The high cost and time for determining water quality parameters justify the importance of
application of mathematical models in discovering connection among them. This paper …

We revisit in this article the Two-Fund Separation Theorem as a simple technique for the
Mean–Variance optimization of large portfolios. The proposed approach is fast and scalable …

The purpose of this study is to figure out what percentage of each stock should be in the
optimal portfolio and minimal risk portfolio created by Markowitz Model and Sharpe's Single …

The optimal portfolio is a portfolio that can provide maximum returns at the same level of risk.
In investing, the term" high return, high risk" is known, meaning that the higher the return, the …

Modern Portföy Teorisinde en önemli sorunlardan biri portföye dahil edilecek hisse
senetlerinin ağırlıklarının ne olması gerektiğidir. Bu çalışmanın amacı portföye dahil edilecek …

Call center scheduling models have historically presented a significant challenge to
operations researchers and practitioners alike. Though conceptually simple to describe, the …

Corporations may experience lower earnings on assets due to the underinvestment of
excess cash. Specifically, leaders of nonfinancial firms hold small amounts of cash in mutual …

Most workplace retirement plans have limited investment options from which workers may
select, resulting in limits to asset allocation and diversification. The purpose of this grounded …

Pembentukan portofolio optimal dengan model Markowitz merupakan penentuan portofolio
dengan pendekatan mean-variance. Dalam penelitian ini portofolio yang dibentuk adalah …

Portföy oluşturma süreci dinamik bir süreç olup piyasalardaki gelişmelerden etkilenmektedir.
Dolayısıyla yatırımcılar piyasaların yönüne göre optimal portföyler oluşturmak isterler …