FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4285220646> ?p ?o ?g. }

• W4285220646 endingPage "204" @default.
• W4285220646 startingPage "193" @default.
• W4285220646 abstract "Portfolio construction by selecting the right combination of securities is the subject matter of portfolio optimization, making efforts to optimize expected return on risk. The investors are risk averse, and they always make an effort to select those combinations of securities in the portfolio which will lead to minimization of risk and maximization of expected return. Thus, risk budgeting is one of the common phenomena in portfolio optimization. With the passage of time, a number of mathematical techniques have been developed for risk budgeting in the ting portfolio construction. In this paper, a gradient-based optimization (GBO) approach, which is a newly established technique, has been proposed for risk-budgeting portfolio optimization to maximize expected return. An effort has been made to do experiment by using GBO on the real dataset collected from the S&P BSE Sensex of Bombay Stock Exchange (30 stocks) to make a comparison with the results of genetic algorithms. Study confirms the superior performance of proposed approach to its considered peer." @default.
• W4285220646 created "2022-07-14" @default.
• W4285220646 creator A5018618593 @default.
• W4285220646 creator A5074195109 @default.
• W4285220646 creator A5080292778 @default.
• W4285220646 creator A5081005098 @default.
• W4285220646 creator A5087372441 @default.
• W4285220646 date "2022-01-01" @default.
• W4285220646 modified "2023-09-28" @default.
• W4285220646 title "A Risk-Budgeted Portfolio Selection Strategy Using Novel Metaheuristic Optimization Approach" @default.
• W4285220646 cites W1998409204 @default.
• W4285220646 cites W2027897515 @default.
• W4285220646 cites W2089559114 @default.
• W4285220646 cites W2136385772 @default.
• W4285220646 cites W2142640031 @default.
• W4285220646 cites W2143245714 @default.
• W4285220646 cites W2261079877 @default.
• W4285220646 cites W2549676568 @default.
• W4285220646 cites W2612666848 @default.
• W4285220646 cites W2791153118 @default.
• W4285220646 cites W2904247678 @default.
• W4285220646 cites W2968371140 @default.
• W4285220646 cites W2993059983 @default.
• W4285220646 cites W2997165985 @default.
• W4285220646 cites W3005966893 @default.
• W4285220646 cites W3019703409 @default.
• W4285220646 cites W3038102268 @default.
• W4285220646 cites W3123572919 @default.
• W4285220646 cites W3137774199 @default.
• W4285220646 cites W3203055127 @default.
• W4285220646 cites W3217202149 @default.
• W4285220646 cites W4206423181 @default.
• W4285220646 cites W4254870614 @default.
• W4285220646 doi "https://doi.org/10.1007/978-981-16-9416-5_14" @default.
• W4285220646 hasPublicationYear "2022" @default.
• W4285220646 type Work @default.
• W4285220646 citedByCount "1" @default.
• W4285220646 countsByYear W42852206462022 @default.
• W4285220646 crossrefType "book-chapter" @default.
• W4285220646 hasAuthorship W4285220646A5018618593 @default.
• W4285220646 hasAuthorship W4285220646A5074195109 @default.
• W4285220646 hasAuthorship W4285220646A5080292778 @default.
• W4285220646 hasAuthorship W4285220646A5081005098 @default.
• W4285220646 hasAuthorship W4285220646A5087372441 @default.
• W4285220646 hasConcept C10138342 @default.
• W4285220646 hasConcept C104946779 @default.
• W4285220646 hasConcept C106159729 @default.
• W4285220646 hasConcept C126255220 @default.
• W4285220646 hasConcept C147764199 @default.
• W4285220646 hasConcept C154611145 @default.
• W4285220646 hasConcept C154945302 @default.
• W4285220646 hasConcept C162118730 @default.
• W4285220646 hasConcept C162324750 @default.
• W4285220646 hasConcept C200870193 @default.
• W4285220646 hasConcept C202655437 @default.
• W4285220646 hasConcept C21099588 @default.
• W4285220646 hasConcept C2776330181 @default.
• W4285220646 hasConcept C2780821815 @default.
• W4285220646 hasConcept C30755413 @default.
• W4285220646 hasConcept C33923547 @default.
• W4285220646 hasConcept C41008148 @default.
• W4285220646 hasConcept C67051015 @default.
• W4285220646 hasConcept C81917197 @default.
• W4285220646 hasConcept C9725762 @default.
• W4285220646 hasConceptScore W4285220646C10138342 @default.
• W4285220646 hasConceptScore W4285220646C104946779 @default.
• W4285220646 hasConceptScore W4285220646C106159729 @default.
• W4285220646 hasConceptScore W4285220646C126255220 @default.
• W4285220646 hasConceptScore W4285220646C147764199 @default.
• W4285220646 hasConceptScore W4285220646C154611145 @default.
• W4285220646 hasConceptScore W4285220646C154945302 @default.
• W4285220646 hasConceptScore W4285220646C162118730 @default.
• W4285220646 hasConceptScore W4285220646C162324750 @default.
• W4285220646 hasConceptScore W4285220646C200870193 @default.
• W4285220646 hasConceptScore W4285220646C202655437 @default.
• W4285220646 hasConceptScore W4285220646C21099588 @default.
• W4285220646 hasConceptScore W4285220646C2776330181 @default.
• W4285220646 hasConceptScore W4285220646C2780821815 @default.
• W4285220646 hasConceptScore W4285220646C30755413 @default.
• W4285220646 hasConceptScore W4285220646C33923547 @default.
• W4285220646 hasConceptScore W4285220646C41008148 @default.
• W4285220646 hasConceptScore W4285220646C67051015 @default.
• W4285220646 hasConceptScore W4285220646C81917197 @default.
• W4285220646 hasConceptScore W4285220646C9725762 @default.
• W4285220646 hasLocation W42852206461 @default.
• W4285220646 hasOpenAccess W4285220646 @default.
• W4285220646 hasPrimaryLocation W42852206461 @default.
• W4285220646 hasRelatedWork W1545844137 @default.
• W4285220646 hasRelatedWork W2012616576 @default.
• W4285220646 hasRelatedWork W2065091511 @default.
• W4285220646 hasRelatedWork W2129865074 @default.
• W4285220646 hasRelatedWork W2184147879 @default.
• W4285220646 hasRelatedWork W2290359543 @default.
• W4285220646 hasRelatedWork W2725690048 @default.
• W4285220646 hasRelatedWork W2967167551 @default.
• W4285220646 hasRelatedWork W3123229521 @default.
• W4285220646 hasRelatedWork W2562692917 @default.
• W4285220646 isParatext "false" @default.

• next