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Portfolio Concentration and Firm Performance
Journal of Financial and Quantitative Analysis, 2012AbstractThis paper investigates the relation between shareholders’ portfolio concentration and firm performance. Using data on more than 1.3 million unique shareholders, we create an index that measures how concentrated shareholder portfolios are in each firm.
Maury, Benjamin, Ekholm, Anders
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Portfolio optimization and performance evaluation: An application to a customer portfolio
Journal of Marketing Analytics, 2013On the basis of an exclusive business-to-business database comprising 5000 customers, efficient and optimal customer portfolios are determined, and it is shown how marketing decision-makers can use this information in their marketing strategies to optimize the revenue growth of the company.
Juhl, Hans Jørn +1 more
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Portfolio Performance: Factors or Benchmarks?
SSRN Electronic Journal, 2005The suitability of using factors or benchmarks to measure portfolio performance is analysed. Fama and French factors are constructed from Russell US stock indexes and then directly utilized as benchmarks. The interpretation of factors as zero-investment benchmarks makes it difficult to explain performance measurement as the comparison of active versus ...
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Performance of Conglomerate Firms: A Portfolio Approach
The Journal of Finance, 1976gers. Most have dealt with highly diversified firms or those which have been heavily involved in conglomerate mergers and acquisitions. Methodological approaches have differed, as have the conclusions regarding the benefits (or lack thereof) accompanying mergers and acquisitions.
Mason, R Hal, Goudzwaard, Maurice B
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The Performance Implications of Supplier-Portfolio Reconfiguration
Academy of Management Proceedings, 2012The increasing importance of knowledge for the development of firms and territories has enhanced the interest in knowledge-intensive business services (KIBS). Drawing on the intrinsic features of KIBS (a strong knowledge base and an extended network of partners and clients), this paper aims to contribute to the literature on entrepreneurship by ...
Martin, X, Cuypers, YK
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THE EFFECT OF PORTFOLIO SIZE ON PORTFOLIO PERFORMANCE: AN EMPIRICAL ANALYSIS*
The Journal of Finance, 1975TWO FACTORS determine the risk-return performance of a portfolio. They are the individual securities held and the diversification strategy of the portfolio. Diversification strategy can be divided into two parts, the number of securities held and the proportion of funds invested in each.
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Portfolio strategies and performance
Journal of Financial Economics, 1977Abstract The relative performance of several portfolio selection strategies is assessed empirically. These strategies vary in sophistication from a ‘naive’ strategy of maintaining equal dollar investments in each stock available to a strategy that periodically uses updated parameter estimates to calculate new optimal proportions of portfolio value to
Ted Bloomfield +2 more
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Portfolio Performance and the "Cost" of Timing Decisions
The Journal of Finance, 1977INVESTMENT PERFORMANCE IN GENERAL, and the performance of professional money managers in particular, has been the subject of substantial examination. Treynor [14, 15], Sharpe [13] and Jensen [8, 9], among others, have made contributions in this area. Expanding upon their work, Fama [4] has proposed "finer breakdowns of performance" which identify not ...
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Alliance Portfolio Management Capability and Portfolio Performance
Academy of Management Proceedings, 2012Firms in dynamic industries such as biotechnology, computers and telecommunications are increasingly engaged in a dense network of strategic alliances and inter-firm relationships.
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Portfolio Performance Contributions
SSRN Electronic Journal, 2014Portfolio performance contributions form a summable set of measures which explains and breaks down the different sources of a portfolio global performance in presence of external cash flows. External flows are movements of value such as transfers of cash, securities or other instruments in or out of the portfolio, with no equal simultaneous movement of
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