Statistics like Sharpe ratio, which measures returns above the risk-free rate per unit of risk (volatility), and active share, which scores portfolios based on how much a manager's
portfolio selection differs from the benchmark index, can be helpful differentiators and give investors insight into managers who are adding value rather than just mimicking or levering up the performance of an index.
Among his topics are investment management risk, petroleum exploration risk in prospect
portfolio selection, information systems security risk, agricultural planning risk, and generic control phase for project risk management.
The static asset
portfolio selection model proposed by Markowitz is to concern about two key indicators: future average income of asset portfolio (mean) and the faced risk of getting returns (variance), the investors hope to have the minimum investment risks under the given expected returns, or the maximum expected returns under given risk tolerance.
Over time, it will not be a question of whether investors will integrate ESG information in their
portfolio selection but moreover when, how and with whom.
Wang, "Two-Stage Fuzzy
Portfolio Selection Problem with Transaction Costs," describes a two-period
portfolio selection problem.
The objective of the following paper is to state the problem of PLS investments in a
portfolio selection framework.
The present paper does not look at CVaR
portfolio selection.
IT/IS Project
Portfolio Selection in the Presence of Project Interactions-Review and Synthesis of the Literature.
The alert, issued by the SEC's Office of Investor Education and Advocacy and FINRA, noted the rising popularity of various online tools such as online calculators,
portfolio selection or asset optimization services that provide recommendations on how to allocate 401(k)s or brokerage accounts, as well as online investment management programs like robo-advisors that select and manage investment portfolios.
Various decision making models have been introduced and studied to develop the
portfolio selection [2-7].
Horasanli (2008) worked on the factors of
portfolio selection by apply- ing a new study of fractional programming.
Successful strategies are then appraised within the
portfolio selection process to qualify the strategy and verify the returns.
