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NUML International Journal of Business & Management, 2022 Diversification is considered a way to lower investment risk by using a variety of investment avenues. The objective of this study is to compare the portfolio performance based on mean-variance optimisation with a naively diversified portfolio for ...
Faisal Maqbool, Muhammad Husnain
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Financial Innovation, 2021 This study examines the portfolio diversification benefits of alternative currency trading in Bitcoin and foreign exchange markets. The following methods are applied for the analysis: the spillover index method of Diebold and Yilmaz (Int J Forecast 28(1):
Muhammad Owais Qarni, Saiqb Gulzar
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International equity portfolio allocations and transaction costs [PDF]
, 2010 In spite of the critical role of transaction cost, there are not many papers that explicitly examine its influence on international equity portfolio allocation decisions.
Thapa, Chandra +2 more
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Portfolio Optimization Using Minimum Spanning Tree Model in the Moroccan Stock Exchange Market
International Journal of Financial Studies, 2023 Portfolio optimization is a pertinent topic of significant importance in the financial literature. During the portfolio construction, an investor confronts two important steps: portfolio selection and portfolio allocation.
Younes Berouaga +2 more
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Journal of Public Economic Theory, 2010 AbstractIn this article, the diversification motives of the demand for annuities is analyzed. Using a model allowing for the uncertainty of both the human life length and the interest rate, the Decision Maker is supposed to choose an optimal portfolio to maximize a bequest.
d'Albis, Hippolyte, Thibault, Emmanuel
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Portfolio diversification using subspace factorizations [PDF]
2008 42nd Annual Conference on Information Sciences and Systems, 2008 Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. These interactions are crucial to the successful allocation of monies. The seminal work on portfolio management by Markowitz prompts the adroit investment manager to consider the ...
Ruairí de Fréin +2 more
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LNG Portfolio Diversification Optimization Model of Thailand [PDF]
, 2023 With the increase of reliance of LNG for Thailand, tons of liquefied natural gas (LNG) are imported, however there is no report that describes the engagement by a mathematical model.
U-tapao, Chalida; LNG Portfolio Diversification Optimization Model of Thailand +3 more
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Journal the Winners, 2002 This research objectives is to know empirically the connection between market risk and company risk on individual stock and portfolio stock, also the effect on stock diversification on Jakarta Stock Exchange.
Kusbiantono Kusbiantono
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Optimal stock portfolio diversification under market constraints
Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï, 2020 The problem of optimal portfolio diversification is considered. Based on mathematical models of the dynamics of the market value formation of a single share and an optimal stock portfolio, the structure of the optimal portfolio is determined. Such models
Victor R. Kulian +2 more
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Scientific African, 2022 The emergence of disruptive cryptocurrency platforms and decentralized finance (DEFI) has revolutionized the financial landscape over the last couple of years.
Audil Rashid Khaki +4 more
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