A stock's historical variance measures the difference between the stock's returns for different periods and its average return. A stock with a lower variance typically generates returns that are ...

Learn how to calculate stock beta in Excel using historical price data and formulas—enhance your investment analysis with ...

The Adaptive Asset Allocation (AAA) portfolio combines two different tactical approaches (momentum and minimum variance) into one algorithm. The intention of this portfolio recipe is to optimize ...

How right Portfolio Management helps us to achieve better returns. Stock selection is not the most important thing in investing: avoid trying to find the next Apple. The stock market is not a "become ...

This is a preview. Log in through your library . Abstract We apply conjugate duality to establish the existence of optimal portfolios in an assetallocation problem, with the goal of minimizing the ...

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This paper is concerned with multi-period asset–liability mean–variance portfolio selection with an uncertain exit time. By employing the mean-field formulation to this problem which involves ...