The IRMA Community
Newsletters
Research IRM
Click a keyword to search titles using our InfoSci-OnDemand powered search:
|
Portfolio Selection Models: Single-Period Portfolio Selection
Abstract
The main goal behind the concept of portfolio management is to combine various assets into portfolios and then to manage those portfolios so as to achieve the desired investment objectives. To be more specific, the investors' needs are mostly defined in terms of profit and risk, and the portfolio manager makes a sound decision aimed ether to maximize the return or minimize the risk. The Mean-Variance and Mean-VaR analysis has gained widespread acceptance among practitioners of asset allocation. Although they are the simplest models of investment, sometimes they are sufficiently rich to be directly useful in applied problems and decision theory. Here you will learn how to apply these analyses in practice using computer programs and spreadsheets.
Related Content
|
Yu Bin, Xiao Zeyu, Dai Yinglong.
© 2024.
34 pages.
|
|
Liyin Wang, Yuting Cheng, Xueqing Fan, Anna Wang, Hansen Zhao.
© 2024.
21 pages.
|
|
Tao Zhang, Zaifa Xue, Zesheng Huo.
© 2024.
32 pages.
|
|
Dharmesh Dhabliya, Vivek Veeraiah, Sukhvinder Singh Dari, Jambi Ratna Raja Kumar, Ritika Dhabliya, Sabyasachi Pramanik, Ankur Gupta.
© 2024.
22 pages.
|
|
Yi Xu.
© 2024.
37 pages.
|
|
Chunmao Jiang.
© 2024.
22 pages.
|
|
Hatice Kübra Özensel, Burak Efe.
© 2024.
23 pages.
|
|
|