Matches in SemOpenAlex for { <https://semopenalex.org/work/W3141254748> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W3141254748 endingPage "672" @default.
- W3141254748 startingPage "659" @default.
- W3141254748 abstract "Portfolio optimization is the process of reallocating the funds available to the best portfolio from the given set of portfolios based on the objectives such as maximizing the expected returns and minimizing the financial risk involved. The mean-variance framework also called as modern portfolio theory proposed by Harry M. Markowitz is the most widely used approach for portfolio optimization. This paper uses the assets of Nepal Stock Exchange (NEPSE) for the portfolio construction and uses the modern portfolio theory-based mean-variance framework to find the optimal weight to be assigned to each asset in the portfolio. The optimal weight of each asset in the portfolio is calculated using the Monte Carlo simulation as well as solving the quadratic equation of the given optimization problem. This paper also tries to explore the limitation and shortcoming of modern portfolio theory, which will form the base for future research work to solve the optimization problem using machine learning techniques." @default.
- W3141254748 created "2021-04-13" @default.
- W3141254748 creator A5001845313 @default.
- W3141254748 creator A5041715034 @default.
- W3141254748 creator A5058908642 @default.
- W3141254748 creator A5059011127 @default.
- W3141254748 date "2021-01-01" @default.
- W3141254748 modified "2023-09-26" @default.
- W3141254748 title "Portfolio Optimization: A Study of Nepal Stock Exchange" @default.
- W3141254748 cites W2898442874 @default.
- W3141254748 cites W2912019150 @default.
- W3141254748 cites W2942916884 @default.
- W3141254748 cites W2959051218 @default.
- W3141254748 cites W2968634550 @default.
- W3141254748 cites W2981692621 @default.
- W3141254748 cites W2993522435 @default.
- W3141254748 cites W3015949180 @default.
- W3141254748 cites W3016693931 @default.
- W3141254748 cites W3036201112 @default.
- W3141254748 cites W3040881371 @default.
- W3141254748 doi "https://doi.org/10.1007/978-981-33-4355-9_49" @default.
- W3141254748 hasPublicationYear "2021" @default.
- W3141254748 type Work @default.
- W3141254748 sameAs 3141254748 @default.
- W3141254748 citedByCount "1" @default.
- W3141254748 countsByYear W31412547482023 @default.
- W3141254748 crossrefType "book-chapter" @default.
- W3141254748 hasAuthorship W3141254748A5001845313 @default.
- W3141254748 hasAuthorship W3141254748A5041715034 @default.
- W3141254748 hasAuthorship W3141254748A5058908642 @default.
- W3141254748 hasAuthorship W3141254748A5059011127 @default.
- W3141254748 hasConcept C10138342 @default.
- W3141254748 hasConcept C104946779 @default.
- W3141254748 hasConcept C106159729 @default.
- W3141254748 hasConcept C126255220 @default.
- W3141254748 hasConcept C149782125 @default.
- W3141254748 hasConcept C15952604 @default.
- W3141254748 hasConcept C162118730 @default.
- W3141254748 hasConcept C162324750 @default.
- W3141254748 hasConcept C187736073 @default.
- W3141254748 hasConcept C200870193 @default.
- W3141254748 hasConcept C202655437 @default.
- W3141254748 hasConcept C21099588 @default.
- W3141254748 hasConcept C2780821815 @default.
- W3141254748 hasConcept C33923547 @default.
- W3141254748 hasConcept C38652104 @default.
- W3141254748 hasConcept C41008148 @default.
- W3141254748 hasConcept C51485801 @default.
- W3141254748 hasConcept C67051015 @default.
- W3141254748 hasConcept C73938075 @default.
- W3141254748 hasConcept C74510933 @default.
- W3141254748 hasConcept C76178495 @default.
- W3141254748 hasConcept C77913304 @default.
- W3141254748 hasConcept C9725762 @default.
- W3141254748 hasConceptScore W3141254748C10138342 @default.
- W3141254748 hasConceptScore W3141254748C104946779 @default.
- W3141254748 hasConceptScore W3141254748C106159729 @default.
- W3141254748 hasConceptScore W3141254748C126255220 @default.
- W3141254748 hasConceptScore W3141254748C149782125 @default.
- W3141254748 hasConceptScore W3141254748C15952604 @default.
- W3141254748 hasConceptScore W3141254748C162118730 @default.
- W3141254748 hasConceptScore W3141254748C162324750 @default.
- W3141254748 hasConceptScore W3141254748C187736073 @default.
- W3141254748 hasConceptScore W3141254748C200870193 @default.
- W3141254748 hasConceptScore W3141254748C202655437 @default.
- W3141254748 hasConceptScore W3141254748C21099588 @default.
- W3141254748 hasConceptScore W3141254748C2780821815 @default.
- W3141254748 hasConceptScore W3141254748C33923547 @default.
- W3141254748 hasConceptScore W3141254748C38652104 @default.
- W3141254748 hasConceptScore W3141254748C41008148 @default.
- W3141254748 hasConceptScore W3141254748C51485801 @default.
- W3141254748 hasConceptScore W3141254748C67051015 @default.
- W3141254748 hasConceptScore W3141254748C73938075 @default.
- W3141254748 hasConceptScore W3141254748C74510933 @default.
- W3141254748 hasConceptScore W3141254748C76178495 @default.
- W3141254748 hasConceptScore W3141254748C77913304 @default.
- W3141254748 hasConceptScore W3141254748C9725762 @default.
- W3141254748 hasLocation W31412547481 @default.
- W3141254748 hasOpenAccess W3141254748 @default.
- W3141254748 hasPrimaryLocation W31412547481 @default.
- W3141254748 hasRelatedWork W2113583687 @default.
- W3141254748 hasRelatedWork W2129865074 @default.
- W3141254748 hasRelatedWork W2489358856 @default.
- W3141254748 hasRelatedWork W2599699595 @default.
- W3141254748 hasRelatedWork W2621165087 @default.
- W3141254748 hasRelatedWork W2982204698 @default.
- W3141254748 hasRelatedWork W3081900971 @default.
- W3141254748 hasRelatedWork W3198789915 @default.
- W3141254748 hasRelatedWork W4304815526 @default.
- W3141254748 hasRelatedWork W4362674524 @default.
- W3141254748 isParatext "false" @default.
- W3141254748 isRetracted "false" @default.
- W3141254748 magId "3141254748" @default.
- W3141254748 workType "book-chapter" @default.