Results 291 to 300 of about 1,229,866 (314)
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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The Journal of Finance, 1975
IN THE FIRST SECTION of this paper we describe a portfolio game in which the players manage portfolios of hypothetical stocks with the aid of some equally hypothetical analysts. The players compete not only against one another but also against the market index and a portfolio managed by means of the Sharpe model.
Brealey, Richard A, Hodges, S D
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IN THE FIRST SECTION of this paper we describe a portfolio game in which the players manage portfolios of hypothetical stocks with the aid of some equally hypothetical analysts. The players compete not only against one another but also against the market index and a portfolio managed by means of the Sharpe model.
Brealey, Richard A, Hodges, S D
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1969
Savers’ investment policies vary according to their circumstances and responsibilities. An explanation of the methods of calculating yields leads to a comparison of high- and low-yielding shares. A brief review of the system of personal taxation is related to the effect of tax on the choice of securities. The chapter concludes with a review of the more
Kenneth Midgley, Ronald G. Burns
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Savers’ investment policies vary according to their circumstances and responsibilities. An explanation of the methods of calculating yields leads to a comparison of high- and low-yielding shares. A brief review of the system of personal taxation is related to the effect of tax on the choice of securities. The chapter concludes with a review of the more
Kenneth Midgley, Ronald G. Burns
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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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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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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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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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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.
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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:
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