Portfolio optimization benefits from integrating analysis of risk, strategy, and valuation

被引:0
|
作者
Wood, DA [1 ]
机构
[1] David A Wood Associates, Lincoln, England
[2] Coll Petr Studies, Oxford, England
关键词
D O I
暂无
中图分类号
TE [石油、天然气工业]; TK [能源与动力工程];
学科分类号
0807 ; 0820 ;
摘要
引用
收藏
页码:26 / +
页数:5
相关论文
共 50 条
  • [31] Integrating multiple sources of ordinal information in portfolio optimization
    Cela, Eranda
    Hafner, Stephan
    Mestel, Roland
    Pferschy, Ulrich
    ANNALS OF OPERATIONS RESEARCH, 2025, : 1967 - 1995
  • [32] A RISK MINIMIZING STRATEGY FOR PORTFOLIO IMMUNIZATION
    FONG, HG
    VASICEK, OA
    JOURNAL OF FINANCE, 1984, 39 (05): : 1541 - 1546
  • [33] A minimax risk strategy for portfolio immunization
    Barber, JR
    Copper, ML
    INSURANCE MATHEMATICS & ECONOMICS, 1998, 23 (02): : 173 - 177
  • [34] Portfolio risk management and carbon emissions valuation in electric power
    Kleindorfer, Paul R.
    Li, Lide
    JOURNAL OF REGULATORY ECONOMICS, 2011, 40 (03) : 219 - 236
  • [35] Portfolio risk management and carbon emissions valuation in electric power
    Paul R. Kleindorfer
    Lide Li
    Journal of Regulatory Economics, 2011, 40 : 219 - 236
  • [36] Mixture Design of Experiments as Strategy for Portfolio Optimization
    Monticeli, Andre Rodrigues
    Balestrassi, Pedro Paulo
    Zambroni de Souza, Antonio Carlos
    Carvalho, Eduardo Gomes
    da Silva, Lazaro Eduardo
    Mappa, Paulo Cesar
    ACTA SCIENTIARUM-TECHNOLOGY, 2023, 45
  • [37] A Framework for Valuation and Portfolio Optimization of Venture Capital Deals with Contractual Terms
    Valaei M.
    Khodakarami V.
    Mathematical Problems in Engineering, 2024, 2024
  • [38] Research on the Stock Price Prediction and Portfolio Optimization Strategy Based on Regression Analysis
    Liu, Yu-Sen
    Huang, Zhe
    Zhao, Ru-Yu
    2015 INTERNATIONAL CONFERENCE ON ENVIRONMENT, MANUFACTURING INDUSTRY AND ECONOMIC DEVELOPMENT, (EMIED 2015), 2015, : 500 - 506
  • [39] Integrating E-Portfolio Strategy in the Architectural Design Studio
    Roco, Miguel
    Barbera, Elena
    DESIGN JOURNAL, 2020, 23 (04): : 575 - 595
  • [40] Analysis on the Optimization of Pledge Loan for Stock Portfolio Based on Liquidity Risk
    Li, Fuchang
    Liu, Fengrui
    Hu, Xiaohui
    2018 INTERNATIONAL CONFERENCE ON ECONOMIC MANAGEMENT SCIENCE AND FINANCIAL INNOVATION (ICEMSFI 2018), 2018, : 88 - 93