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In 1950s, Markowitzs first proposed portfolio theory based on a mean-variance (MV) model to balance the risk and profit of decentralized investment. The two main inputs of MV are expected return rate and the variance of expected return rate. The expected return rate is an estimated value which is often decided by experts. Various uncertainty of stock price brings difficulties to predict return rate...
Massification of higher education institution promotes the importance of peer education and team work as important educational tools. As such, teams frequently produce several deliverables that should be organized and evaluated throughout a given course. Some submissions should then be attributed to the team rather than the individual and searching for a given type of deliverable from a given team...
Based on the analysis of minimax portfolio selection model proposed by Yong, a new risk function is designed with risk factor and extra return factor. The risk factor is used to adjust the effect of asset return level on the investment decision, and the extra return factor is for controlling the effect of portfolio promising profits on the investment decision. Furthermore, a portfolio selection model...
Value at risk (VaR) is a measure for senior management that summarises the financial risk a company faces into one single number. In this paper, we consider the use of fuzzy histograms for quantifying the value-at-risk of a portfolio. It is shown that the use of fuzzy histograms provides a good method of value-at-risk estimation for a portfolio of stocks. The conditional parameters of the model are...
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