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Macroeconomic factors and foreign portfolio investment volatility: A case of South Asian countries
Future Business Journal, 2015 Macroeconomic factors play a pivotal role in attracting foreign investment in the country. This study investigates the relationship between macroeconomic factors and foreign portfolio investment volatility in South Asian countries.
Shujahat Haider Hashmi
exaly +3 more sources
Bilateral investment treaties and portfolio investment
Journal of International Financial Markets, Institutions and MoneyWe analyze the effect of bilateral investment treaties (BITs) on bilateral foreign portfolio investment in equity and debt securities. We find that expropriation risk and the level of a BIT's investor protection are complementary. Applying a Poisson Pseudo-Maximum-Likelihood model to a panel of 60 home and 39 host countries from 2002 to 2017, we find ...
Stefan Eichler, Jannik A Nauerth
exaly +5 more sources
Impact of money supply and macroeconomic indicators on foreign portfolio investment: Evidence from Vietnam [PDF]
Banks and Bank Systems, 2023 This study examines the relationship between money supply, macroeconomic indicators, and foreign portfolio investment in Vietnam. Using the Autoregressive Distributed Lag Model and Stata 17 software to analyze quarterly data from Q1/2007 to Q4/2022, the ...
Nguyen Thi Dieu Chi
doaj +1 more source
Portfolio optimization for sustainable investments
SSRN Electronic Journal, 2021 AbstractIn mean-variance portfolio optimization, multi-index models often accelerate computation, reduce input requirements, facilitate understanding, and allow easy adjustment to changing conditions more effectively than full covariance matrix estimation in many situations.
Armin Varmaz +2 more
openaire +4 more sources
Mathematics, 2022 Portfolio selection is a major topic for investors to allocate their assets and maximize their profit under constrained risk. For uncertain investment behavior in a vagueness environment, some researchers have devoted themselves to this field of fuzzy ...
Kuen-Suan Chen +2 more
doaj +1 more source
Jurnal Ekonomi Modernisasi, 2022 This study aims to analyze the market factor portfolio beta, small minus big portfolio beta, high minus low portfolio beta, market volatility beta portfolio effect on investment returns with the Fama and French augmented three factor model in the ...
Rika Rahayu, Mar'atus Zahro
doaj +1 more source
Global health landscape challenges triggered by COVID-19
Inflammation and Regeneration, 2020 The COVID-19 pandemic highlighted the vulnerability of every aspect of the globalized world, including R&D. Potentially critical R&D areas have been neglected because of the lack of market-driven incentives.
Hiroki Nakatani +2 more
doaj +1 more source
Borsa Istanbul Review, 2023 This study investigates the linkage between portfolio investment and economic growth in 18 developed and 27 developing countries. Furthermore, it compares and analyzes interest-bearing and non-interest-bearing assets and the economic development level ...
Ibrahim Halil Sugozu +2 more
doaj +1 more source
Artificial intelligence model for building investment portfolio optimization mix using historical stock prices data [PDF]
Rajagiri Management Journal, 2022 Purpose – The purpose of this paper is to implement a genetic algorithmic geared toward building an optimized investment portfolio exploring data set from stocks of firms listed on the Nigerian exchange market.
Sulaimon Olanrewaju Adebiyi +2 more
doaj +1 more source
ChatGPT-Based Investment Portfolio Selection
Operations Research Forum, 2023 Abstract In this paper, we explore potential uses of generative AI models, such as ChatGPT, for investment portfolio selection. Trusting investment advice from Generative Pre-Trained Transformer (GPT) models is a challenge due to model "hallucinations", necessitating careful verification and validation of the output.
Oleksandr Romanko +2 more
openaire +4 more sources