Optimal portfolio choices to split orders during supply disruptions: An application of sport's principle for routine sourcing

2021 ◽  
Author(s):  
Sidhartha S. Padhi ◽  
Soumyatanu Mukherjee
Keyword(s):  
Optimal Portfolio ◽  
Supply Disruptions ◽  
Portfolio Choices

scholarly journals Optimal portfolio choices using financial leverage

2019 ◽  
Vol 72 (2) ◽  
pp. 146-166 ◽  
Author(s):  
Ricardo Laborda ◽  
Jose Olmo
Keyword(s):  
Optimal Portfolio ◽  
Financial Leverage ◽  
Portfolio Choices

Optimal portfolio choices and the determination of housing rents under housing market uncertainty

2018 ◽  
Vol 41 ◽  
pp. 200-217
Author(s):  
Gang-Zhi Fan ◽  
Ming Pu ◽  
Xiaoying Deng ◽  
Seow Eng Ong
Keyword(s):  
Housing Market ◽  
Optimal Portfolio ◽  
Market Uncertainty ◽  
Portfolio Choices

ANALISIS PORTOFOLIO INVESTASI PADA SAHAM LQ45 DENGAN METODE MEAN VARIAN SATU KONSTRAIN

Jurnal Varian ◽  
2018 ◽  
Vol 1 (2) ◽  
pp. 22-29
Author(s):  
Gilang Primajati
Keyword(s):  
Capital Markets ◽  
Minimum Variance ◽  
Return Rate ◽  
Optimal Portfolio ◽  
Portfolio Diversification ◽  
Portfolio Risk ◽  
Expected Return ◽  
Positive Weight ◽  
The Mean

In the capital markets, especially the investment market, the establishment of a portfolio is something that must be understood by investors. Portfolio formation by investors to maximize profits as much as possible by minimizing the risk of losses that may occur. Portfolio diversification is defined as portfolio formation in such a way that it can reduce portfolio risk without sacrificing returns. Optimal portfolio with efficient-portfolio mean criteria, investors only invest in risk assets only. Investors do not include risk free assets in their portfolios. The efficient variance portfolio is defined as a portfolio that has minimum variance among the overall possible portfolio that can be formed, at the same expected return rate. The mean method of one constraint variant can be used as the basis for optimal portfolio determination. The shares of LQ-45 used are shares of AALI, BBCA, UNVR, TLKM and ADHI. AALI shares received a positive weight of 7%, BBCA 48%, UNVR 16%, TLKM 26% and ADHI 3%

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