Results 81 to 90 of about 1,314,027 (175)
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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Evolutionary Stability of Portfolio Rules in Incomplete Markets [PDF]
This paper studies the evolution of market shares of portfolio rules in incomplete markets with short-lived assets. Prices are determined endogenously. The performance of a portfolio rule in the process of continuous reinvestment of wealth is determined ...
Klaus Reiner Schenk-Hoppé +1 more
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Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice
American Journal of Industrial and Business Management, 2017 The paper compares three portfolio optimization models. Modern portfolio theory (MPT) is a short-horizon volatility model. The relevant time horizon is the sampling interval. MPT is myopic and implies that investors are not concerned with long-term variance or mean-reversion.
openaire +2 more sources
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
A Benchmark Approach to Investing and Pricing [PDF]
This paper introduces a general market modeling framework, the benchmark approach, which assumes the existence of the numeraire portfolio. This is the strictly positive portfolio that when used as benchmark makes all benchmarked nonnegative portfolios ...
Eckhard Platen
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Delegated Portfolio Management [PDF]
In this paper, we examine optimal portfolio decisions within a decentralized framework. There are many portfolio managers choosing optimal portfolio weights in a mean-variance framework and taking decisions in a decentralized way.
Benjamin Miranda Tabak, Paulo Coutinho
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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
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