Return and Risk Model for Optimal Portfolio: Applied Case Study Cairo Stock Exchange | Chapter 5 | Business, Management and Economics - Research Progress Vol. 1

Modern financial theory, commonly known as portfolio theory, provides an analytical framework for the investment decision to be made under uncertainty. It is a well-established proposition in portfolio theory that whenever there is an imperfect correlation between returns risk is reduced by maintaining only a portion of wealth in any asset, or by selecting a portfolio according to expected returns and correlations between returns.

 

The major improvement of the portfolio approaches over prior received theory is the incorporation of (a) the riskiness of an asset, and (b) the addition from investing in any asset.

 

Building an investment portfolio is a problem that numerous researchers have addressed for many years. The theme of this paper is to discuss how to propose a new mathematical model like that provided by Markowitz, which helps in choosing a nearly perfect portfolio and an efficient input /output. Besides applying this model to reality, the researcher uses game theory, stochastic and linear programming to provide the model proposed and then uses this model to select a perfect portfolio in the Cairo stock exchange. Game theory is a mathematical framework that is used to study decision-making in situations of strategic interaction. The results are fruitful and the researcher considers this model a new contribution to previous models. The target of this proposed model is achieved, as the risks increase by expanding the size of the portfolio because of the positive direct relationship between risks and returns.

 

 

Author(s) Details

Essam Al Arbed
Economic Faculty, Damascus University, Damascus, Syria.

 

Please see the link:- https://doi.org/10.9734/bpi/bmerp/v1/1121

 

Shapley Value Allocation Approach to Assess Conflicts Over Logone River Basin | Chapter 8 | Research Aspects in Arts and Social Studies Vol. 7

 The objective concerning this paper is to administer game theory tools to resolve conflicts over a large body of water allocation question in the logone river pool.  Natural resources management is the manipulation of system-producing unaffected systems to advance their long-term productivity for two together human use and biological result. The use of water in the Logone Basin has been a main source of contention middle from two points users to a degree farmers and fishermen. In this paper, we examine how cooperative theory of games can help us understand the significance of coordination. A beneficial mathematical programming is used to decide the net land benefit of the players in the water administration competition. The Shapley value plan is used for the second opportunity to find the appropriate equilibrium that answer all users. This method was used to the real-globe case of the Logone River, which is individual of the rivers suffering from water shortage in the Lac Chad basin. The study further demonstrated that cooperative theory of games can be used to resolve water conflicts and the authority can therefore implement institutions that urge to coordination.

Author(s) Details:

Maya Ernest,
University of Maroua, Cameroon.

Ngouhouo Ibrahim,
University of Dschang, Cameroon.

Please see the link here: https://stm.bookpi.org/RAASS-V7/article/view/9732

Fixed-Point Theory and Its Some Real-Life Applications| Chapter 8 | Research Highlights in Mathematics and Computer Science Vol. 1

 In this paper, fixed-point hypothesis is the delightful combination of examination, geography and math. In some true issues fixed-point hypothesis is the essential numerical apparatus used to lay out the presence of arrangements in game hypothesis and numerical financial matters which emerge normally in applications. Thus, fixed-point hypothesis is a significant area of concentrate in unadulterated and applied science and it is a thriving area of exploration.

Author(s) Details:

Sarla Chouhan,
Department of Applied Mathematics, Shri Govindram Seksaria Institute of Technology and Science, Indore, Madhya Pradesh, India.

Bhumi Desai,
SGSITS, Indore, India.

Please see the link here: https://stm.bookpi.org/RHMCS-V1/article/view/8247

Strategy on Investment — Mathematics and Practice | Book Pi International

This book collects papers of strategy on investment and its mathematical analysis, including: Diffusion
of Price Changing of commodity (or stock) of one source; and multiple sources and holding shares
strategy; the fractal PDE method to improve accuracy; Investment in hydrogen engine must be ended
with failure based on conversation law of energy; Simple differential equation of A & H stock price and
application to analysis of Equilibrium State; Strategy for Hold’En Poker and similar steps investment.
The diffusion equation of commodity price changing links inflation diffusion. Investment to a new field
should be checked by scientific law. The balanced position of a stock in A-share and H-share markers
with different prices is interesting to investors. The strategy for Hold’En Poker is a typical strategy for
uncertain event, including the strategy of cutting the way of contag

Author (s) Details

Tian-Quan Yun,
School of Civil Engineering and Transportation, South China University of Technology, Guangzhou, China.

Tao Yun
IT Department, Zhuguang Group, China.

View Book :- http://bp.bookpi.org/index.php/bpi/catalog/book/208

Application of Data Analytics in Building a Game Theory Model for Social Networking Sites | Chapter 5 | Emerging Trends in Engineering Research and Technology Vol. 7

The application under this research work is an extended form of the previous study performed on two giants of the social networking sites viz. Facebook and Instagram. This study includes the perception of young generation towards these two social networking sites. For this, a homogeneous group of students on a local college campus are used as the sample. An additional feature of Interoperability which plays an important role in exchange and make use of information between these two platforms generates a 8x8 game theory model. The study begins with the data analytical tools based on the survey of the students. The reliability of the questionnaire, formed on the basis of interactive parameters, is tested by using an appropriate reliability test-Cronbach's alpha test. The graphical and descriptive statistics gives the initial trends among the students. The regression analysis is carried out for all the combinations of eight parameters of both Facebook and Instagram, where the intercept data is collected as payoff values. This leads to the formation of the two player Game theory model. As the final result, the optimum strategies of each player and the value of the game is calculated. The interpretation of the calculated values reflect the influence of decision making for the optimum strategies under the game theory model. 

Author(s) Details

Satyajit S. Uparkar
Department of Computer Application, Shri Ramdeobaba College of Engineering and Management, Nagpur, India.

Dr. Nalini V. Vaidya
Department of Applied Mathematics, G. H. Raisoni College of Engineering, Nagpur, India.

Mrs. Kalpana G. Lokhande
Department of Applied Mathematics, Priyadarshini College of Engineering, Nagpur, India.

Priti C. Golar
Department of Information Technology, St. Vincent Pallotti College of Engineering and Technology, Nagpur, India.

View Book :- http://bp.bookpi.org/index.php/bpi/catalog/book/201