http://www.bibsonomy.org/burst/tag/portfolioBibSonomy BuRST Feed for /tag/portfolio2008-11-18T16:17:05+01:00http://www.bibsonomy.org/bibtex/2982e374b643f5cd695c854e4f0d9fa81/janlojanlo2008-10-30T15:11:13+01:00game, Information Diversification, optimization, Portfolio Kelly <span style="color:#555555;">Mat&#65533;s <a href="http://www.bibsonomy.org/author/Medo">Medo</a> und Yury M. <a href="http://www.bibsonomy.org/author/Pis&#039;mak">Pis'mak</a> und Yi-Cheng <a href="http://www.bibsonomy.org/author/Zhang">Zhang</a> </span><em>Physica A: Statistical Mechanics and its Applications</em><em>387(24):6151--6158</em><em>October2008. </em>Thu Oct 30 15:11:13 CET 2008Physica A: Statistical Mechanics and its ApplicationsOctober246151--6158Diversification and limited information in the Kelly game3872008game, Information Diversification, optimization, Portfolio Kelly http://www.bibsonomy.org/bibtex/29d50e18ab86d4545038190e17780560c/cdifsinarbonnecdifsinarbonne2008-09-19T10:08:04+02:00savoirs évaluation-par-compétence compétence apprentissages autoévaluation portfolio évaluation-des-apprentissages jugement savoir-être évaluation <span style="color:#555555;">G&#233;rard <a href="http://www.bibsonomy.org/author/Scallon">Scallon</a> </span><em>septembre2007. </em><em>index p.334 . </em>Fri Sep 19 10:08:04 CEST 2008septembreindex p.334345L'évaluation des apprentissages dans une approche par compétences2007savoirs évaluation-par-compétence compétence apprentissages autoévaluation portfolio évaluation-des-apprentissages jugement savoir-être évaluation L'évaluation des apprentissages est un domaine en constante évolution. Dans la pratique actuelle, l'évaluation des actes isolés et l'établissement de différences individuelles a cédé la place au souci de décrire avec exactitude ce dont les individus sont capables. Les pédagogues d'aujourd'hui situent l'évaluation des apprentissages au regard d'objectifs pédagogiques associés à des habiletés de niveau supérieur, à des habiletés complexes ou à des compétences. Nous disposons déjà de savoirs et de savoir-faire prêts à être utilisés, mais il reste beaucoup d'aspects à préciser et d'outils à raffiner. C'est dans cette optique que les orientations de cet ouvrage ont été déterminées. L'intérêt de cet ouvrage est aussi de dégager une pratique d'évaluation qui puisse s'appliquer de façon réaliste dans le contexte d'une classe et aider l'enseignant à faire des choix et à prendre des décisions. Par ailleurs, un aspect méthodologique important traverse tous les chapitres de l'ouvrage : la conception de tâches ou de situations-problèmes permettant aux élèves de démontrer ce dont ils sont capables et ce, quel que soit l'objet de l'évaluation - connaissances, habiletés, savoir-être ou compétences. Cet ouvrage est d'abord destiné aux enseignants engagés dans une approche par compétences : ils y trouveront des pistes de réflexion et les moyens de réunir la théorie et la pratique. Il intéressera également les conseillers pédagogiques et toutes les personnes qui ont la lourde tâche d'assurer le perfectionnement des enseignants et de les initier à l'évaluation des apprentissages. De même, tous ceux qui sont interpellés au premier chef par la mise en application des programmes de formation, comme administrateurs d'établissements scolaires, trouveront ici s à leurs questions.http://www.bibsonomy.org/bibtex/2accc0ccada3bf630c48f4e3392bfd892/brazovayeyebrazovayeye2008-06-19T17:35:00+02:00Evolutionary programming, finance, choice genetic portfolio algorithms, <span style="color:#555555;">Terje <a href="http://www.bibsonomy.org/author/Lensberg">Lensberg</a> und Klaus Reiner <a href="http://www.bibsonomy.org/author/Schenk-Hoppe">Schenk-Hoppe</a> </span><em>Review of Finance</em><em>11(1):25--50</em>(<em>2007</em>)Thu Jun 19 17:35:00 CEST 2008Review of Finance125--50On the Evolution of Investment Strategies and the Kelly Rule {A} Darwinian Approach112007Evolutionary programming, finance, choice genetic portfolio algorithms, This paper complements theoretical studies on the Kelly rule in evolutionary finance by studying a Darwinian model of selection and reproduction in which the diversity of investment strategies is maintained through genetic programming.We find that investment strategies which optimise long-term performance can emerge in markets populated by unsophisticated investors. Regardless whether the market is complete or incomplete and whether states are i.i.d. or Markov, the Kelly rule is obtained as the asymptotic outcome. With price-dependent rather than just state-dependent investment strategies, the market portfolio plays an important role as a protection against severe losses in volatile marketshttp://www.bibsonomy.org/bibtex/2c065a9fe7603277429aa14c7b79d7a94/brazovayeyebrazovayeye2008-06-19T17:35:00+02:00portfolio data mining, grammars, formal intelligence, programming, genetic selection, algorithms, quantitative artificial management <span style="color:#555555;">Michael F. <a href="http://www.bibsonomy.org/author/Korns">Korns</a> </span><em>Genetic Programming Theory and Practice IV, </em><em>Volume5vonGenetic and Evolutionary Computation, </em><em>chapter 16, </em><em>Springer, </em><em>Ann Arbor, </em><em>11-13 May2006. </em>Thu Jun 19 17:35:00 CEST 2008Ann ArborGenetic Programming Theory and Practice {IV}1611-13 May-Genetic and Evolutionary ComputationLarge-Scale, Time-Constrained Symbolic Regression52006portfolio data mining, grammars, formal intelligence, programming, genetic selection, algorithms, quantitative artificial management narrative of the problems we encountered using genetic programming to build a symbolic regression tool for large-scale, time constrained regression problems. It describes in detail the problems encountered, the commonly held beliefs challenged, and the techniques required to achieve reasonable performance with large-scale, time-constrained regression. We discuss in some detail the selection of the compilation tools, the construction of the fitness function, the chosen system grammar (including internal functions and operators), and the chosen system architecture (including multiple island populations). Furthermore in order to achieve the level of performance reported here, of necessity, we borrowed a number of ideas from disparate schools of genetic programming and recombined them in ways not normally seen in the published literature.http://www.bibsonomy.org/bibtex/20682c85ab68655be35bbff11aeb02eb0/brazovayeyebrazovayeye2008-06-19T17:35:00+02:00insurance linear programming, genetic strategy, Piecewise GDCPPI strategy Goal-directed algorithms, Portfolio nonlinear <span style="color:#555555;">J. S. <a href="http://www.bibsonomy.org/author/Chen">Chen</a> und Benjamin Penyang <a href="http://www.bibsonomy.org/author/Liao">Liao</a> </span><em>Expert Systems with Applications</em><em>33(4):857--869</em><em>November2007. </em>Thu Jun 19 17:35:00 CEST 2008Expert Systems with ApplicationsNovember4857--869Piecewise nonlinear goal-directed {CPPI} strategy332007insurance linear programming, genetic strategy, Piecewise GDCPPI strategy Goal-directed algorithms, Portfolio nonlinear Traditional portfolio insurance (PI) strategy, such as constant proportion portfolio insurance (CPPI), only considers the floor constraint but not the goal aspect. This paper proposes a goal-directed (GD) strategy to express an investor's goal-directed trading behaviour and combines this floor-less GD strategy with the goal-less CPPI strategy to form a piecewise linear goal-directed CPPI (GDCPPI) strategy. The piecewise linear GDCPPI strategy shows that there is a wealth position M at the intersection of the GD and CPPI strategies. This M position guides investors to apply the CPPI strategy or the GD strategy depending on whether current wealth is less than or greater than M, respectively. In addition, we extend the piecewise linear GDCPPI strategy to a piecewise nonlinear GDCPPI strategy. This paper applies genetic algorithm (GA) technique to find better piecewise linear GDCPPI strategy parameters than those under the Brownian motion assumption. This paper also applies forest genetic programming (GP) technique to generate the piecewise nonlinear GDCPPI strategy. The statistical tests show that the GP strategy outperforms the GA strategy which in turn outperforms the Brownian strategy.http://www.bibsonomy.org/bibtex/2360585259ffe4cdb0917e6a396e6851d/smichasmicha2008-04-29T08:06:25+02:00Management Portfolio <span style="color:#555555;">David N. <a href="http://www.bibsonomy.org/author/Nawrocki">Nawrocki</a> und William L. <a href="http://www.bibsonomy.org/author/Carter">Carter</a> </span><em>International Review of Financial Analysis</em><em>7(1):37--50</em>(<em>1998</em>)Tue Apr 29 08:06:25 CEST 2008International Review of Financial Analysis137--50Earnings announcements and portfolio selection. Do they add value?71998Management Portfolio http://www.bibsonomy.org/bibtex/2975e95cb0c5408f3503959ed23a76b48/smichasmicha2008-04-29T08:06:25+02:00diversification Portfolio <span style="color:#555555;">Gulser <a href="http://www.bibsonomy.org/author/Meric">Meric</a> und Ricardo P. C. <a href="http://www.bibsonomy.org/author/Leal">Leal</a> und Mitchell <a href="http://www.bibsonomy.org/author/Ratner">Ratner</a> und Ilhan <a href="http://www.bibsonomy.org/author/Meric">Meric</a> </span><em>International Review of Financial Analysis</em><em>10(3):219--235</em><em>002001. </em>Tue Apr 29 08:06:25 CEST 2008International Review of Financial Analysis003219--235Co-movements of U.S. and Latin American equity markets before and after the 1987 crash102001diversification Portfolio http://www.bibsonomy.org/bibtex/274fc310a1833e8e6944ead5977eb815b/smichasmicha2008-04-29T08:06:25+02:00choice Portfolio <span style="color:#555555;">Claire G. <a href="http://www.bibsonomy.org/author/Gilmore">Gilmore</a> und Ginette M. <a href="http://www.bibsonomy.org/author/McManus">McManus</a> und Ahmet <a href="http://www.bibsonomy.org/author/Tezel">Tezel</a> </span><em>Journal of Multinational Financial Management</em><em>15(3):287--300</em><em>Jul2005. </em>Tue Apr 29 08:06:25 CEST 2008Journal of Multinational Financial ManagementJul3287--300Portfolio allocations and the emerging equity markets of Central Europe152005choice Portfolio http://www.bibsonomy.org/bibtex/2339e99a0a197081efcf4f3df4a467641/smichasmicha2008-04-29T08:06:25+02:00portfolio diversification International <span style="color:#555555;">Fahimeh <a href="http://www.bibsonomy.org/author/Rezayat">Rezayat</a> und Burhan F. <a href="http://www.bibsonomy.org/author/Yavas">Yavas</a> </span><em>Journal of Multinational Financial Management</em><em>16(4):440--458</em><em>Oct2006. </em>Tue Apr 29 08:06:25 CEST 2008Journal of Multinational Financial ManagementOct4440--458International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets162006portfolio diversification International http://www.bibsonomy.org/bibtex/281c16fdca4ea4c348cb694eb16d42564/smichasmicha2008-04-29T08:06:25+02:00allocation Portfolio <span style="color:#555555;">Thomas <a href="http://www.bibsonomy.org/author/Lagoarde-Segot">Lagoarde-Segot</a> und Brian M. <a href="http://www.bibsonomy.org/author/Lucey">Lucey</a> </span><em>Journal of Multinational Financial Management</em><em>17(5):401--416</em><em>Dec2007. </em>Tue Apr 29 08:06:25 CEST 2008Journal of Multinational Financial ManagementDec5401--416International portfolio diversification: Is there a role for the Middle East and North Africa?172007allocation Portfolio http://www.bibsonomy.org/bibtex/20c13b7d2b91835f6636f81f97599a80c/smichasmicha2008-04-29T08:06:25+02:00portfolio diversification International <span style="color:#555555;">Amir A. <a href="http://www.bibsonomy.org/author/Amadi">Amadi</a> und Paul R. <a href="http://www.bibsonomy.org/author/Bergin">Bergin</a> </span><em>Journal of International Financial Markets, Institutions and Money</em><em>18(2):191--206</em><em>Apr2008. </em>Tue Apr 29 08:06:25 CEST 2008Journal of International Financial Markets, Institutions and MoneyApr2191--206Understanding international portfolio diversification and turnover rates182008portfolio diversification International http://www.bibsonomy.org/bibtex/2cb95e425e0fa852b50fc2db55fe4704a/smichasmicha2008-04-28T14:02:50+02:00portfolio Dynamic theory <span style="color:#555555;">Robert J. <a href="http://www.bibsonomy.org/author/Shiller">Shiller</a> </span><em>Journal of Policy Modeling</em><em>28(4):427--444</em><em>May2006. </em>Mon Apr 28 14:02:50 CEST 2008Journal of Policy ModelingMay4427--444Life-cycle personal accounts proposal for Social Security: An evaluation of President Bush's proposal282006portfolio Dynamic theory http://www.bibsonomy.org/bibtex/2268fde648fb5f9ff40ae219ea0b3f80b/smichasmicha2008-04-28T13:05:01+02:00choice Portfolio <span style="color:#555555;">Mervyn A. <a href="http://www.bibsonomy.org/author/King">King</a> und Jonathan I. <a href="http://www.bibsonomy.org/author/Leape">Leape</a> </span><em>Journal of Public Economics</em><em>69(2):155--193</em><em>Jun1998. </em>Mon Apr 28 13:05:01 CEST 2008Journal of Public EconomicsJun2155--193Wealth and portfolio composition: Theory and evidence691998choice Portfolio 01http://www.bibsonomy.org/bibtex/2864a31174431e371c3b120a17a0dff08/smichasmicha2008-04-28T13:05:01+02:00Foreign portfolio investment <span style="color:#555555;">Darius <a href="http://www.bibsonomy.org/author/Plikynas">Plikynas</a> und Leonidas <a href="http://www.bibsonomy.org/author/Sakalauskas">Sakalauskas</a> und Alina <a href="http://www.bibsonomy.org/author/Poliakova">Poliakova</a> </span><em>Research in International Business and Finance</em><em>19(2):304--332</em><em>Jun2005. </em>Mon Apr 28 13:05:01 CEST 2008Research in International Business and FinanceJun2304--332Analysis of foreign investment impact on the dynamics of national capitalization structure: A computational intelligence approach192005Foreign portfolio investment http://www.bibsonomy.org/bibtex/2a7de485cce555a00db5e635c0ec26755/smichasmicha2008-04-28T13:05:01+02:00equity portfolio investment International <span style="color:#555555;">Anil V. <a href="http://www.bibsonomy.org/author/Mishra">Mishra</a> </span><em>Research in International Business and Finance</em><em>21(2):342--360</em><em>Jun2007. </em>Mon Apr 28 13:05:01 CEST 2008Research in International Business and FinanceJun2342--360International investment patterns: Evidence using a new dataset212007equity portfolio investment International http://www.bibsonomy.org/bibtex/210c6a3ac33f63d4de1d5862381272b3b/smichasmicha2008-04-28T13:05:01+02:00behaviour Portfolio <span style="color:#555555;">F. X. <a href="http://www.bibsonomy.org/author/Browne">Browne</a> und Patrick <a href="http://www.bibsonomy.org/author/Honohan">Honohan</a> </span><em>Economic Modelling</em><em>5(1):9--18</em><em>Jan1988. </em>Mon Apr 28 13:05:01 CEST 2008Economic ModellingJan19--18Portfolio choice in Irish financial markets51988behaviour Portfolio http://www.bibsonomy.org/bibtex/245acd4c606f229277b1d5048276ae746/smichasmicha2008-04-28T13:05:01+02:00model Portfolio <span style="color:#555555;">G. C. <a href="http://www.bibsonomy.org/author/Lim">Lim</a> </span><em>Economic Modelling</em><em>8(2):219--224</em><em>Apr1991. </em>Mon Apr 28 13:05:01 CEST 2008Economic ModellingApr2219--224Estimating portfolio models from financial flow data : An analysis of the demand for liabilities, real assets and financial assets by the household sector81991model Portfolio http://www.bibsonomy.org/bibtex/2e1ba61c16a6d7619fafac0052c19acdc/smichasmicha2008-04-28T13:05:01+02:00modelling Portfolio <span style="color:#555555;">Elmer <a href="http://www.bibsonomy.org/author/Sterken">Sterken</a> </span><em>Economic Modelling</em><em>8(2):130--174</em><em>Apr1991. </em>Mon Apr 28 13:05:01 CEST 2008Economic ModellingApr2130--174Integrated real financial modelling : A macroeconometric application for the Dutch economy81991modelling Portfolio http://www.bibsonomy.org/bibtex/2dc067dcc7ffd7cbae678117c11ed8f0c/smichasmicha2008-04-28T13:05:01+02:00portfolio analysis International <span style="color:#555555;">Abdulnasser <a href="http://www.bibsonomy.org/author/Hatemi-J">Hatemi-J</a> und Eduardo <a href="http://www.bibsonomy.org/author/Roca">Roca</a> </span><em>Economic Modelling</em><em>23(6):993--1007</em><em>Dec2006. </em>Mon Apr 28 13:05:01 CEST 2008Economic ModellingDec6993--1007A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods232006portfolio analysis International http://www.bibsonomy.org/bibtex/23eca51062c3445ca0bc510ed725121d3/smichasmicha2008-04-28T13:05:01+02:00Portfolio selection <span style="color:#555555;">Lorenzo <a href="http://www.bibsonomy.org/author/Garlappi">Garlappi</a> und Jennifer <a href="http://www.bibsonomy.org/author/Huang">Huang</a> </span><em>Journal of Public Economics</em><em>90(12):2257--2283</em><em>Dec2006. </em>Mon Apr 28 13:05:01 CEST 2008Journal of Public EconomicsDec122257--2283Are stocks desirable in tax-deferred accounts?902006Portfolio selection