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Portfolio Asset Allocation Decisions: A Meta-Analysis
Sriwijaya International Journal of Dynamic Economics and Business, 2021 Portfolio asset allocation decisions are not passive as mention in the modern portfolio theory, because many factors that can influence it. The purpose of this study is to explain the portfolio asset allocation decisions based on the results of previous ...
Gusni Gusni, Nugraha Nugraha
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Moderating Effect of Tactical Asset Allocation on the Risk-Return Relationship in the Nigerian Stock Market [PDF]
Облік і фінанси, 2023 Before making investment decisions, the investor must find out the risk-return characteristics of investments with the help of investment strategies. These investment strategies, including drawdown, tactical asset allocation and short selling, are used ...
Yusuf Olatunji Oyedeko +3 more
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Does Farmland Tenancy Improve Household Asset Allocation? Evidence from Rural China
Land, 2022 In an agricultural society, the farmland is a major form of national wealth and an increase in farmland holding is a sign of wealth accumulation; whereas in an industrial society, the question of whether a rise in farmland holding also increases the ...
Lijuan Xu +3 more
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Optimal Asset Allocation Subject to Withdrawal Risk and Solvency Constraints
Risks, 2022 This paper investigates the optimal asset allocation of a financial institution whose customers are free to withdraw their capital-guaranteed financial contracts at any time.
Areski Cousin +3 more
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Is OCIO superior in asset allocation performance? [PDF]
Seonmul yeongu, 2023 – This study aims to empirically analyze the asset allocation capabilities of Outsourced Chief Investment Officers (OCIOs) in Korea. The empirical analysis used data from 35 funds that were evaluated by the Ministry of Strategy and Finance from 2012 to ...
Myungjoo Kang, Inwook Song, Seiwan Kim
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Top Management Team Characteristics, Overconfidence, and Financial Asset Allocation [PDF]
Amfiteatru Economic, 2022 The large-scale allocation of financial assets by enterprises indicates economic financialization at the micro-level. Scholars have extensively discussed its influencing factors, but most are based on the traditional assumption of “rational people ...
Rangkun Qi
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Multi-stage Stochastic Programming Asset/Liability Management Model with VaR Constraint at the Social Security Organization [PDF]
تحقیقات مالی, 2021 Objective: Optimizing asset allocation at the asset class level and measuring the insolvency risk of the Social Security Organization (SSO)by considering the value at risk constraint. Methods: At first we hand-collect the book value of assets for the SSO
Kiarash Mehrani, Asghar Gerami
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Asset Allocation Strategies [PDF]
تحقیقات مالی, 1995 A number of theories about the hest method of allocating assets have been developed over the years, Managers are concernd about allocating scarce resources, mainly capital, in most productive way. Managers want to ensure that the return from the invested
ناصر صنوبر
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Optimal Asset Allocation Strategy Based on Multivariate Functional Clustering and Deep Reinforcement Learning [PDF]
Jisuanji kexue yu tansuoThis paper proposes a novel optimal asset allocation method by comprehensively using multivariate functional clustering, deep learning, and deep reinforcement learning techniques.
SUN Jingyun, HE Zhe, YAO Xiaohong
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Frontiers in Energy Research, 2023 This paper addresses the innovation management problem of financial trading strategies for power system planning through the utilization of the BO-BERT-GRNN model.
Mengzhu Zhang, Ling Shen, Jiaqi Guo
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