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Portfolio construction and risk management: theory versus practice [PDF]
RAUSP Management Journal, 2018 Purpose - This paper aims to identify a possible mismatch between the theory found in academic research and the practices of investment managers in Brazil. Design/methodology/approach - The chosen approach is a field survey.
Stefan Colza Lee, William Eid Junior
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Modern Portfolio Theory and its Applications in Information Retrieval [PDF]
Iranian Journal of Information Processing & ManagementIntroduction and purpose: The portfolio theory is one of the theories in the financial field that was presented by Harry Markowitz. This theory states that investors should diversify their stock portfolio to reduce investment risk. This research has been
Mehdi Rahmani
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Is New Ibovespa The Best Investment Option? [PDF]
Revista Brasileira de Gestão De Negócios, 2016 Purpose – Verify whether Ibovespa, Old or New, could be the best alternative for investors, considering investment possibilities (risky and risk free) in the Brazilian market.
Ricardo Goulart Serra ¹ ² +1 more
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Portfolio selection models: A review and new directions [PDF]
, 2009 Modern Portfolio Theory (MPT) is based upon the classical Markowitz model which uses variance as a risk measure. A generalization of this approach leads to mean-risk models, in which a return distribution is characterized by the expected value of return (
Acerbi +48 more
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Investment Diversification as a Strategy for Reducing Investment Risk [PDF]
Economic Horizons, 2018 Investment diversification is a widely accepted investment strategy, aimed at reducing investment uncertainty, while simultaneously keeping the expected return on investment unaltered.
Miljan Lekovic
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Classical Ergodicity and Modern Portfolio Theory [PDF]
Chinese Journal of Mathematics, 2015 What role have theoretical methods initially developed in mathematics and physics played in the progress of financial economics? What is the relationship between financial economics and econophysics? What is the relevance of the “classical ergodicity hypothesis” to modern portfolio theory? This paper addresses these questions by reviewing the etymology
Poitras, Geoffrey, Heaney, John
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Indonesian Capital Market Review, 2013 The world is entering the era of recession when the trend is bearish and market is not so favorable. The capital markets in every major country were experiencing great amount of loss and people suffered in their investment. The Jakarta Composite Index
Tumpal Sihombing
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Portfolio optimization based on self-organizing maps clustering and genetics algorithm
IJAIN (International Journal of Advances in Intelligent Informatics), 2022 In this modern era, gaining additional income is necessary to fulfill daily needs since inflation is unavoidable. Investing in stocks can give passive income to help people deal with the increasing prices of necessities.
Fajri Farid, Dedi Rosadi
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The impact of cryptocurrency on the efficient frontier of emerging markets
Croatian Review of Economic, Business and Social Statistics, 2019 Cryptocurrencies are a sweltering topic in modern times of investment strategies. Since the cryptocurrency market is classified as an emerging market, in this paper a portfolio of emerging markets is compiled from the indices of four European Union (EU ...
Ćosić Karlo, Časni Anita Čeh
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Examining the dynamics of macroeconomic indicators and banking stock returns with bayesian networks [PDF]
, 2019 According to the modern portfolio theory, the direction of the relationship between the securities in the portfolio is stated to be effective in reducing the risk. Moreover, securities in high correlation are avoided by taking place in the same portfolio.
Fatma Busem, Hatipoğlu, Uyar, Umut
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