Sentence examples for model for portfolio from inspiring English sources

In this paper, we consider a recently proposed model for portfolio selection, called Mean-Downside Risk-Skewness (MDRS) model.

In this paper, the Kapur cross-entropy minimization model for portfolio selection problem is discussed under fuzzy environment, which minimizes the divergence of the fuzzy investment return from a priori one.

In this paper, we present a model for portfolio selection, characterized on the basis of three parameters: the expected value, semivariance, and Conditional Value-at-Risk (CVaR) at a specified confidence level.

We compare our approach with several exact and approximate stochastic dominance models for portfolio selection.

Huang [10] provided two types of credibility-based chance-constrained models for portfolio selection with fuzzy returns.

For this purpose, we develop two types of C V models for portfolio selection problems in hybrid uncertain decision systems.

This paper proposes two new models for portfolio selection in which the security returns are stochastic variables with fuzzy information.

The aim of this paper is to design flexible decision making models for portfolio selection including expert's knowledge and imprecise preferences provided by financial analysts and investors, respectively.

A photographer friend asked Cairney to model for his portfolio.

We propose a novel robust optimization model for designing portfolios that include European-style options.

One notable recent adjustment to VaR has been proposed in the paper Risk management for whales (Cont and Wagalath, 2016) and it involves the inclusion of liquidation costs in the risk management model for financial portfolios.