Matches in SemOpenAlex for { <https://semopenalex.org/work/W1482079345> ?p ?o ?g. }
Showing items 1 to 86 of
86
with 100 items per page.
- W1482079345 abstract "A new interactive model for constructing a tactical global assets allocation through integrating fuzzy scenarios clustering- based approaches (FSCA) with mean-variance (MV) is proposed. This serves as an alternative forecasting rebalance quantitative model to the popular global assets allocation, in which the portfolio is first being observed in contrast with major asset and sub-assets classes which possess upward and downward positive co-movement phenomenon while considering the linkage of cross-market between different time-zones. In addition, fuzzy scenarios clustering would be induced into the MV model so as to adjust the weighting of the risk-return structural matrices. It could further enhance the efficient frontier of a portfolio as well as obtaining opportunity of excess return. By means of global major market indices as the empirical evidences, it shows that the new approach can provide a more efficient frontier for a portfolio and there would be less computational cost to solve MV model." @default.
- W1482079345 created "2016-06-24" @default.
- W1482079345 creator A5079618318 @default.
- W1482079345 date "2006-01-01" @default.
- W1482079345 modified "2023-09-27" @default.
- W1482079345 title "Fuzzy Scenarios Clustering-Based Approach with MV Model in Optimizing Tactical Allocation" @default.
- W1482079345 cites W1967623871 @default.
- W1482079345 cites W2002182716 @default.
- W1482079345 cites W2013453214 @default.
- W1482079345 cites W2040390364 @default.
- W1482079345 cites W2063335404 @default.
- W1482079345 cites W2155956484 @default.
- W1482079345 cites W3122636141 @default.
- W1482079345 cites W4241627017 @default.
- W1482079345 doi "https://doi.org/10.1007/11903697_116" @default.
- W1482079345 hasPublicationYear "2006" @default.
- W1482079345 type Work @default.
- W1482079345 sameAs 1482079345 @default.
- W1482079345 citedByCount "0" @default.
- W1482079345 crossrefType "book-chapter" @default.
- W1482079345 hasAuthorship W1482079345A5079618318 @default.
- W1482079345 hasConcept C10138342 @default.
- W1482079345 hasConcept C121955636 @default.
- W1482079345 hasConcept C124101348 @default.
- W1482079345 hasConcept C126255220 @default.
- W1482079345 hasConcept C126838900 @default.
- W1482079345 hasConcept C139819358 @default.
- W1482079345 hasConcept C154945302 @default.
- W1482079345 hasConcept C162324750 @default.
- W1482079345 hasConcept C17212007 @default.
- W1482079345 hasConcept C183115368 @default.
- W1482079345 hasConcept C196083921 @default.
- W1482079345 hasConcept C202655437 @default.
- W1482079345 hasConcept C2779922397 @default.
- W1482079345 hasConcept C2780821815 @default.
- W1482079345 hasConcept C33923547 @default.
- W1482079345 hasConcept C38652104 @default.
- W1482079345 hasConcept C41008148 @default.
- W1482079345 hasConcept C42475967 @default.
- W1482079345 hasConcept C51485801 @default.
- W1482079345 hasConcept C5496284 @default.
- W1482079345 hasConcept C58166 @default.
- W1482079345 hasConcept C71924100 @default.
- W1482079345 hasConcept C73555534 @default.
- W1482079345 hasConcept C76178495 @default.
- W1482079345 hasConceptScore W1482079345C10138342 @default.
- W1482079345 hasConceptScore W1482079345C121955636 @default.
- W1482079345 hasConceptScore W1482079345C124101348 @default.
- W1482079345 hasConceptScore W1482079345C126255220 @default.
- W1482079345 hasConceptScore W1482079345C126838900 @default.
- W1482079345 hasConceptScore W1482079345C139819358 @default.
- W1482079345 hasConceptScore W1482079345C154945302 @default.
- W1482079345 hasConceptScore W1482079345C162324750 @default.
- W1482079345 hasConceptScore W1482079345C17212007 @default.
- W1482079345 hasConceptScore W1482079345C183115368 @default.
- W1482079345 hasConceptScore W1482079345C196083921 @default.
- W1482079345 hasConceptScore W1482079345C202655437 @default.
- W1482079345 hasConceptScore W1482079345C2779922397 @default.
- W1482079345 hasConceptScore W1482079345C2780821815 @default.
- W1482079345 hasConceptScore W1482079345C33923547 @default.
- W1482079345 hasConceptScore W1482079345C38652104 @default.
- W1482079345 hasConceptScore W1482079345C41008148 @default.
- W1482079345 hasConceptScore W1482079345C42475967 @default.
- W1482079345 hasConceptScore W1482079345C51485801 @default.
- W1482079345 hasConceptScore W1482079345C5496284 @default.
- W1482079345 hasConceptScore W1482079345C58166 @default.
- W1482079345 hasConceptScore W1482079345C71924100 @default.
- W1482079345 hasConceptScore W1482079345C73555534 @default.
- W1482079345 hasConceptScore W1482079345C76178495 @default.
- W1482079345 hasLocation W14820793451 @default.
- W1482079345 hasOpenAccess W1482079345 @default.
- W1482079345 hasPrimaryLocation W14820793451 @default.
- W1482079345 hasRelatedWork W1987634878 @default.
- W1482079345 hasRelatedWork W2067418549 @default.
- W1482079345 hasRelatedWork W2072494908 @default.
- W1482079345 hasRelatedWork W2143402976 @default.
- W1482079345 hasRelatedWork W2165695836 @default.
- W1482079345 hasRelatedWork W2273660186 @default.
- W1482079345 hasRelatedWork W2398543122 @default.
- W1482079345 hasRelatedWork W2608738689 @default.
- W1482079345 hasRelatedWork W4200264217 @default.
- W1482079345 hasRelatedWork W4220795558 @default.
- W1482079345 isParatext "false" @default.
- W1482079345 isRetracted "false" @default.
- W1482079345 magId "1482079345" @default.
- W1482079345 workType "book-chapter" @default.