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Modeling the portfolio selection problem with constraint programming
(Springer Verlag, 2013)
Modelo Multicritério para Seleção de Portfólio de Projetos de Sistemas de Informação
(Universidade Federal de PernambucoUFPEBrasilPrograma de Pos Graduacao em Engenharia de Producao, 2017)
Cross sectional dispersion in active portfolio management of the CAC40 index
(Universidad de San Andrés. Escuela de Administración y Negocios., 2015-08)
When active managers try to outperform the benchmark they predict which stocks will perform better than others, forecasting the cross-sectional dispersion (or standard deviation) of returns. This measure is central to ...
On the optimal investment
(Springer New York LLC, 2016)
In 1988 Dybvig introduced the payoff distribution pricing model (PDPM) as an alternative to the capital asset pricing model (CAPM).Under this newparadigm agents preferences depend on the probability distribution of the ...
Proposal and Solution of a Mixed-Integer Nonlinear Optimization Model That Incorporates Future Preparedness for Project Portfolio Selection
(2019-01-01)
In the context of project management, the attention given to project portfolio management has increased in recent years. The use of mathematical programming for portfolio management is also on the rise, because it integrates ...