Matches in SemOpenAlex for { <https://semopenalex.org/work/W350034188> ?p ?o ?g. }
Showing items 1 to 82 of
82
with 100 items per page.
- W350034188 endingPage "418" @default.
- W350034188 startingPage "385" @default.
- W350034188 abstract "This chapter considers portfolio strategies where the portfolio weight is chosen solely on the basis of expected returns. It describes how the portfolio weights can be chosen by maximizing the expected returns, by maximizing the expected utility, or by maximizing the Markowitz criterion. The expected returns can be estimated using moving averages and using regression on economic indicators. The chapter explains how backtesting is used to evaluate trading strategies and describes how historical data can be used to create a return time series of a trading strategy. It reviews trading strategies using one risky asset and two risky assets. The chapter also describes portfolio selection that uses only the expected returns to choose the weights. This means that when the expected return of the bond is larger than the expected return of the stock, then everything is invested in the bond, and conversely." @default.
- W350034188 created "2016-06-24" @default.
- W350034188 creator A5087781489 @default.
- W350034188 date "2018-03-02" @default.
- W350034188 modified "2023-10-17" @default.
- W350034188 title "Dynamic Portfolio Selection" @default.
- W350034188 cites W1570220941 @default.
- W350034188 cites W1972551937 @default.
- W350034188 cites W1974040551 @default.
- W350034188 cites W1981661608 @default.
- W350034188 cites W2146245948 @default.
- W350034188 cites W2495956339 @default.
- W350034188 cites W3123029587 @default.
- W350034188 doi "https://doi.org/10.1002/9781119409137.ch12" @default.
- W350034188 hasPublicationYear "2018" @default.
- W350034188 type Work @default.
- W350034188 sameAs 350034188 @default.
- W350034188 citedByCount "1" @default.
- W350034188 countsByYear W3500341882013 @default.
- W350034188 crossrefType "other" @default.
- W350034188 hasAuthorship W350034188A5087781489 @default.
- W350034188 hasConcept C10138342 @default.
- W350034188 hasConcept C104946779 @default.
- W350034188 hasConcept C106159729 @default.
- W350034188 hasConcept C127413603 @default.
- W350034188 hasConcept C131562839 @default.
- W350034188 hasConcept C149782125 @default.
- W350034188 hasConcept C154611145 @default.
- W350034188 hasConcept C154945302 @default.
- W350034188 hasConcept C162324750 @default.
- W350034188 hasConcept C181236170 @default.
- W350034188 hasConcept C202655437 @default.
- W350034188 hasConcept C204036174 @default.
- W350034188 hasConcept C205706631 @default.
- W350034188 hasConcept C21099588 @default.
- W350034188 hasConcept C2780821815 @default.
- W350034188 hasConcept C41008148 @default.
- W350034188 hasConcept C67051015 @default.
- W350034188 hasConcept C69738904 @default.
- W350034188 hasConcept C78519656 @default.
- W350034188 hasConcept C81917197 @default.
- W350034188 hasConcept C9725762 @default.
- W350034188 hasConceptScore W350034188C10138342 @default.
- W350034188 hasConceptScore W350034188C104946779 @default.
- W350034188 hasConceptScore W350034188C106159729 @default.
- W350034188 hasConceptScore W350034188C127413603 @default.
- W350034188 hasConceptScore W350034188C131562839 @default.
- W350034188 hasConceptScore W350034188C149782125 @default.
- W350034188 hasConceptScore W350034188C154611145 @default.
- W350034188 hasConceptScore W350034188C154945302 @default.
- W350034188 hasConceptScore W350034188C162324750 @default.
- W350034188 hasConceptScore W350034188C181236170 @default.
- W350034188 hasConceptScore W350034188C202655437 @default.
- W350034188 hasConceptScore W350034188C204036174 @default.
- W350034188 hasConceptScore W350034188C205706631 @default.
- W350034188 hasConceptScore W350034188C21099588 @default.
- W350034188 hasConceptScore W350034188C2780821815 @default.
- W350034188 hasConceptScore W350034188C41008148 @default.
- W350034188 hasConceptScore W350034188C67051015 @default.
- W350034188 hasConceptScore W350034188C69738904 @default.
- W350034188 hasConceptScore W350034188C78519656 @default.
- W350034188 hasConceptScore W350034188C81917197 @default.
- W350034188 hasConceptScore W350034188C9725762 @default.
- W350034188 hasLocation W3500341881 @default.
- W350034188 hasOpenAccess W350034188 @default.
- W350034188 hasPrimaryLocation W3500341881 @default.
- W350034188 hasRelatedWork W2012616576 @default.
- W350034188 hasRelatedWork W2048319956 @default.
- W350034188 hasRelatedWork W2348252705 @default.
- W350034188 hasRelatedWork W2367990330 @default.
- W350034188 hasRelatedWork W2503668635 @default.
- W350034188 hasRelatedWork W2621165087 @default.
- W350034188 hasRelatedWork W2725690048 @default.
- W350034188 hasRelatedWork W2758445869 @default.
- W350034188 hasRelatedWork W3198789915 @default.
- W350034188 hasRelatedWork W4312927297 @default.
- W350034188 isParatext "false" @default.
- W350034188 isRetracted "false" @default.
- W350034188 magId "350034188" @default.
- W350034188 workType "other" @default.