Real estate in the mixed-asset portfolio: the question of consistency [PDF]
, 2004 The recent poor performance of the equity market in the UK has meant that real estate is increasingly been seen as an attractive addition to the mixed-asset portfolio. However, determining whether the good return enjoyed by real estate is a temporary or
Lee, Stephen, Stevenson, Simon
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Tendencies in evaluation of portfolio investment
Naukovij Vìsnik Nacìonalʹnoï Akademìï Statistiki, Oblìku ta Auditu, 2017 Investment and related activities have considerable importance for assurance of sus-tained economic growth, institutional and structural modernization of the economy. Because of the pressures coming from current economic performance of Ukraine, caused by
S. S. Zaliubovska, L. A. Novikova
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Methodology for Constructing an Experimental Investment Strategy Formed in Crisis Conditions
Economies, 2022 This article proposes a neoclassical stock market portfolio based on the principles of dynamic response and constant adaptation to the market. The construction of a neoclassical investment portfolio begins with the conceptual development of an adaptive ...
Vera Ivanyuk
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Optimal Investment to Minimize the Probability of Drawdown
, 2016 We determine the optimal investment strategy in a Black-Scholes financial market to minimize the so-called {\it probability of drawdown}, namely, the probability that the value of an investment portfolio reaches some fixed proportion of its maximum value
Angoshtari, Bahman +2 more
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Private equity-, stock- and mixed asset-portfolios: a bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations : [Version: December 2003] [PDF]
, 2004 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 ...
Schmidt, Daniel
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DEVELOPMENT OF PORTFOLIO INVESTMENT OF AN OIL AND GAS ENTERPRISE USING MULTI-FACTOR MODELING
Вестник Северо-Кавказского федерального университета, 2022 The article proposes a methodology for forming an investment portfolio for a conservative type of investors using multifactorial models that allow predicting the value of financial instruments included in the portfolio. The primary goal was to select the
R. Khasnutdinova, Y. Rudneva
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On the effects of changing mortality patterns on investment, labour and consumption under uncertainty [PDF]
, 2017 In this paper we extend the consumption-investment life cycle model for an uncertain-lived agent, proposed by Richard (1974), to allow for exible labor supply.
Ewald, Christian-Oliver, Zhang, Aihua
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Methodical bases of investment strategies and portfolio management of modern industrial enterprises
Путеводитель предпринимателя, 2020 Every industrial enterprise that is subject to medium and large businesses, creates its own investment strategy, which in turn presupposes the formation and elaboration of the same name portfolio.
E. V. Dmitrieva
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The resolution of excess investment in Fuzzy portfolio selection using piecewise linear function
Applied Mathematics in Science and EngineeringFuzzy portfolio selection on the guaranteed return rate has been proposed to study excess investment in different dimensions of risk preferences. However, the theory of behavioural finance proposes that the investment proportions of securities are not ...
Yin-Yin Huang +3 more
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Cauchy: Jurnal Matematika Murni dan AplikasiIn an investment portfolio, investors certainly choose a portfolio according to their preferences for return and risk. The problem is the allocation of investment weights in forming a portfolio, if the risk is in the form of Entropic-Value-at-Risk (EVaR).
Nurnisaa binti Abdullah Suhaimi +2 more
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