Results 281 to 290 of about 503,543 (339)
A novel portfolio construction strategy based on the core- periphery profile of stocks. [PDF]
Sci RepAnsari I, Sharma C, Agrawal A, Sahni N.
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Investigating the Barriers Faced by Biomedical Science Undergraduates in Completing a Placement Year. [PDF]
Br J Biomed SciDudley K, Bashir A.
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An appraisal of fund of funds efficiency based on risk-adjusted performance measures: Application of an augmented WASPAS methodology. [PDF]
PLoS OneShabani M +4 more
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Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
PLoS OneHuynh TT, Khoa BT.
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Reflections: Beyond Portfolio Theory: The Next Frontier
, 2005 Keith P. Ambachtsheer
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2007
Abstract A portfolio is a collection of securities. Portfolio theory is a formal analysis of the relationship between the rates of return on a portfolio of risky securities and the rates of return on the securities contained in that portfolio. The rate of return on a portfolio is a random variable.
Janette Rutterford, Marcus Davison
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Abstract A portfolio is a collection of securities. Portfolio theory is a formal analysis of the relationship between the rates of return on a portfolio of risky securities and the rates of return on the securities contained in that portfolio. The rate of return on a portfolio is a random variable.
Janette Rutterford, Marcus Davison
+4 more sources
SSRN Electronic Journal, 2015
Portfolios are designed to maximize a conservative market value or bid price for the portfolio. Theoretically this bid price is modeled as reflecting a convex cone of acceptable risks supporting an arbitrage free equilibrium of a two price economy.
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Portfolios are designed to maximize a conservative market value or bid price for the portfolio. Theoretically this bid price is modeled as reflecting a convex cone of acceptable risks supporting an arbitrage free equilibrium of a two price economy.
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Computational Economics, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Instantaneous portfolio theory
Quantitative Finance, 2016Instantaneous risk is described by the arrival rate of jumps in log price relatives. As a consequence there is then no concept of a mean return compensating risk exposures, as zero is the only inst...
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