Private Households Display Strong Aversion to Investment Risk [PDF]
The broadest possible diversification of investments is considered an important strategy for minimizing investment risk. Most households in Germany do distribute their financial assets over several types of investment.
Andreas Stephan +2 more
core
Kinerja Portofolio Saham Berdasarkan Strategi Investasi Momentum di Pasar Modal Indonesia
Jurnal Manajemen dan Wirausaha, 2009 This research analyzes stock portfolio performance based on momentum investment strategy in Indonesian capital market. The sample consists of public companies listed in the Jakarta Stock Exchange that were actively traded between the periods of December ...
I Gst. Bgs. Wiksuana
doaj
Institutional investment in Central and Eastern Europe: investment criteria of Western portfolio managers [PDF]
This study provides detailed evidence on the transistion state of Central and Eastern Europe (CEE) countries. It draws on data from a survey conducted among portfolio managers of Western investment funds thereby making use of the knowledge of experts in ...
Köke, Jens
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Durability of Output and Expected Stock Returns [PDF]
The demand for durable goods is more cyclical than that for nondurable goods and services. Consequently, the cash flows and stock returns of durable-good producers are exposed to higher systematic risk.
Joao F. Gomes +2 more
core
Challenges and Opportunities for Trade and Financial Integration in Asia and the Pacific [PDF]
This chapter analyzes the geography of Australia's international portfolio investment using the International Monetary Fund's coordinated Portfolio Investment Survey dataset.
Anil Mishra, Kevin Daly
core
Testing for mean-variance spanning with short sales constraints and transaction costs: The case of emerging markets [PDF]
portfolio investment;transaction costs;regression analysis ...
Nijman, T.E. +2 more
core +1 more source
The Composition of Foreign Capital Stocks in South Africa: The Role of Institutions, Domestic Risk and Neighbourhood Effects [PDF]
This paper investigates the determinants of the absolute volumes and composition of foreign capital stocks in South Africa, focusing on the role played by institutional quality (property rights), domestic risk and neighbourhood effects as potential ...
Farayi Gwenhamo, Johannes Fedderke
core +1 more source
A multi-criteria approach to ESG-based portfolio optimization incorporating historical performance, forward-looking insights, and credibilistic CVaR: a case study on the DJIA. [PDF]
Sci RepTaheripour E, Sadjadi SJ, Amiri B.
europepmc +1 more source
Artificial intelligence in financial market prediction: advancements in machine learning for stock price forecasting. [PDF]
Front Artif IntellRohan A +5 more
europepmc +1 more source