26 search results - page 1 / 6 » Has portfolio theory got any principles |
SIGIR
2010
ACM
13 years 4 months ago
2010
ACM
Recently, Portfolio Theory (PT) has been proposed for Information Retrieval. However, under non-trivial conditions PT violates the original Probability Ranking Principle (PRP). In...
FSS
2002
13 years 4 months ago
2002
The mean-variance methodology for the portfolio selection problem, originally proposed by Markowitz, has been one of the most important research fields in modern finance. In this ...
ECIR
2010
Springer
13 years 5 months ago
2010
Springer
A known limitation of the Probability Ranking Principle (PRP) is that it does not cater for dependence between documents. Recently, the Quantum Probability Ranking Principle (QPRP)...
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
Modern portfolio theory dates back to a seminal 1952 paper by H. Markowitz and has been very influential both in academic finance and among practitioners in the financial indus...
SIGIR
2011
ACM
12 years 7 months ago
2011
ACM
The assumptions underlying the Probability Ranking Principle (PRP) have led to a number of alternative approaches that cater or compensate for the PRP’s limitations. In this pos...