Results 41 to 50 of about 453,920 (186)
Random matrix approach for primal-dual portfolio optimization problems
, 2017 In this paper, we revisit the portfolio optimization problems of the minimization/maximization of investment risk under constraints of budget and investment concentration (primal problem) and the maximization/minimization of investment concentration ...
Shinzato, Takashi +2 more
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Economics and CultureThe increasing array of financial assets and investment opportunities nowadays is making investors consider new ways of investment portfolio formation and management.
Brolinska Iryna, Žilinskij Grigorij
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Self-Averaging Property of Minimal Investment Risk of Mean-Variance Model
, 2014 In portfolio optimization problems, the minimum expected investment risk is not always smaller than the expected minimal investment risk. That is, using a well-known approach from operations research, it is possible to derive a strategy that minimizes ...
Shinzato, Takashi
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Causality relations between foreign direct investment and portfolio investment volatility [PDF]
Following the liberalization of financial markets, Goldstein and Razin (2006) show that there is an information based trade-off between foreign direct investment and foreign portfolio investment, our paper examines the causality relations between foreign
Erzurumlu, Yaman O., Gozgor, Giray
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Increasing private capital flows to developing countries: The role of physical and financial infrastructure [PDF]
Combining the classical “push-pull factors” and the “Lucas paradox” theoretical approaches, and taking into account the relationship between components of capital flows -through Three Stage Least Square (3SLS) estimations-, this paper shows that physical
Kinda, Tidiane
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Jurnal Manajemen, 2018 The purpose of this research is to give empiric evidence from the influence of demography variable toward portfolio investment selection and risk tolerance also the influence of risk tolerance toward portfolio investment selection.
Farah Margaretha Leon, Cindy Hadinata
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Assessment of efficiency of investment portfolio management
Хабаршысы. Экономика сериясы, 2020 his article discusses the important issues in the selection and management of the investment port-folio, which are used. In order to achieve the established level of profitability and reduce the level of risk, the basic principles of well-known ...
A.S. Assilova +2 more
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Simulation hedge investment portfolios through options portfolio
Indonesian Journal of Electrical Engineering and Computer Science, 2019 <p>This paper presents two hedging strategies with financial options to mitigate the market risk associated with the future purchase of investment portfolios that exhibit the same behavior as Colombia's COLCAP stock index. The first strategy consists in the purchase of a Call plain vanilla option and the second strategy in the purchase of a Call ...
Miguel Jiménez-Gómez +2 more
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Portfolio Symmetry and Momentum [PDF]
This paper presents a theoretical framework to model the evolution of a portfolio whose weights vary over time. Such a portfolio is called a dynamic portfolio.
Dominique Guégan +2 more
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An efficient frontier for international portfolios with commodity assets [PDF]
In recent years, the role of investment funds has increased in most commodity markets. Investment funds, which traditionally deal with financial markets, have been shifting between financial markets and commodity futures markets, as well as among ...
DEC +2 more
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