Sep 4, 2020 · In this article, we investigate a new method for selecting assets (stocks/funds) for portfolio management. We first define three states of asset performance.
Jan 21, 2022 · Abstract—In this article, we investigate a new method for se- lecting assets (stocks/funds) for portfolio management. We first.
In this article, we investigate a new method for selecting assets (stocks/funds) for portfolio management. We first define three states of asset performance ...
Summary: In this article, we investigate a new method for selecting assets (stocks/funds) for portfolio management. We first define three states of asset ...
This problem is modeled by using the probability tree and Markov chains approach to determine the optimal number of spare parts, their supplier, and appropriate ...
Sep 2, 2021 · To estimate the new cross-sectional score within an arbitrarily small error, we provide an efficient algorithm, based on Markov Chain Monte ...
Aug 16, 2024 · The results consistently show outperformance across various portfolio models, including minimum-variance, mean-variance, and naive-diversified ...
This study developed a Markov deterioration model to predict the rate of deterioration for a network of floodway structures by using their visual inspection ...
Missing: Picking Chain
Optimal portfolio execution with a Markov chain approximation ...
academic.oup.com › article-abstract
We study the problem of executing a large multi-asset portfolio in a short time period where the objective is to find an optimal trading strategy.
Missing: Picking | Show results with:Picking
For condition-based approaches to managing assets, historical performance is typically used as a baseline for developing models to predict future performance.
Missing: Picking Chain