Modelling projects portfolio structure dynamics of the organization development with a resistance of information entropy

S Bushuyev, S Onyshchenko… - 2021 IEEE 16th …, 2021 - ieeexplore.ieee.org
A model and a method for studying the dynamics of the structure of a portfolio of projects for
the development of organizations, taking into account the resistance of information entropy …

Experimental studies of a model for optimizing the portfolio of a project-oriented organization based on the entropy concept

A Bondar, S Onyshchenko - Innovative Technologies and …, 2020 - radioelektronika.org
The subject of the research is the optimization of the composition of the project portfolio
based on the entropy concept. The aim of the study is to experimentally test the model for …

Factor Investing Webinar

A Ang, J Bender, H de Silva… - The Journal of Portfolio …, 2023 - pm-research.com
In this webinar, Frank Fabozzi moderated a discussion with four prominent quantitative
investment professionals. The experts were asked about their approaches to factor …

How Many Is Too Few? Revisiting the Number of Names in Equity Portfolios.

J Bender, X Sun - Journal of Portfolio Management, 2024 - search.ebscohost.com
Concentration in global equity markets has been on a remarkable rise recently, leading to
questions about whether benchmark indexes are properly diversified and whether portfolios …

Factor Information Decay: A Global Study.

E Flint, R Vermaak - Journal of Portfolio Management, 2023 - search.ebscohost.com
This research addresses a simple but important unanswered question in the factor investing
literature: How do the factor exposures of equity factor strategies decay over time? The …

OVER 35 YEARS

OF LEADING-EDGE - 2022 - pm-research.com
The opinions expressed are those of the individual authors. Portfolio Management Research
is not responsible for the accuracy, completeness, or timeliness of the information contained …

Modeling the portfolio structure of a project-oriented organization based on an entropy concept

A Bondar - Technology audit and production reserves, 2020 - papers.ssrn.com
The object of research is the sustainability and value of project-oriented organizations in the
framework of the entropy concept. Ensuring the sustainability of project-oriented …

[PDF][PDF] МОДЕЛИРОВАНИЕ СТРУКТУРЫ ПОРТФЕЛЯ ПРОЕКТНО-ОРИЕНТИРОВАННОЙ ОРГАНИЗАЦИИ НА БАЗЕ ЭНТРОПИЙНОЙ КОНЦЕПЦИИ

АВ Бондарь - journals.uran.ua
Энтропийная концепция управления организациями трансформирует классическое
понятие «устойчивость». Такая трансформация объясняется сутью энтропийной …

[CITATION][C] A Tour of the Factor Funhouse

J Bender - The Journal of Portfolio Management, 2023 - pm-research.com
Investing based on systematic factors began in earnest in the 1990s, with the focus on
generating active alpha. In 1994, Grinold and Kahn authored their seminal handbook on …