Results 291 to 300 of about 657,244 (332)
Some of the next articles are maybe not open access.
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
openaire +3 more sources
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
openaire +3 more sources
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
openaire +2 more sources
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 ...
openaire +3 more sources
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 ...
openaire +3 more sources
Finanzwirtschaft, Banken und Bankmanagement I Finance, Banks and Bank Management, 2019
Gevorg Hunanyan
semanticscholar +1 more source
Gevorg Hunanyan
semanticscholar +1 more source
Portfolio diversification with virtual currency: Evidence from bitcoin
International Review of Financial Analysis, 2019K. Guesmi +3 more
semanticscholar +1 more source
Efficient Portfolios and Hedging Portfolios
1997Among the major applications of ARCH models is the estimation of volatility evolving in time. This estimation allows one to compare portfolios or to build them with desired properties, for instance, those that maximize the expected utility of their return or allow one to hedge several sources of risk.
openaire +2 more sources
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
, 1969R. C. Merton
semanticscholar +1 more source
Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
, 2009Victor DeMiguel +2 more
semanticscholar +1 more source
Portfolio Transition and Transition Portfolios
2002For pension plan sponsors, funds of funds and other investors engaging the services of investment managers, changing investment managers is time consuming and potentially very costly. Factors influencing how portfolio transition between investment managers is managed include:
openaire +2 more sources
Optimum Consumption and Portfolio Rules in a Continuous-Time Model*
, 1975R. C. Merton
semanticscholar +1 more source