Results 101 to 110 of about 937,317 (258)
Essays on dynamic portfolio management [PDF]
Over the last three decades, there has been an increasing interest in the problem of the investor's optimal consumption and portfolio rules. Despite the substantial amount of related literature, there remain many areas for further investigation.
Liao, Chien-Hui
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A general approach to Bayesian portfolio optimization [PDF]
We develop a general approach to portfolio optimization taking account of estimation risk and stylized facts of empirical finance. This is done within a Bayesian framework.
Bade, Alexander +2 more
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Defensive online portfolio selection
The class of defensive online portfolio selection algorithms,designed for fi nite investment horizon, is introduced. The Game Constantly Rebalanced Portfolio and the Worst Case Game Constantly Rebalanced Portfolio, are presented and theoretically analyzed.
Ventura, Alfonso, Stella, Fabio
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Portfolio strategic control and portfolio management performance
, 2016 This thesis presents the development of a new control mechanism for managing portfolio of projects in today’s rapidly changing environment and fierce global competitions.
Alimohammadi, Reza
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Financial Literacy and Portfolio Diversification [PDF]
In this paper we focus on poor financial literacy as one potential factor explaining lack of portfolio diversification. We use the 2007 Unicredit Customers’ Survey, which has indicators of portfolio choice, financial literacy and many demographic ...
Luigi Guiso, Tullio Jappelli
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Structural breaks and fiscal sustainability of the Indonesian government budget
Economic Journal of Emerging Markets, 2015 The purpose of this study is to identify government policy regimes or structural breaks as indicated by significant changes in debt to GDP ratio and to identify fiscal sustainability in Indonesia from 2000 to 2013.
Ivantia S. Mokoginta +1 more
doaj
A Test of the Efficiency of a Given Portfolio
, 1989 M. Gibbons, S. Ross, Jay Shanken
semanticscholar +1 more source
Bayesian Portfolio Selection with Gaussian Mixture Returns
Markowitz portfolio selection is challenged by huge implementation barriers. This paper addresses the parameter uncertainty and deviation from normality in a Bayesian framework. The non-normal asset returns are modeled as finite Gaussian mixtures.
Qian, Hang
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Portfolio Choice and Health Status [PDF]
This paper analyzes the role that health status plays in household portfolio decisions using data from the Health and Retirement Study. The results indicate that health is a significant predictor of both the probability of owning different types of ...
Harvey S. Rosen, Stephen Wu
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