Results 81 to 90 of about 830,700 (211)
New evidence on taxes and portfolio choice [PDF]
Identifying the effect of differential taxation on portfolio allocation requires exogenous variation in marginal tax rates. Marginal tax rates vary with income, but income surely affects portfolio choice directly. In systems of individual taxation - like
Kadir Atalay +3 more
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International Portfolio Investment [PDF]
The focus of this paper is to analyze the feasibility of international portfolio diversification for a potential US investor with a moderate risk aversion.
Doina Chichernea
core
Bayesian Portfolio Selection with Gaussian Mixture Returns [PDF]
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
core
A MODEL OF CONSTRUCTION OF A MINIMUM RISK PORTFOLIO BASED ON MARKOWITZ PORTFOLIO THEORY. APPLICATION ON BUCHAREST STOCK EXCHANGE [PDF]
In this paper, the authors test a model of an efficient portfolio with minimum risk, starting from the analysis of one year portfolio payoff and risk of ten securities from Bucharest Stock Exchange.
Assist. Laura Raisa Miloș Ph. D +1 more
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A Systematic Approach to Project Related Concepts of Scrum [PDF]
Revista de Management Comparat International, 2016 Scrum models have clustered within the boundaries of product development and the limited world of development teams. Nonetheless, any Scrum adoption cannot be isolated from the rest of organization’s processes and structures.
Necmettin OZKAN, Civan KUCUK
doaj
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
core
Foundations of Portfolio Theory [PDF]
Prize Lecture to the memory of Alfred Nobel, December 7, 1990.Portfolio Theory;
Markowitz, Harry M.
core
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
core
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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