Matches in SemOpenAlex for { <https://semopenalex.org/work/W4315694943> ?p ?o ?g. }
Showing items 1 to 74 of
74
with 100 items per page.
- W4315694943 abstract "In this paper, a new search method known as bisection method is used to obtain the value of objective function and the optimal proportions in a portfolio of six assets in Broyden-Fletcher-Goldfarb-Shanno method. The purpose of this work is to demonstrate how the development of these large-scale optimization methods might help portfolio selection. This research reviews them and shows how they can be implemented in portfolio selection. Based on historical data for six assets, an experimental model is solved with a combination by BFGS and bisection method, as the section of the return interval was reduced by half. The results show that this technique is effective and successful in solving of the portfolio optimization model." @default.
- W4315694943 created "2023-01-12" @default.
- W4315694943 creator A5031384587 @default.
- W4315694943 creator A5042954690 @default.
- W4315694943 date "2022-10-27" @default.
- W4315694943 modified "2023-09-27" @default.
- W4315694943 title "A combination of Broyden-Fletcher-Goldfarb-Shanno (BFGS) and bisection method for solving portfolio optimization problems" @default.
- W4315694943 cites W2016419569 @default.
- W4315694943 cites W2032316963 @default.
- W4315694943 cites W2048679451 @default.
- W4315694943 cites W2055688117 @default.
- W4315694943 cites W2078542140 @default.
- W4315694943 cites W2120547244 @default.
- W4315694943 cites W2770619902 @default.
- W4315694943 cites W2963242954 @default.
- W4315694943 cites W2971774403 @default.
- W4315694943 cites W3022094074 @default.
- W4315694943 cites W3026279061 @default.
- W4315694943 cites W3027804305 @default.
- W4315694943 cites W3198782221 @default.
- W4315694943 cites W3215236907 @default.
- W4315694943 doi "https://doi.org/10.1109/iceet56468.2022.10007369" @default.
- W4315694943 hasPublicationYear "2022" @default.
- W4315694943 type Work @default.
- W4315694943 citedByCount "1" @default.
- W4315694943 countsByYear W43156949432023 @default.
- W4315694943 crossrefType "proceedings-article" @default.
- W4315694943 hasAuthorship W4315694943A5031384587 @default.
- W4315694943 hasAuthorship W4315694943A5042954690 @default.
- W4315694943 hasConcept C106159729 @default.
- W4315694943 hasConcept C11413529 @default.
- W4315694943 hasConcept C126255220 @default.
- W4315694943 hasConcept C132721684 @default.
- W4315694943 hasConcept C151319957 @default.
- W4315694943 hasConcept C154945302 @default.
- W4315694943 hasConcept C157544257 @default.
- W4315694943 hasConcept C162324750 @default.
- W4315694943 hasConcept C202655437 @default.
- W4315694943 hasConcept C2780821815 @default.
- W4315694943 hasConcept C31258907 @default.
- W4315694943 hasConcept C33923547 @default.
- W4315694943 hasConcept C41008148 @default.
- W4315694943 hasConcept C81917197 @default.
- W4315694943 hasConceptScore W4315694943C106159729 @default.
- W4315694943 hasConceptScore W4315694943C11413529 @default.
- W4315694943 hasConceptScore W4315694943C126255220 @default.
- W4315694943 hasConceptScore W4315694943C132721684 @default.
- W4315694943 hasConceptScore W4315694943C151319957 @default.
- W4315694943 hasConceptScore W4315694943C154945302 @default.
- W4315694943 hasConceptScore W4315694943C157544257 @default.
- W4315694943 hasConceptScore W4315694943C162324750 @default.
- W4315694943 hasConceptScore W4315694943C202655437 @default.
- W4315694943 hasConceptScore W4315694943C2780821815 @default.
- W4315694943 hasConceptScore W4315694943C31258907 @default.
- W4315694943 hasConceptScore W4315694943C33923547 @default.
- W4315694943 hasConceptScore W4315694943C41008148 @default.
- W4315694943 hasConceptScore W4315694943C81917197 @default.
- W4315694943 hasFunder F4320321843 @default.
- W4315694943 hasLocation W43156949431 @default.
- W4315694943 hasOpenAccess W4315694943 @default.
- W4315694943 hasPrimaryLocation W43156949431 @default.
- W4315694943 hasRelatedWork W1542788557 @default.
- W4315694943 hasRelatedWork W16685711 @default.
- W4315694943 hasRelatedWork W1954718630 @default.
- W4315694943 hasRelatedWork W1961740865 @default.
- W4315694943 hasRelatedWork W2124216144 @default.
- W4315694943 hasRelatedWork W2350212927 @default.
- W4315694943 hasRelatedWork W2363364691 @default.
- W4315694943 hasRelatedWork W2388240242 @default.
- W4315694943 hasRelatedWork W2948557569 @default.
- W4315694943 hasRelatedWork W4315694943 @default.
- W4315694943 isParatext "false" @default.
- W4315694943 isRetracted "false" @default.
- W4315694943 workType "article" @default.