Results 31 to 40 of about 88,380 (314)
Portfolio Evaluation with the Vector Distance Based on Portfolio Composition
Mathematics, 2023 We propose a novel portfolio evaluation method, a distance-based approach, which directly evaluates the portfolio composition rather than portfolio returns.
Heonbae Jeon +4 more
doaj +1 more source
Jurnal Manajemen Indonesia, 2017 The concept of mean-variance optimization, developed by Markowitz, is the cornerstone of modern finance theory. The objective of this portfolio construction is to minimize investment risk by forming optimal portfolios. Dynamic movement in capital markets
Andi Ivand Markemo Boangmanalu +1 more
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Investigating the Efficiency of the 1/N Model in Portfolio Selection [PDF]
تحقیقات مالی, 2021 Objective: Since Markowitz's (1952) pioneering work on a single-period investment model, mean-variance portfolio optimization problem has become a cornerstone of investment management in both academic and industrial fields.
Reza Raei, Saeed Bajalan, Alireza Ajam
doaj +1 more source
The effect of emotional intelligence on the investor portfolio performance [PDF]
پژوهشهای حسابداری و حسابرسی عملیاتی و عملکرد, 2017 Successful investment requires analytical skills, intelligence and emotional control.The purpose of this study was to investigate the effect of emotional intelligence on stock portfolio performance of the investor.
Mahmoud Lari Dashtbayaz +2 more
doaj
Does an Islamic-SRI portfolio really matter? Empirical application of valuation models in Indonesia
Borsa Istanbul Review, 2021 This study empirically investigates the comparative performance of four portfolios— Indonesia Shariah Stock Index (ISSI), socially responsible investing (SRI), conventional, and Islamic-SRI portfolios—in Indonesia, of which the last integrates an Islamic
Abdul Qoyum +4 more
doaj +1 more source
Enhanced Portfolio Performance Using a Momentum Approach to Annual Rebalancing
International Journal of Financial Studies, 2018 After diversification, periodic portfolio rebalancing has become one of the most widely practiced methods for reducing portfolio risk and enhancing returns.
Michael D. Mattei
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Alliance Portfolios and Innovation Performance
Group & Organization Management, 2012 Whereas existing alliance portfolio studies mainly focus on the structure or management of alliance portfolios, we conceptually explore the connections between them. In particular, we formulate propositions, arguing that the formalization, centralization, and customization of alliance portfolio management moderate the relationship between the ...
Faems, D.L.M., Janssens, M., Neyens, I.
openaire +2 more sources
A risk-return based model to measure the performance of portfolio management [PDF]
Management Science Letters, 2014 The primary concern in all portfolio management systems is to find a good tradeoff between risk and expected return and a good balance between accepted risk and actual return indicates the performance of a particular portfolio.
Hamid Reza Vakili Fard +2 more
doaj +1 more source
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
doaj +1 more source
Cogent EducationThis study identified key behavioral competencies required by academic staff in Ugandan public universities and examined their contribution to professional effectiveness and institutional performance.
Mellan Basemera, Robert Nicky Tjano
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