Post-modern portfolio theory supports diversification in an investment portfolio to measure investment's performance [PDF]
, 2012 This study looks at the Post-Modern Portfolio Theory that maintains greater diversification in an investment portfolio by using the alpha and the beta coefficient to measure investment performance. Post-Modern Portfolio Theory appreciates that investment risk should be tied to each investor's goals and the outcome of this goal did not symbolize ...
Devinaga Rasiah
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Historical development of portfolio theory [PDF]
Tehnika, 2021 Portfolio theory occupies an essential place in modern finance, while portfolio management grounded on its achievements has been recognized as one of the main tasks of financial experts worldwide.
Leković Miljan M.
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Establishment of a Non-Linear Financial Network Based on its Typological Characteristics Based on Graph Theory (A Study in Tehran Stock Exchange) [PDF]
Journal of Asset Management and Financing, 2021 The purpose of this study is to introduce a financial network based on non-linear relationships between stocks to optimize the portfolio of investors,identify the leaders of the Iranian stock market using centrality criteria and finally ...
Majid Montasheri, Hojjatollah Sadeqi
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Analyzing the Performance of Iran Mutual Funds [PDF]
پژوهشهای تجربی حسابداری, 2013 This paper is based on the performance of mutual fund in the Tehran’s stock exchange criteria based on modern portfolio theory consists of (Sharp ratio, Modigliani,Standard Deviation, Systematic Risk, Treynor, Jenesen alpha) and Post Modern portfolio ...
Gholamreza Soleimany Amiri, Ameneh Abed
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Comparing Different Models of Evolutionary Three-Objective Optimization Using Fuzzy Logic in Tehran Stock Exchange [PDF]
Iranian Journal of Finance, 1999 Optimal Portfolio Selection is one of the most important issues in the field of financial research. In the present study, we try to compare four various different models, which optimize three-objective portfolios using “Postmodern Portfolio Optimization ...
Mohammad Javad Salimi +2 more
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Portfolio construction and risk management: theory versus practice [PDF]
RAUSP Management Journal, 2018 Purpose - This paper aims to identify a possible mismatch between the theory found in academic research and the practices of investment managers in Brazil. Design/methodology/approach - The chosen approach is a field survey.
Stefan Colza Lee, William Eid Junior
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Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries [PDF]
تحقیقات مالی, 2015 The purpose of this study was proposing a suitable pattern for evaluating and assessing companies. To reach this important goal, the fuzzy Delphi method (FDM was employed.
Abbas Abbasi +2 more
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Portfolio selection models: A review and new directions [PDF]
, 2009 Modern Portfolio Theory (MPT) is based upon the classical Markowitz model which uses variance as a risk measure. A generalization of this approach leads to mean-risk models, in which a return distribution is characterized by the expected value of return (
Acerbi +48 more
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Financial diversification before modern portfolio theory: UK financial advice documents in the late nineteenth and the beginning of the twentieth century [PDF]
, 2016 The paper offers textual evidence from a series of financial advice documents in the late nineteenth century and the early twentieth century of how UK investors perceived of and managed risk.
Beeton S +32 more
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Statistical analyses of the performance of Macedonian investment and pension funds
Croatian Operational Research Review, 2015 The foundation of the post-modern portfolio theory is creating a portfolio based on a desired target return. This specifically applies to the performance of investment and pension funds that provide a rate of return meeting payment requirements from ...
Petar Taleski, Vasko Bogdanovski
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