Sentence examples for maximum expected return from inspiring English sources

In his paper "Portfolio Selection," he argued that an optimal portfolio is one that delivers the maximum expected return for a given level of risk and defined risk as the standard deviation of return (Markowitz 1952).

E ri,t) is the expected return, and ri,t+1is the expected log return.

How does the 5.4% expected return compare?

The gambles differed in expected return and variance.

Input the expected return vector, and compute and.

In this case, the expected return is multiplied by the expected logistic return index (by the conditional logistic variance).

Figure 2 Expected return and risk adjusted return with Bertsimas and Sim approach.

Subjects first design a portfolio, whereby each combination of assets yields the same expected return and variance of returns.

The allocation of funds for the best return from investment requires a careful assessment of expected return and uncertainty.

The basic idea of the model is that we assume there are some flows, such as those given by demand and service rates, which are clearly related between each other and other variables, for instance, money price, consumer budget, etc. Setting up a business then should be performed so that the resulting adjustment of these flows returns the maximum expected profits.

And they haven't delivered expected returns.