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The evolution of project portfolio selection methods: from incremental to radical innovation
2019
REGE Revista de Gestão
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Design/methodology/approach -Given the nature of the research question, the authors perform a systematic literature review method and analyze 48 portfolio selection approaches. ...
The current literature offers a number of selection approaches with different and, in some cases, conflicting nature. ...
Based on Cooper et al.'s (1999) portfolio selection methods classification, we defined 12 taxonomy categories to classify the PPS approaches. ...
doi:10.1108/rege-10-2018-0096
fatcat:qtlzmlihxndc5mijyymtsd45am
The methods for selection of shares for investment portfolio on example of companies in the stock exchange in Warsaw
2020
Scientific Papers of Silesian University of Technology. Organization and Management Series
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One of the new approaches is the use of deterministic chaos to determine the composition of the portfolio. ...
Practical implications: The application in portfolio analysis. Originality/value: The WAI measures used to create a company ranking and build a portfolio of shares based on it. ...
The use of nonlinear dynamic systems tools such as the Hurst exponent seems to be an important element of portfolio analysis research. ...
doi:10.29119/1641-3466.2020.149.38
fatcat:fsggb73hsrbb7em5yhykx4sram
An Incremental-Hybrid-Yager's Entropy Model for Dynamic Portfolio Selection with Fuzzy Variable
2018
Discrete Dynamics in Nature and Society
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Different from the traditional multiperiod portfolio, we design the ratio threshold to divide asset price into different time interval and use state instead of time point to model the dynamic portfolio ...
In addition, fuzzy variables are utilized to represent prices of assets, while historical data based on Markov chain is exploited to estimate membership functions of fuzzy prices. ...
In brief, the price return, risk, and portfolio process are defined as the state-based equations. Consider a dynamic-selection-based portfolio selection problem with m risky assets. ...
doi:10.1155/2018/7387210
fatcat:qzblbt57mnfsjf26hldg53scsi
A systematic review on supplier selection and order allocation problems
2019
Journal of Industrial Engineering International
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The review presented in this paper focuses on the supplier selection problems (SSP) and order allocation from year 2000 to 2017 in which a new structure and classification of the existing research streams ...
The supplier selection and order allocation are two key strategic decisions in purchasing problem. ...
Ahmad and Mondal (2016) developed a mathematical model based on mixed integer nonlinear programming (MINLP) to solve dynamic supplier selection problem (DSSP). ...
doi:10.1007/s40092-019-00334-y
fatcat:yii2jrf6ofe53ewpmabca4ubum
Bootstrap order selection for SETAR models
2013
Journal of Statistical Computation and Simulation
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in the non bootstrap world and, in Section 7, by means of a novel approach based on Artificial Neural Networks. ...
This is especially true for the practitioners which, in addition, can benefit from a huge selection of software packages usually featured with a rich portfolio of linear models. ...
doi:10.1080/00949655.2013.811507
fatcat:ywdef2grwzbbrcx3s625fwp6g4
On the optimal allocation of assets in investment portfolio with application of modern portfolio and nonlinear dynamic chaos theories in investment, commercial and central banks
[article]
2013
arXiv
pre-print
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diagram in agreement with the dynamic chaos theory. ...
management in the nonlinear dynamic financial system. ...
mathematical approach to represent the complex behavior of a simple nonlinear system. ...
arXiv:1301.4881v2
fatcat:l3gt2dox3rcahaqb2t345ynqe4
Venture Capital Optimal Investment Portfolio Strategies Selection in Diffusion - Type Financial Systems in Global Capital Markets with Nonlinearities
2013
Social Science Research Network
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These nonlinearities have to be taken to an account during the venture capital optimal investment portfolio strategies selection process, which is all about making the right investment choices with the ...
The condensed research article presents some innovative research results on the venture capital optimal investment portfolio strategies selection in the diffusion-type financial systems in the imperfect ...
Ledenyov D O, Ledenyov V O 2013a On the optimal allocation of assets in investment portfolio with application of modern portfolio management and nonlinear dynamic chaos theories in investment, commercial ...
doi:10.2139/ssrn.2592989
fatcat:kplpldgaprct7m4yge3krkyrri
Nonlinear Dynamics in Financial Systems: Advances and Perspectives
2014
Discrete Dynamics in Nature and Society
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Portfolio Selection and Optimization. J. ...
Wang et al. proposed a timevarying correlation network-based approach to investigate dynamics of foreign exchange (FX) networks. Financial Diagnosis and Control. X. ...
We hope that problems discussed and investigated in this issue may be inspiration and motivation to discover new, innovative, and novel applications in all areas of nonlinear financial dynamics. ...
doi:10.1155/2014/275750
fatcat:rfc3wdckvvf5fotvtmwb4ue5qa
Market Characteristics and Chaos Dynamics in Stock Markets: An International Comparison
2006
Social Science Research Network
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The chaos theory assumes that the returns dynamics are not normally distributed and more complex approaches have to be used to study these time series. ...
Using a large sample of world stock indexes, I try to identify the main market characteristics that influence returns dynamics. ...
of portfolio re-balances and a lower volume of transactions 45 . ...
doi:10.2139/ssrn.928796
fatcat:j75yaz23lnaepn4epfok4u54ei
3. International comparison
[chapter]
1997
Coated metal roofing and cladding
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The chaos theory assumes that the returns dynamics are not normally distributed and more complex approaches have to be used to study these time series. ...
Using a large sample of world stock indexes, I try to identify the main market characteristics that influence returns dynamics. ...
of portfolio re-balances and a lower volume of transactions 45 . ...
doi:10.1680/cmrac.26209.0003
fatcat:nxo6bi7p4fbsrhzxqsdbjwrli4
International comparison
[chapter]
2008
Petroleum Taxation
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The chaos theory assumes that the returns dynamics are not normally distributed and more complex approaches have to be used to study these time series. ...
Using a large sample of world stock indexes, I try to identify the main market characteristics that influence returns dynamics. ...
of portfolio re-balances and a lower volume of transactions 45 . ...
doi:10.4324/9780203927892.axc
fatcat:kjxmpegwsfeldkt26szv7gi2da
International Comparison
[chapter]
2014
Encyclopedia of Quality of Life and Well-Being Research
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The chaos theory assumes that the returns dynamics are not normally distributed and more complex approaches have to be used to study these time series. ...
Using a large sample of world stock indexes, I try to identify the main market characteristics that influence returns dynamics. ...
of portfolio re-balances and a lower volume of transactions 45 . ...
doi:10.1007/978-94-007-0753-5_102079
fatcat:dwpdr67ijfaqbaprhsd4enz7vi
International comparison
[chapter]
2008
Petroleum Taxation
Preserved Fulltext
A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf.
The chaos theory assumes that the returns dynamics are not normally distributed and more complex approaches have to be used to study these time series. ...
Using a large sample of world stock indexes, I try to identify the main market characteristics that influence returns dynamics. ...
of portfolio re-balances and a lower volume of transactions 45 . ...
doi:10.4324/9780203927892.axd
fatcat:ajibfayxuvdydl57ximkkxevci
Approach to Assess and Select Small and Medium Enterprises (SMEs) for Incubation on the Base of Angel Model – a Case on Developing Economies and ENGINE Program
2017
British Journal of Economics, Management & Trade
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Also, a careful study of business theories and common approaches used by institutions to select SMEs for incubation has well established that many factors contribute to SMEs success. ...
This study through the use of the Project Angel Model and the Chaos Theory [1, 2] has conducted a careful study into what determines SMEs success and found that no single business document can be used ...
Further, the Resource-Base approach view competitive advantage of a firm and its success as the result of the portfolio of resources it is able to connect for its performance within the industry. ...
doi:10.9734/bjemt/2017/31399
fatcat:ftmevfyhzvcwbaclsqhcmqdrka
Chaos and Nonlinear Dynamics: Application to Financial Markets
1991
Journal of Finance
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What Is Chaos? Chaos is a nonlinear deterministic process which "looks" random. ...
Based on these critical values, the only series to pass the BDS diagnostic is the smallest decile portfolio, DEC1. ...
doi:10.1111/j.1540-6261.1991.tb04646.x
fatcat:kljsjvjdxjeetlci46odquxuv4
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