Results 161 to 170 of about 830,700 (211)
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Multiperiod Portfolio Analysis And The Inefficiency Of The Market Portfolio
The Journal of Finance, 1976THE MEAN-VARIANCE (EV) approach to portfolio selection has been criticized traditionally on three aspects of its application: (1) It relies entirely on the mean and variance (or standard deviation) of the distribution of holding-period-returns (HPR's); yet, other moments of the distribution, like skewness and kurtosis, may also be of interest to ...
Gressis, N, Philippatos, G C, Hayya, J
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English Education, 1997
Offers a discussion, in the form of a portfolio, of how the author helps student teachers reflect on their teaching through learning portfolios including artifacts on the culture of teaching, pedagogical insights, big risks and monumental leaps, and failures.
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Offers a discussion, in the form of a portfolio, of how the author helps student teachers reflect on their teaching through learning portfolios including artifacts on the culture of teaching, pedagogical insights, big risks and monumental leaps, and failures.
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The Scandinavian Journal of Economics, 1997
The optimal fishing pattern in a multi‐cohort fishery is determined using risk theory.Portfolio theory becomes applicable by treating different age groups of fish as different assets. A possibility set is derived using data on Icelandic cod fisheries. In the presence of risk aversion, it is shown that the abrupt behavior found in deterministic models ...
Baldursson, Fridrik Már +1 more
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The optimal fishing pattern in a multi‐cohort fishery is determined using risk theory.Portfolio theory becomes applicable by treating different age groups of fish as different assets. A possibility set is derived using data on Icelandic cod fisheries. In the presence of risk aversion, it is shown that the abrupt behavior found in deterministic models ...
Baldursson, Fridrik Már +1 more
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Mathematical Finance, 1991
We exhibit an algorithm for portfolio selection that asymptotically outperforms the best stock in the market. Let xi= (xi, xi2,…, xim)t denote the performance of the stock market on day i, where xii is the factor by which the jth stock increases on day i. Let bi= (bi1 bi2, bim)t, b;ij≫ 0, bij= 1, denote the proportion bij of wealth invested in the j th
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We exhibit an algorithm for portfolio selection that asymptotically outperforms the best stock in the market. Let xi= (xi, xi2,…, xim)t denote the performance of the stock market on day i, where xii is the factor by which the jth stock increases on day i. Let bi= (bi1 bi2, bim)t, b;ij≫ 0, bij= 1, denote the proportion bij of wealth invested in the j th
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Portfolio insurance, portfolio theory, market simulation, and risks of portfolio leverage
Annals of Operations ResearchzbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bruce I. Jacobs, Kenneth N. Levy
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SSRN Electronic Journal, 2011 We provide a model with endogenous portfolios of secured and unsecured household debt. Secured debt is collateralized by owner-occupied housing whereas unsecured debt can be discharged according to bankruptcy regulations. We show that the calibrated model matches important quantitative characteristics of observed wealth and debt portfolios for prime ...
Hintermaier, Thomas, Koeniger, Winfried
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Policy Portfolios and Portfolio Characteristics
The Journal of Portfolio Management, 2019In this article, the author provides an alternative to traditional portfolio re-balancing based on changes in asset market values, one informed by equity characteristics. The logic of policy portfolio re-balancing is applied to a framework that uses assets’ 12-month rolling average characteristic values and return volatilities as inputs and re-balances
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Drug News & Perspectives, 2009
An excellent demonstration of how meaningful and valuable conferences devoted to the topic of project and portfolio management in the pharmaceutical industry can be, was given at an event organized in Barcelona, September 2008. Thus, over this 2-day meeting the delegates were updated on the state of the art in this wide-reaching area from speakers ...
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An excellent demonstration of how meaningful and valuable conferences devoted to the topic of project and portfolio management in the pharmaceutical industry can be, was given at an event organized in Barcelona, September 2008. Thus, over this 2-day meeting the delegates were updated on the state of the art in this wide-reaching area from speakers ...
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To Portfolio or not to Portfolio: Helpful or Hyped?
College Teaching, 2008Portfolios have received mixed but primarily positive reviews in colleges and universities. The portfolio offers a tool of authentic assessment as well as an opportunity for students to be reflective practitioners. Portfolio implementation and evaluation has become a feature of many university departments.
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Finance Research Letters, 2018
Abstract We successfully show that it is possible to optimize both for risk and for asset allocation without compromising the optimization of individual goals by introducing the novel concept of a compensation portfolio. Therefore, we solve for the global vs.
Rohner, Philippe, Uhl, Matthias W
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Abstract We successfully show that it is possible to optimize both for risk and for asset allocation without compromising the optimization of individual goals by introducing the novel concept of a compensation portfolio. Therefore, we solve for the global vs.
Rohner, Philippe, Uhl, Matthias W
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