Search results for: ANALIZA PORTFOLIO
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Downside Risk Approach for Multi-Objective Portfolio Optimization
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Multi-Objective Portfolio Optimization by Mixed Integer Programming
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A Bi-Objective Portfolio Optimization with Conditional Value-at-Risk
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Rational portfolio manager - środowisko do wspomagania zarządzania przedsięwzięciami informatycznymi
PublicationW rozdziale omówiono zastosowanie aplikacji Rational Portfolio Manager, oferowanej przez firmę IBM, do zarządzania grupą przedsięwzięć informatycznych. Rozdział obejmuje 5 głównych części: w pierwszej przedstawiono charakterystykę aplikacji a w następnej omówiono szkolenia, jakim poddany był autor. W kolejnych częściach przedstawiono zastosowanie RPM w zarządzaniu pięcioma rzeczywistymi projektami, ocenę jego przydatności do zarządzania...
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A Reference Point Approach to Bi-Objective Dynamic Portfolio Optimization
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The point forecast of the situation of the examined company on the market
PublicationOkreślono sytuację badanego przedsiębiorstwa na rynku za pomocą analizy portfolio, w aspektach wzrostu rynku oraz względnego udziału badanego przedsiębiorstwa w rynku. Analiza objęła zarówno okres retrospektywny jak i prognozowany.
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Selected multiobjective methods for multiperiod portfolio optimization by mixed integer programming
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Survey of multi-objective portfolio optimization by linear and mixed integer programming
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Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
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A Biased-Randomized Iterated Local Search Algorithm for Rich Portfolio Optimization
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ASSESSMENT OF GOLD AND/OR CRUDE OIL AS INVESTMENTS FOR PORTFOLIO DIVERSIFICATION. A WARSAW STOCK EXCHANGE CASE STUDY
PublicationThe purpose of the study is to assess whether the inclusion of investments in gold and/or crude oil improves an investment portfolio consisting of shares of enterprises included in the WIG20 index (traditional invest-ments). All possible combinations of investment portfolios with minimal risk and maximum efficiency were tested. The portfolios were determined based on Markowitz’s portfolio theory. All results were compared...
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Conditional Value-at-Risk Vs. Value-at-Risk to Multi-Objective Portfolio Optimization
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Electricity Portfolio Optimization for Large Consumers: Iberian Electricity Market Case Study
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Lexicographic and weighting approach to multi-criteria portfolio optimization by mixed integer programming
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Markowitz’s portfolio theory – optimal length of estimation window for gold and the biggests companies on the Warsaw Stock Exchange
PublicationThe following article is dedicated to the construction of an investment portfolio consisting of 3 investments from the Polish capital market found in the WIG20 index and from investment in gold. The purpose of the study was to determine the optimal length of the estimation window for building a portfolio with minimal risk and maximum efficiency. The length of the estimation window was also assessed in terms of the rate of return...
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A rough cut cybersecurity investment using portfolio of security controls with maximum cybersecurity value
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Kriging-assisted hybrid reliability design and optimization of offshore wind turbine support structure based on a portfolio allocation strategy
PublicationIn recent years, offshore wind power generation technology has developed rapidly around the world, making important contributions to the further development of renewable energy. When designing an Offshore Wind Turbine (OWT) system, the uncertainties in parameters and different types of constraints need to be considered to find the optimal design of these systems. Therefore, the Reliability-Based Design Optimization (RBDO) method...
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Analiza skuteczności wybranych strategii kontrariańskich na warszawskiej GPW w latach 2014–2018
PublicationCapital multiplication is the main goal of investors and for many years they have been looking for methods and strategies that would enable them to achieve it to the greatest possible extent. Due to the fact that the expectations and characteristics of investors, including those concerning the investment period, are diverse, multiple strategies have emerged. One of such strategies, mainly long-term in nature, is the so-called...
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Seminarium obieralne III (A:01753) PROJEKT PORTFOLIO
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Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets
PublicationPurpose: We study if capital markets in the Balkan are closely and positively related in terms of rate of return, risk, efficiency, and maximum cumulative loss in relation to different lengths of the estimation window. Design/Methodology/Approach: The research was carried out for the period from 01/01/2017 to 31/12/2019 using portfolio analysis. It was divided into an estimation window (01/01/2019 to 31/12/2019) and another with...