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- W2000773810 abstract "This paper proposes an efficient portfolio management methodology named sSPPM with consideration of risk and required return. sSPPM employs Markowitz's portfolio model to select securities and adopts (<TEX>$s$</TEX>, <TEX>$S$</TEX>) policy that is a well-known technique in the inventory control area to revise the current portfolio. Computational experiments using virtual stock prices generated by monte carlo simulation method as well as real stock ones of KOSPI for recent 4 years are conducted to show the excellence of the portfolio management under (<TEX>$s$</TEX>, <TEX>$S$</TEX>) policy framework. The result shows that sSPPM is remarkably superior to both 6 or 12 months based periodic portfolio revision method and market (KOSPI index)." @default.
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- W2000773810 date "2012-06-01" @default.
- W2000773810 modified "2023-09-27" @default.
- W2000773810 title "A Methodology for Efficient Portfolio Management Using Inventory Control Technique" @default.
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- W2000773810 doi "https://doi.org/10.7232/ieif.2012.25.2.163" @default.
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