搜索结果: 1-4 共查到“理论经济学 Portfolio Diversification”相关记录4条 . 查询时间(0.062 秒)
A Goal Programming Model for Optimal Portfolio Diversification
Set-valued risk measure portfolio optimization multi-criteria optimization goal programming
2012/3/2
We present a goal programming model for risk minimization of a financial portfolio managed by an agent subject to different possible criteria. We extend the classical risk minimization model with scal...
Optimal Portfolio Diversification Using Maximum Entropy Principle
Diversification Entropy measure Portfolio selection Shrinkage rule Simulation methods
2011/4/2
Markowitz’s mean-variance (MV) efficient portfolio selection is one of the most widely used approaches in solving portfolio diversification problem. However, contrary to the notion of diversification,...
Measuring Portfolio Diversification
diversification portfolio asset Gaussian assets the measure
2011/3/23
In the market place, diversification reduces risk and provides protection against extreme events by ensuring that one is not overly exposed to individual occurrences.
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets
Market Properties Portfolio Diversification Stock Markets
2010/10/29
In this study, we have investigated empirically the effects of market properties on the degree of diversification of investment weights among stocks in a portfolio. The weights of stocks within a port...