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Advanced Search Results For "ASSET allocation"

1 - 10 of 21,125 results for
 "ASSET allocation"
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Sustainable Portfolio Optimization Model Using PROMETHEE Ranking: A Case Study of Palm Oil Buyer Companies.

Publication Type:Academic Journal

Source(s):Discrete Dynamics in Nature & Society. 8/26/2022, p1-11. 11p.

Abstract:Sustainability is one of the main concerns of decision makers, factories, and retailers. This importance increases when the organization needs to define, implement, and manage a sustainable portfolio to succeed in today's environment of change and unce...

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Weathering the Market’s Turns.

Publication Type:Periodical

Source(s):Kiplinger's Personal Finance. May2022, Vol. 76 Issue 5, p20-30. 7p. 5 Color Photographs, 8 Charts.

Abstract:Rowe Price QM US Sm-Cp Gr EqPRDSX-4.210.410.912.40.00.78T. Stock FundsSymbol1 yr.3 yrs.5 yrs.10 yrs.YieldExpense ratioDF Dent Midcap GrowthDFDMX-1.8%13.4%15.6%14.0%0.0%0.98%Dodge & Cox StockDODGX15.715.812.214.21.20.52Fidelity Blue Chip GrowthFBGRX-0.2...

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Relationship between Financial Asset Allocation, Leverage Ratio, and Risk-Taking of Small- and Medium-Sized Enterprises in China: Taking Environment-Related Industries as an Example.

Publication Type:Academic Journal

Source(s):Journal of Environmental & Public Health. 6/13/2022, p1-10. 10p.

Abstract:With the improvement of environmental policies and industry requirements for enterprise production and management, small- and medium-sized enterprises in environment-related industries were also changing. It was known from the existing research that th...

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Discipline: A Value-Added Investment Management Proposition.

Publication Type:Academic Journal

Source(s):Journal of Financial Service Professionals; Sep2022, Vol. 76 Issue 5, p18-22, 5p

Abstract:Copyright of Journal of Financial Service Professionals is the property of Society of Financial Service Professionals and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written ...

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Tail risk management and the skewness premium.

Publication Type:Academic Journal

Source(s):Journal of Asset Management. Oct2022, Vol. 23 Issue 6, p534-546. 13p.

Abstract:In this paper, we analyze how tail risk impacts both asset prices and the optimal asset allocation. For this purpose, we consider an equilibrium model with investors exhibiting an empirically well-justifiable decreasing relative risk aversion (DRRA) an...

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Tactical asset allocation using the Kalman filter.

Publication Type:Academic Journal

Source(s):Investment Analysts Journal. Sep2022, Vol. 51 Issue 3, p202-215. 14p.

Abstract:Tactical asset allocation (TAA) is a dynamic investment strategy which seeks actively to adjust fund allocation to a variety of asset classes by systematically exploiting inefficiencies and temporary imbalances in equilibrium values. This approach cont...

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Optimal asset allocation with restrictions on liquidity.

Publication Type:Academic Journal

Source(s):Stochastic Analysis & Applications. 2022, Vol. 40 Issue 5, p776-797. 22p.

Abstract:An optimal asset allocation problem involving restrictions on liquidity is studied in this article. The portfolio consists of liquid and illiquid asset. The portfolio is only allowed to rebalance at particular times. An investor tries to maximize the t...

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The asset allocation of defined benefit pension plans: the role of sponsor contributions.

Publication Type:Academic Journal

Source(s):Journal of Asset Management. Sep2022, Vol. 23 Issue 5, p376-389. 14p.

Abstract:What percentage of its assets should a defined benefit pension plan invest into stocks as its funding ratio varies? We show that the answer to this question depends on the institutional setting and in particular on the extent to which the sponsoring co...

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Portfolio optimization based on generalized information theoretic measures.

Publication Type:Academic Journal

Source(s):Communications in Statistics: Theory & Methods. 2022, Vol. 51 Issue 18, p6367-6384. 18p.

Abstract:In this article, we compare the efficiency of the traditional Mean-Variance (MV) portfolio model proposed by Markowitz with the models which incorporate diverse information theoretic measures such as Shannon entropy, Renyi entropy, Tsallis entropy, and...

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Optimal asset allocation for outperforming a stochastic benchmark target.

Publication Type:Academic Journal

Source(s):Quantitative Finance. Sep2022, Vol. 22 Issue 9, p1595-1626. 32p.

Abstract:We propose a data-driven Neural Network (NN) optimization framework to determine the optimal multi-period dynamic asset allocation strategy for outperforming a general stochastic target. We formulate the problem as an optimal stochastic control with an...

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