
Quantitative Finance and Economics, 2019, 3(2): 390411. doi: 10.3934/QFE.2019.2.390
Research article Special Issues
Export file:
Format
 RIS(for EndNote,Reference Manager,ProCite)
 BibTex
 Text
Content
 Citation Only
 Citation and Abstract
The restructuring of the investment portfolio: the risk and effect of the emergence of new combinations
Doctor of Economics, Institute of Economics of the Russian Academy of Sciences, 32, Nakhimovsky prospekt, Moscow, 117218, Russian Federation
Received: , Accepted: , Published:
Special Issues: Profiling asset holders
References
1.Adami C, Schossau J, Hintze A (2016) Evolutionary game theory using agentbased methods. Phys Life Rev 19: 1–26.
2.Babu S, Mohan U (2018) An integrated approach to evaluating sustainability in supply chains using evolutionary game theory. Comput Oper Res 89: 269–283.
3.Barnes B, Giannini F, Arthur A, et al. (2019) Optimal allocation of limited resources to biosecurity surveillance using a portfolio theory methodology. Ecol Econ 161: 153–162.
4.Bowles S (2006) Microeconomics: Behavior, Institutions, and Evolution, Princeton University Press, Princeton, NJ, 608.
5.Brainard WC, Tobin J (1992) On the Internationalization of Portfolios. Oxford Econ Pap 44: 533–565.
6.Byers SS, Groth JC, Sakao T (2015) Using portfolio theory to improve resource efficiency of invested capital. J Cleaner Prod 98: 156–165.
7.Elsner W, Heinrich T, Schwardt H (2015) Tools II: More Formal Concepts of Game Theory and Evolutionary Game Theory, The Microeconomics of Complex Economies, 193–226.
8.Guerard JB, Markowitz H, Xu G (2015) Earnings forecasting in a global stock selection model and efficient portfolio construction and management. Int J Forecasting 31: 550–560.
9.Hanusch H, Chakraborty L, Khurana S (2017) Fiscal Policy Economic Growth and Innovation: An Empirical Analysis of G20 Countries. Levy Economics Institute, Working Paper, No. 883, 16.
10.Hanusch H, Pyka A (2017) Principles of NeoSchumpeterian Economics. Cambridge J Econ 31: 275–289.
11.Herbert G (2009) The Bounds of Reason: Game Theory and the Unification of the Behavioral Sciences, Princeton, NJ: Princeton University Press.
12.Lhabitant FS (2017) Portfolio Diversification, ISTE Press, Elsevier, 274.
13.Li JC, Mei DC (2014) The returns and risks of investment portfolio in a financial market. Phy A 406: 67–72.
14.Markowitz H, Dijk E (2008) Riskreturn analysis, Handb Asset Liab Manage 1: 139–197.
15.Markowitz H (1952) Portfolio Selection. J Financ 7: 77–91.
16.Markowitz H (1991) Individual versus institutional investing. Financ Serv Rev 1: 1–8.
17.Matthies BD, Jacobsen JB, Knoke T, et al. (2019) Utilising portfolio theory in environmental researchNew perspectives and considerations. J Environ Manage 231: 926–939.
18.Nkeki CI (2018) Optimal investment risks and debt management with backup security in a financial crisis. J Comput Appl Math 338: 129–152.
19.OzkanCanbolat E, Beraha A, Bas A (2016) Application of Evolutionary Game Theory to Strategic Innovation. ProcSoc Behav Sci 235: 685–693.
20.Paut R, Sabatier R, Tchamitchian M (2019) Reducing risk through crop diversification: An application of portfolio theory to diversified horticultural systems. Agric Sys 168: 123–130.
21.Ravindran A, Ragsdell KM, Reklaitis GV (1983) Engineering optimization: methods and application, New York: Wiley, 681.
22.Sachse K, Jungermann H, Belting JM (2012) Investment riskThe perspective of individual investors. J Econ Psychol 33: 437–447.
23.Saviotti PP, Pyka A, Jun B (2016) Education, structural change and economic development. Struct Change Econ Dyn 38: 55–68.
24.Schumpeter JA (2008) The Theory of Economic Development: An Inquiry into Profits, Capital, Credit, Interest and the Business Cycle, New Brunswick (U.S.A) and London (U.K.): Transaction Publishers, 267 .
25.Serletis A (2001) Portfolio Theories of Money Demand, In: The Demand for Money, Springer, Boston, MA, 113–121.
26.Sharpe WF (1970) Portfolio theory and capital markets, McGrawHill, 316.
27.Sharpe W, Gordon JA, Bailey JW (1998) Investments, Prentice Hall, 962.
28.Shinzato T (2018) Maximizing and minimizing investment concentration with constraints of budget and investment risk, Phy A 490: 986–993.
29.Sohrabi MK, Azgomi H (2019) Evolutionary game theory approach to materialized view selection in data warehouses. KnowBased Syst 163: 558–571.
30.Tobin J, Hester D (1967) Studies of portfolio behavior, Cowles Foundation monograph, No. 20; New York et al.: J. Wiley and Sons. 268.
31.Wang H, Liang P, Li H, et al. (2016) Financing Sources, R&D Investment and Enterprise Risk. Proc Comput Sci 91: 122–130.
32.Way R, Lafond F, Lillo F, et al. (2019) Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves. J Econ Dyn Control 101: 211–238.
33.Yi Z, Xingang Z, Yuzhuo Z, et al. (2019) From feedin tariff to renewable portfolio standards: An evolutionary game theory perspective. J Clea Prod 213: 1274–1289.
34.Zhang S, Zhao T, Xie BC (2018) What is the optimal power generation mix of China? An empirical analysis using portfolio theory. Appl Energy 229: 522–536.
© 2019 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution Licese (http://creativecommons.org/licenses/by/4.0)