Another look at portfolio optimization with mental accounts
WY Chiu - Applied Mathematics and Computation, 2022 - Elsevier
Abstract Das et al.(2010, 2018)[11, 12] numerically solve the portfolio optimization with
mental accounts (POMA) problem, which maps the mean-variance theory and mean …
mental accounts (POMA) problem, which maps the mean-variance theory and mean …
How's the performance of the optimized portfolios by safety-first rules: Theory with empirical comparisons
Safety-first (SF) rules have been increasingly useful in particular for construction of optimal
portfolios related to pension and other social insurance funds. How's the performance of the …
portfolios related to pension and other social insurance funds. How's the performance of the …
[PDF][PDF] Equity Risk Premium in an Emerging Market Economy
S Aro-Gordon - 2015 - researchgate.net
The finance literature suggests that in almost any kind of investing, returns would at least
have some relationship with risk-free rate of return (Rf), with investors demanding higher …
have some relationship with risk-free rate of return (Rf), with investors demanding higher …
[CITATION][C] Construction of portfolio using Sharpe index model with special reference of banking industry
P Varadharajan, P Vikkraman - Management Journal of Siva Sivani Institute of …, 2011