Search Results - "Chuahay, TJ Troy N."
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1
Portfolio Optimization Considering Behavioral Stocks with Return Scenario Generation
Published in Mathematics (Basel) (01-11-2022)“…This study extends the application of behavioral portfolio optimization by estimating the return of behavioral stocks (B-stocks). With the cause-and-effect…”
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Journal Article -
2
Comparative Analysis of Mean-Variance and Safety-First Portfolio Utilizing Exchange Traded Funds in Asia
Published in 2020 IEEE 7th International Conference on Industrial Engineering and Applications (ICIEA) (01-04-2020)“…This paper presents a comparative analysis of mean-variance and safety-first portfolios exploiting exchange traded funds in ASIA. Different portfolio weight…”
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Conference Proceeding