International diversification benefits with foreign exchange investment styles [PDF]
This paper provides a comprehensive analysis of portfolio choice with popular foreign exchange (FX) investment styles such as carry trades and strategies commonly known as FX momentum, and FX value.
Kroencke, Tim Alexander +2 more
core
What Moves Capital to Transition Economies? [PDF]
The transition economies in Europe and the former Soviet Union between 1991 and 1999 differed widely in terms of total capital flows and the share and composition of private flows. With some exceptions (notably Russia), the main source of private inflows
Jeromin Zettelmeyer +3 more
core
Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations [PDF]
In this article, we investigate risk return characteristics and diversification benefits when private equity is used as a portfolio component. We use a unique dataset describing 642 US-American portfolio companies with 3620 private equity investments ...
Daniel Schmidt
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Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market [PDF]
Funds of Funds (FoF) are particular investment funds that invest resources in some mutual funds. This type of funds offers the possibility to achieve an higher diversification that an investor can’t realize using other instruments.
Carretta, Alessandro +1 more
core +1 more source
Investment portfolio solutions
, 2013 The dissertation analyses the topic and problems of selection and management of investment portfolio in terms of market dynamics. The global financial crisis has revealed that investments bear not only return possibilities but also a relatively high risk of loss.
openaire +1 more source
Sphere-sphere intersection for investment portfolio diversification - A new data-driven cluster analysis. [PDF]
MethodsX, 2019 Haddad MFC.
europepmc +1 more source
ANALYTICAL PROCEDURES USED IN FINANCIAL AUDIT FOR THEVALUATION OF PORTFOLIO PERFORMANCES – CASE OF FINANCIAL INVESTMENT COMPANIES [PDF]
Conducting financial audit engagements for Financial Investment Companies is basedin a significant measure on the conception and performance of analytical procedures that assist theauditor in the process of elaborating general conclusions regarding the ...
Ovidiu Spatacean, Tatiana Danescu
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Dynamic factor-informed reinforcement learning for enhancing portfolio optimization
Financial InnovationPortfolio optimization is essential for investors seeking to manage risk, diversify assets, and maximize returns. Although recent studies have focused primarily on enhancing technical aspects such as model architecture through the application of deep ...
Sungsoo Kim +3 more
doaj +1 more source
Notes on the Markowitz portfolio selection method [PDF]
Portfolio Investment;management ...
Kriens, J., Lieshout, J.T.H.C. van
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