Mean-variance and Safety-first Portfolio Selection Utilizing Historical Returns of Forbes Asia’s Fab50 Companies-Reference-Cited by-同舟云学术

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Mean-variance and Safety-first Portfolio Selection Utilizing Historical Returns of Forbes Asia’s Fab50 Companies

Published:2022-12-07 Issue: Volume: Page:
ISSN:
Container-title:2022 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM)
language:
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Author:

Altes G. C.¹,Young M. N.²,Prasetyo Y. T.²,Nadlifatin R.³

Affiliation:

1. Mapúa University,School of Graduate Studies,Manila,Philippines

2. Mapúa University,School of Industrial Engineering and Engineering Management,Manila,Philippines

3. Institut Teknologi Sepuluh November,Kampus ITS Sukolilo,Department of Information Systems,Surabaya,Indonesia

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/9989527/9989519/09989990.pdf?arnumber=9989990

Reference18 articles.

1. Portfolio selection utilizing safety-first optimization model on exchange traded funds in Asia;young;Proceedings of the International Conference on Industrial Engineering & Operations Management,2020

2. Comparative Analysis of Mean-Variance and Safety-First Portfolio Utilizing Exchange Traded Funds in Asia

3. Portfolio Selection on Airlines and Cruise Ship Industry During Pandemic

4. A Portfolio Selection using Safety First Model for US Blue Chip and Top 30 Companies under NYSE list during COVID-19

5. Portfolio Selection of Historical Blue Chips in the Philippine Stock Market during COVID19 Pandemic

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