Results 61 to 70 of about 242,971 (299)
Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice
American Journal of Industrial and Business Management, 2017 The paper compares three portfolio optimization models. Modern portfolio theory (MPT) is a short-horizon volatility model. The relevant time horizon is the sampling interval. MPT is myopic and implies that investors are not concerned with long-term variance or mean-reversion.
openaire +2 more sources
British Educational Research Journal, EarlyView.Abstract Academic misconduct appeal services have quietly emerged within China's education marketplace, with commercial agencies promoting themselves on social media to assist international students facing misconduct hearings. While existing research on academic integrity has emphasized prevention and detection, far less attention has been paid to what
Gengyan Tang +2 more
wiley +1 more source
CREATING OPTIMAL PORTFOLIO SECURITIES ON MODERN FINANCIAL MARKETS [PDF]
Zbornik Radova Ekonomskog Fakulteta u Istočnom Sarajevu, 2011 Creating the optimal portfolio ofsecurities on modern financial markets is leading inthe modern theory and practice of investment insecurities. The paper analyzes the extent and valueof trading securities on the Belgrade StockExchange during the period ...
Dragan Milovanović
doaj
The influence of volatility spill-overs and market beta on portfolio construction
South African Journal of Economic and Management Sciences, 2015 This study adds to Modern Portfolio Theory (MPT) by providing an additional measure to market beta in constructing a more efficient investment portfolio.
André Heymans, Wayne Peter Brewer
doaj +1 more source
International Journal of Information Systems and Project Management, 2020 Project Portfolio Risk Management (PPRM) has been identified as a relevant area regarding project portfolio success. This paper reports on a structured literature review of PPRM.
Camilo Micán +4 more
doaj +1 more source
British Educational Research Journal, EarlyView.Abstract Beneath the Hong Kong government's enthusiasm for recruiting non‐local undergraduates—including students from the Chinese Mainland and other international regions—lies a longstanding gap in understanding the core meanings and drivers shaping the territory's expanding focus on inward international student mobility (ISM).
Fang Gao +3 more
wiley +1 more source
Journal of Business Economics and ManagementThe purpose of this study is to explore whether ESG (Environmental, Social, and Governance) criteria can serve as a valuable tool for investors when making rational decisions about financial security selection and portfolio construction.
Radu-Alexandru Șerban +4 more
doaj +1 more source
Measuring portfolio risks [PDF]
Ekonomija: teorija i praksa, 2015 Every natural and legal entity strives to increase their own assets by investing. Investment portfolios are most investors' first choice, since they offer an ideal level of yield with a certain level of risk.
Tatić Barbara
doaj
Risk and Utility in Portfolio Optimization
, 2002 Modern portfolio theory(MPT) addresses the problem of determining the optimum allocation of investment resources among a set of candidate assets. In the original mean-variance approach of Markowitz, volatility is taken as a proxy for risk, conflating ...
Bernstein +10 more
core +2 more sources
Business Strategy and the Environment, EarlyView.ABSTRACT This study addresses a significant research gap in the literature by systematically reviewing and synthesizing the interplay between social dynamics, environmental changes, and organizational innovation. Although prior research has explored these dimensions in isolation, the integrative framework remains lacking.
Gagan Deep Sharma +4 more
wiley +1 more source