios.

• Authors : Yu, Jing-Rung; Chiou, Wan-Jiun Paul; Liu, Ren-Ting

Subjects: TRANSACTION costs; VALUE at risk; RATE of return

• Source: Computers & Industrial Engineering. Jul2017, Vol. 109, p48-58. 11p.

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Developing a dynamic portfolio selection model with a self-adjusted rebalancing method.

• Authors : Jung, Jongbin; Kim, Seongmoon

Subjects: BENCHMARKING (Management); PORTFOLIO management (Investments); INVESTMENT analysis

• Source: Journal of the Operational Research Society. Jul2017, Vol. 68 Issue 7, p766-779. 14p.

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Examining Real Options Exercise Decisions in Information Technology Investments.

• Authors : Khan, Sarah Shafiq; Kumar, Ram; Kexin Zhao

Subjects: REAL options (Finance); INFORMATION technology; DECISION making in investments

• Source: Journal of the Association for Information Systems. 2017, Vol. 18 Issue 5, p372-402. 31p. 13 Charts.

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Microsoft Greatly Expands Capacity of Cloud-Based Project Online.

• Authors : Hernandez, Pedro

Subjects: BUSINESS expansion; CLOUD computing; MICROSOFT Corp.

• Source: eWeek. 4/4/2017, p8-8. 1p.

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Using mixture design and neural networks to build stock selection decision support systems.

• Authors : Liu, Yi-Cheng; Yeh, I-Cheng

Subjects: ARTIFICIAL neural networks; STOCKS (Finance); PORTFOLIO management (Investments)UNITED States

• Source: Neural Computing & Applications. Mar2017, Vol. 28 Issue 3, p521-535. 15p.

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Diversity of technology acquisition in technological catch-up: an industry-level analysis of Chinese manufacturing.

• Authors : Guo, Bin (AUTHOR); Li, Qiang (AUTHOR); Chen, Xiaoling (AUTHOR)

Subjects: MANUFACTURING industries; BUSINESS enterprises; INVESTMENTSCHINA

• Source: Technology Analysis & Strategic Management. Aug2016, Vol. 28 Issue 7, p755-767. 13p.

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IBKR ENHANCES TRADER WORKSTATION PLATFORM.

Subjects: INTERACTIVE Brokers Group Inc.; ELECTRONIC trading of securities software; BUSINESS brokerage

• Source: Computer Workstations. Jun2016, Vol. 29 Issue 6, p3-4. 2p.

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BUSTING [APPLICATION] BLOAT.

• Authors : GITTLEN, SANDRA

Subjects: PORTFOLIO management (Investments); CHICAGO Public Schools; INFORMATION technology industry

• Source: Computerworld Digital Magazine. May2016, Vol. 2 Issue 10, p23-28. 6p.

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Weakening portfolio effect strength in a hatchery-supplemented Chinook salmon population complex.

• Authors : Satterthwaite, William H.; Carlson, Stephanie M.; Bradbury, Ian

Subjects: PORTFOLIO management (Investments); CHINOOK salmon; HATCHERY fishes

• Source: Canadian Journal of Fisheries & Aquatic Sciences. Dec2015, Vol. 72 Issue 12, p1860-1875. 16p. 2 Charts, 9 Graphs, 1 Map.

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An adaptively managed dynamic portfolio selection model using a time-varying investment target according to the market forecast.

• Authors : Jung, Jongbin; Kim, Seongmoon

Subjects: INVESTMENTS; PORTFOLIO management (Investments); INVESTMENT policy

• Source: Journal of the Operational Research Society. Jul2015, Vol. 66 Issue 7, p1115-1131. 17p.

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Risk and Portfolio Analysis: Principles and Methods.

• Authors : MUDAVANHU, BLESSING

Subjects: RISK & Portfolio Analysis: Principles & Methods (Book); HULT, Henrik; LINDSKOG, Filip

• Source: SIAM Review. 2015, Vol. 57 Issue 3, p474-475. 2p.

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Service portfolio management: A repository-based framework.

• Authors : Comerio, Marco; Batini, Carlo; Castelli, Marco

Subjects: PORTFOLIO management (Investments); INFORMATION & communication technologies; ASSEMBLY line methods

• Source: Journal of Systems & Software. Jun2015, Vol. 104, p112-125. 14p.

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

• Authors : He, Jianping; Wang, Qing-Guo; Cheng, Peng

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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METTEL BOOSTS PORTFOLIO W/ ADTRAN BLUESOCKET VWLAN.

Subjects: METTEL (Company); ADTRAN Inc.; PORTFOLIO management (Investments)

• Source: LAN Product News. Apr2015, Vol. 27 Issue 4, p4-5. 2p.

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Parallel Parameter Identification in Industrial Biotechnology.

• Authors : Baumann, Thomas; Resch, Michael

Subjects: BIOTECHNOLOGY research; NETWORK analysis in computational linguistics; PORTFOLIO management (Investments)

• Source: International Journal of Parallel Programming. Jun2014, Vol. 42 Issue 3, p490-504. 15p.

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Anaplan Raises $100 Million in Series D Financing.

• Authors : Preimesberger, Chris

Subjects: ANAPLAN (Company); COATUE Management LLC; CORPORATE finance

• Source: eWeek. 5/13/2014, p1-1. 1p.

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Erratum: "Effects of multiple criteria on portfolio optimization".

• Authors : Şakar, Ceren Tuncer; Köksalan, Murat

Subjects: MULTIPLE criteria decision making; PORTFOLIO management (Investments)

• Source: International Journal of Information Technology & Decision Making. Mar2014, Vol. 13 Issue 2, p445-445. 1p.

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Stress testing credit card portfolios: an application in South Africa.

• Authors : Seah, Yixin; Chi So, Mee; Thomas, Lyn C

Subjects: CREDIT cards; PORTFOLIO management (Investments); REGRESSION analysisSOUTH Africa

• Source: Journal of the Operational Research Society. Mar2014, Vol. 65 Issue 3, p351-362. 12p.

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Forecasting probabilities of default and loss rates given default in the presence of selection.

• Authors : Rösch, D; Scheule, H

Subjects: STATISTICAL correlation; DEFAULT (Finance); PROBABILITY theory

• Source: Journal of the Operational Research Society. Mar2014, Vol. 65 Issue 3, p393-407. 15p.

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Modelling credit risk with scarce default data: on the suitability of cooperative bootstrapped strategies for small low-default portfolios.

• Authors : Florez-Lopez, Raquel; Ramon-Jeronimo, Juan Manuel

Subjects: CREDIT risk management; DEFAULT (Finance); PORTFOLIO management (Investments)

• Source: Journal of the Operational Research Society. Mar2014, Vol. 65 Issue 3, p416-434. 19p.

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Sur l'allocation dynamique de portefeuille robuste contre l'incertitude des rendements moyens.

• Authors : Pınar, Mustafa Ç. (AUTHOR)

Subjects: EXPONENTIAL functions; UTILITY functions; INVESTORS

• Source: INFOR. Feb2014, Vol. 52 Issue 1, p14-19. 6p.

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UNCERTAIN DECISION MAKING AND ITS APPLICATION TO PORTFOLIO SELECTION PROBLEM.

• Authors : YAO, KAI; JI, XIAOYU

Subjects: RANDOM variables; DECISION making; UTILITY functions

• Source: International Journal of Uncertainty, Fuzziness & Knowledge-Based Systems. Feb2014, Vol. 22 Issue 1, p113-123. 11p.

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CREDIBILITY-BASED FUZZY MATHEMATICAL PROGRAMMING MODEL FOR PORTFOLIO SELECTION UNDER UNCERTAINTY.

• Authors : MEHLAWAT, MUKESH KUMAR; GUPTA, PANKAJ

Subjects: MATHEMATICAL programming; FUZZY systems; PORTFOLIO management (Investments)

• Source: International Journal of Information Technology & Decision Making. Jan2014, Vol. 13 Issue 1, p101-135. 35p.

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UNDERSTANDING DIFFERENCES BETWEEN ADOPTERS AND NONADOPTERS OF INFORMATION TECHNOLOGY PROJECT PORTFOLIO MANAGEMENT.

• Authors : AJJAN, HAYA; KUMAR, RAM L.; SUBRAMANIAM, CHANDRASEKAR

Subjects: INFORMATION technology research; TECHNOLOGY; PROJECT management

• Source: International Journal of Information Technology & Decision Making. Nov2013, Vol. 12 Issue 6, p1151-1174. 24p.

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DETERMINING THE COMPOSITION OF A PORTFOLIO MANAGEMENT FROM A GROUPINGS MODEL.

• Authors : GIL-LAFUENTE, ANNA M.; GIL-ALUJA, JAIME; DE PAULA, LUCIANO BARCELLOS

Subjects: PORTFOLIO management (Investments); UNCERTAINTY; NUMERICAL analysis

• Source: International Journal of Uncertainty, Fuzziness & Knowledge-Based Systems. Aug2013, Vol. 21 Issue 4, p561-578. 18p. 10 Diagrams, 1 Chart.

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Portfolio optimization and performance evaluation: An application to a customer portfolio.

• Authors : Juhl, Hans Jørn; Christensen, Michael

Subjects: PORTFOLIO management (Investments); PERFORMANCE evaluation; BUSINESS-to-business transactions

• Source: Journal of Marketing Analytics. Aug2013, Vol. 1 Issue 3, p156-173. 18p.

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Selection of efficient portfolios–probabilistic and fuzzy approach, comparative study

• Authors : Rebiasz, Bogdan

Subjects: FUZZY numbers; PORTFOLIO management (Investments); PARAMETER estimation

• Source: Computers & Industrial Engineering. Apr2013, Vol. 64 Issue 4, p1019-1032. 14p.

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Sustainable R&D portfolio assessment

• Authors : Vandaele, Nico J.; Decouttere, Catherine J.

Subjects: PORTFOLIO management (Investments); SUSTAINABLE development; NEW product development

• Source: Decision Support Systems. Mar2013, Vol. 54 Issue 4, p1521-1532. 12p.

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Portfolio of Automated Trading Systems: Complexity and Learning Set Size Issues.

• Authors : Raudys, Sarunas

Subjects: ELECTRONIC commerce; PORTFOLIO management (Investments); COMPUTATIONAL complexity

• Source: IEEE Transactions on Neural Networks & Learning Systems. Mar2013, Vol. 24 Issue 3, p448-459. 12p.

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A brain information-aided intelligent investment system

• Authors : Shimokawa, Tetsuya; Kinoshita, Kanta; Miyagawa, Kazuhiro

Subjects: NEUROECONOMICS; NEUROSCIENCES; PERFORMANCE evaluation

• Source: Decision Support Systems. Dec2012, Vol. 54 Issue 1, p336-344. 9p.

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practical Analysis.

• Authors : Wittmann, Art

Subjects: CLOUD computing; WEB services; APPLICATION performance management software

• Source: Informationweek. 11/12/2012, Issue 1350, p34-34. 1p.

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software & online.

Subjects: COMPUTER software; PHOTOGRAPHY; PORTFOLIO management (Investments)

• Source: Tech & Learning. Oct2012, Vol. 33 Issue 3, p58-64. 5p. 23 Color Photographs.

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Benchmarking mean-variance portfolios using a shortage function: the choice of direction vector affects rankings!

• Authors : Kerstens, K.; Mounir, A.; Van de Woestyne, I.

Subjects: BENCHMARKING (Management); PORTFOLIO management (Investments); DATA envelopment analysis

• Source: Journal of the Operational Research Society. Sep2012, Vol. 63 Issue 9, p1199-1212. 14p.

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Different Probability Distributions for Portfolio Selection in the Chance Constrained Compromise Programming Model.

• Authors : Boswarva, Ian; Aouni, Belaid

Subjects: INVESTMENTS; SECURITIES; STOCK exchanges

• Source: INFOR. Aug2012, Vol. 50 Issue 3, p140-146. 7p.

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Using enterprise architecture and technology adoption models to predict application usage

• Authors : Närman, Per; Holm, Hannes; Höök, David

Subjects: ORGANIZATIONAL structure; PREDICTION models; PORTFOLIO management (Investments)

• Source: Journal of Systems & Software. Aug2012, Vol. 85 Issue 8, p1953-1967. 15p.

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Wavelet evolutionary network for complex-constrained portfolio rebalancing.

• Authors : Suganya, N.C.; Pai, G.A. Vijayalakshmi

Subjects: WAVELETS (Mathematics); PORTFOLIO management (Investments); HOPFIELD networks

• Source: International Journal of Systems Science. Jul2012, Vol. 43 Issue 7, p1367-1385. 19p. 11 Charts, 10 Graphs.

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

• Authors : Xue, Ling (AUTHOR); Ray, Gautam (AUTHOR); Sambamurthy, Vallabh (AUTHOR)

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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Multisourcing suppliers selection in service outsourcing.

• Authors : Feng, B.

Subjects: DECISION making; BUSINESS process outsourcing; SUPPLIERS

• Source: Journal of the Operational Research Society. May2012, Vol. 63 Issue 5, p582-596. 15p.

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Modeling and managing portfolios including listed private equity

• Authors : Aigner, Philipp; Beyschlag, Georg; Friederich, Tim

Subjects: PORTFOLIO management (Investments); PRIVATE equity; INVESTORS

• Source: Computers & Operations Research. Apr2012, Vol. 39 Issue 4, p753-764. 12p.

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Combined forecasts in portfolio optimization: A generalized approach

• Authors : Ustun, Ozden; Kasimbeyli, Refail

Subjects: PORTFOLIO management (Investments); GENERALIZATION; MATHEMATICAL optimizationISTANBUL (Turkey); TURKEY

• Source: Computers & Operations Research. Apr2012, Vol. 39 Issue 4, p805-819. 15p.

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Robust portfolio selection for index tracking

• Authors : Chen, Chen; Kwon, Roy H.

Subjects: PORTFOLIO management (Investments); INDEX mutual funds; STOCK exchanges

• Source: Computers & Operations Research. Apr2012, Vol. 39 Issue 4, p829-837. 9p.

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Continuous-time safety-first portfolio selection with jump-diffusion processes.

• Authors : Yan, Wei

Subjects: CONTINUOUS-time filters; PORTFOLIO management (Investments); JUMP processes

• Source: International Journal of Systems Science. Apr2012, Vol. 43 Issue 4, p622-628. 7p.

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Mobile World Congress roundup.

Subjects: TELECOMMUNICATION conferences; ALCATEL-Lucent SA; CISCO Systems Inc.

• Source: ComputerWorld (14849089). Mar2012, Vol. 28 Issue 3, p14-14. 1p.

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