Sentence examples for efficient portfolio from inspiring English sources

We propose a fuzzy portfolio model designed for efficient portfolio selection with respect to uncertain or vague returns.

After introducing the notion of an Efficient Portfolio Frontier, he covers the concept of the Tangency Portfolio, which leads him to the Mutual Fund Theorem.

"You could do a very efficient portfolio with four to eight E.T.F.'s," perhaps one of them in commodities, said Mr. Justice, who leads a staff of more than 15 analysts who study them.

Each 6-month analysis identifies an efficient portfolio of sites for resource protection, given the amount of land area likely remaining to be acquired by the Florida Forever program.

We propose a new admissible efficient portfolio selection model and design an improved particle swarm optimization (PSO) algorithm because traditional optimization algorithms fail to work efficiently for our proposed problem.

The course will cover practical issues such as: how to select an investment universe and instruments, derive long term risk/return forecasts, create tactical models, construct and implement an efficient portfolio,to take into account constraints and transaction costs, measure and manage portfolio risk, and analyze the performance of the total portfolio.

Study of the structural property of the problem proves the existence of a global maxima and a set of efficient portfolios consisting of dominating mean-variance pairs.

The main purpose of this paper is to solve the MDRS portfolio selection model as a whole constrained three-objective optimization problem, what has not been done before, in order to analyse the efficient portfolios which optimize the three criteria simultaneously.

We propose a multiobjective binary programming model that facilitates both obtaining efficient portfolios in line with the set of objectives pursued by the organization, as well as their scheduling regarding the optimum time to launch each project within the portfolio without the need for a priori information on the decision-maker's preferences.

Symmetry tries to use its research not to forecast, but to build low-cost, tax efficient portfolios that exploit factors that may lead to higher returns.

Let m 1,v 1 and m 2,v 2 be the mean and variance of two mean-variance efficient portfolios for the two periods.