Search Results - "Portfolio optimization"

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  1. 1
    Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof

    Investment portfolio optimization using genetic algorithm / Mohd Fikri Hafifi Yusof by Yusof, Mohd Fikri Hafifi

    Published 2007
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  2. 2
    Construction of optimal portfolio Simple Sharpe Portfolio Optimization model / Wan Madzlifah Mohd. Yusoff

    Construction of optimal portfolio Simple Sharpe Portfolio Optimization model / Wan Madzlifah Mohd. Yusoff by Mohd. Yusoff, Wan Madzlifah

    Published 1995
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  3. 3
    An improvement of stochastic gradient descent approach for mean-variance portfolio optimization problem

    An improvement of stochastic gradient descent approach for mean-variance portfolio optimization problem by S. W. Su, Stephanie, Kek, Sie Long

    Published 2021
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  4. 4
    Portfolio optimization of Malaysian assets using mean-variance with additional cardinality constraint / ‘Aina Nur Syarah Shamsul Akmar, Muhammad Hazmi Zuraini and Nor Alia Azmi

    Portfolio optimization of Malaysian assets using mean-variance with additional cardinality constraint / ‘Aina Nur Syarah Shamsul Akmar, Muhammad Hazmi Zuraini and Nor Alia Azmi by Shamsul Akmar, ‘Aina Nur Syarah, Zuraini, Muhammad Hazmi, Azmi, Nor Alia

    Published 2024
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  5. 5
    An adaptive metaheuristic approach for risk-budgeted portfolio optimization

    An adaptive metaheuristic approach for risk-budgeted portfolio optimization by Gandikota, Naga Sunil Kumar, Hasan, Mohd Hilmi, Jaafar, Jafreezal

    Published 2023
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  6. 6
    إدارة مخاطر عدم الامتثال للشريعة: بناء محفظة متوافقة مع الشريعة منخفضة المخاطر باستخدام نموذج بلاك -ليترمان لنحسين الأرباح

    إدارة مخاطر عدم الامتثال للشريعة: بناء محفظة متوافقة مع الشريعة منخفضة المخاطر باستخدام نموذج بلاك -ليترمان لنحسين الأرباح... by Kamola Bayram, Huseyin Ergun, Syahidawati Hj. Shahwan

    Published 2024
    Subjects: “…Portfolio Management, Shariah-Compliant Investment, Shariah Non-Compliance (SNC) Risk, Black-Litterman Portfolio Optimization Model, Gold Investment.…”
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  7. 7
    Portfolio optimization with linear programming approach

    Portfolio optimization with linear programming approach by Weng, Hoe Lam, Saiful Hafizah, Hj. Jaaman, Zaidi, Isa

    Published 2010
    Subjects: “…Portfolio optimization…”
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  8. 8
    Portfolio optimization in high volatile and stable market by using semi-variance and linear programming model / Nor Fariha Mohd Faizail

    Portfolio optimization in high volatile and stable market by using semi-variance and linear programming model / Nor Fariha Mohd Faizail by Mohd Faizail, Nor Fariha

    Published 2007
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  9. 9
    Proximal linearized method for sparse equity portfolio optimization with minimum transaction cost

    Proximal linearized method for sparse equity portfolio optimization with minimum transaction cost by Sim, Hong Seng, Ling, Wendy Shin Yie, Leong, Wah June, Chen, Chuei Yee

    Published 2023
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  10. 10
    Fuzzy mixed integer goal programming models for shariah-compliant equities portfolio selection / Mazura Mokhtar @ Mother

    Fuzzy mixed integer goal programming models for shariah-compliant equities portfolio selection / Mazura Mokhtar @ Mother by Mokhtar @ Mother, Mazura

    Published 2021
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  11. 11
    Portfolio optimization of the transportation and technology sectors using mean-variance / Mohammad Razin Hazman Abdul Hamid, Nur Farhana Mansor and Nur Amanina Hilmi

    Portfolio optimization of the transportation and technology sectors using mean-variance / Mohammad Razin Hazman Abdul Hamid, Nur Farhana Mansor and Nur Amanina Hilmi by Abdul Hamid, Mohammad Razin Hazman, Mansor, Nur Farhana, Hilmi, Nur Amanina

    Published 2019
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  12. 12
    Portfolio optimization of Shariah and Conventional Assets in FBMKLCI by using mean-variance and mean-lower partial moments / Nor Syazwani Mat Zin, Nurulhuda Zoli and Nik Nur Aqila Mohd

    Portfolio optimization of Shariah and Conventional Assets in FBMKLCI by using mean-variance and mean-lower partial moments / Nor Syazwani Mat Zin, Nurulhuda Zoli and Nik Nur Aqila... by Mat Zin, Nor Syazwani, Zoli, Nurulhuda, Mohd, Nik Nur Aqila

    Published 2019
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  13. 13
    Linear versus quadratic portfolio optimization model with transaction cost

    Linear versus quadratic portfolio optimization model with transaction cost by Razak N.B.A., Kamil K.H., Elias S.M.

    Published 2024
    Subjects:
    Conference Paper
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  14. 14
    A least cost approach for power plant portfolio optimization in a regulated environment electricity supply industry with constraints

    A least cost approach for power plant portfolio optimization in a regulated environment electricity supply industry with constraints by Selanduray H., Boosroh M.H.

    Published 2023
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  15. 15
    Risk-appetite discriminated investors' portfolio optimization using regime-switching models: Comparative analysis between sharia-compliant and non-sharia-compliant stocks

    Risk-appetite discriminated investors' portfolio optimization using regime-switching models: Comparative analysis between sharia-compliant and non-sharia-compliant stocks by Saleem, Hassan Mujtaba Nawaz

    Published 2021
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  16. 16
    Tracking a benchmark index in portfolio optimization with two-stage mixed integer programming model

    Tracking a benchmark index in portfolio optimization with two-stage mixed integer programming model by Lam, Weng Siew, Saiful Hafizah Jaaman, Lam, Weng Hoe

    Published 2020
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  17. 17
    Portfolio optimization of equity mutual funds - Malaysian case study

    Portfolio optimization of equity mutual funds - Malaysian case study by Kilicman, Adem, Sivalingam, Jaisree

    Published 2010
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  18. 18
    Recommendation on portfolio return optimization based on price earning ratio / Suzelawati Basir

    Recommendation on portfolio return optimization based on price earning ratio / Suzelawati Basir by Basir, Suzelawati

    Published 2007
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  19. 19
    Portfolio optimization of Malaysian assets with additional cardinality constraint / Muhammad Hazmi Zuraini … [et al.]

    Portfolio optimization of Malaysian assets with additional cardinality constraint / Muhammad Hazmi Zuraini … [et al.] by Zuraini, Muhammad Hazmi, Shamsul Akmar, Aina Nur Syarah, Azmi, Nor Alia, Maasar, Mohd Azdi

    Published 2024
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  20. 20
    Portfolio Optimization Problem: A Taxonomic Review of Solution Methodologies

    Portfolio Optimization Problem: A Taxonomic Review of Solution Methodologies by Zi xuan loke, Say leng goh, Graham Kendall, Salwani Abdullah, Nasser r. Sabar

    Published 2023
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