Enhancing portfolio management using artificial intelligence: literature review
Building an investment portfolio is a problem that numerous researchers have addressed for
many years. The key goal has always been to balance risk and reward by optimally …
many years. The key goal has always been to balance risk and reward by optimally …
Mean-variance optimization using forward-looking return estimates
P Bielstein, MX Hanauer - Review of quantitative finance and accounting, 2019 - Springer
Despite its theoretical appeal, Markowitz mean-variance portfolio optimization is plagued by
practical issues. It is especially difficult to obtain reliable estimates of a stock's expected …
practical issues. It is especially difficult to obtain reliable estimates of a stock's expected …
[PDF][PDF] Impact of portfolio strategies on portfolio performance and risk
Z Shaukat, A Shahzad - International Journal of Business …, 2019 - researchgate.net
The Portfolio strategies are the effective investment tools pertaining to active and passive
investment approaches. This signifies the investor‟ s inclination of buying and selling the …
investment approaches. This signifies the investor‟ s inclination of buying and selling the …
How important is the financial sector to price indices in an inflation targeting regime? An empirical analysis of the UK and the US
IH Shah, AH Ahmad - Review of quantitative finance and accounting, 2017 - Springer
This paper investigates whether there are benefits in terms of higher economic stability from
incorporating stock prices into the price index targeted by the central banks. It also looks into …
incorporating stock prices into the price index targeted by the central banks. It also looks into …
Financial market variables and housing prices: Evidence of Asean+ 2
SM Ziaei, GA Bhatti - Advances in Pacific Basin Business Economics …, 2017 - emerald.com
By employing the GMM and SVAR models in this paper, the effects that bond prices, equity
prices, gold prices, and domestic credit have on housing prices were analyzed, using data …
prices, gold prices, and domestic credit have on housing prices were analyzed, using data …
A comparison of strategies for portfolio allocation
SA Wara, G Karlsen - 2022 - munin.uit.no
This study compares five different strategies for asset allocation using five different ETFs
from the US stock market. Two strategies, Buy and Hold and the Naive 1/N portfolio, do not …
from the US stock market. Two strategies, Buy and Hold and the Naive 1/N portfolio, do not …
[PDF][PDF] Optimal rebalancing methods for multi-asset portfolios that are Regulation 28 compliant
P Mashele, M Pretorius, C Kloppers - financialmarketsjournal.co.za
Optimal rebalancing of multi-asset portfolios is investigated. These portfolios are compliant
with Regulation 28 of the Pensions Fund Act of South Africa. The objective of the study is to …
with Regulation 28 of the Pensions Fund Act of South Africa. The objective of the study is to …