Advanced Search Results For "PORTFOLIO management (Investments)"
Your filters
International Portfolio Choice with Frictions: Evidence from Mutual Funds.
Publication Type: Academic Journal
Source(s): Review of Financial Studies. Oct2023, Vol. 36 Issue 10, p4233-4270. 38p.
Abstract: Using data on international equity portfolio allocations by U.S. mutual funds, we estimate a portfolio expression derived from a standard mean-variance portfolio model extended with portfolio frictions. The optimal portfolio depends on the previous mon...
The Dynamic Return and Volatility Spillovers among Size-Based Stock Portfolios in the Saudi Market and Their Portfolio Management Implications during Different Crises.
Publication Type: Academic Journal
Source(s): International Journal of Financial Studies. Sep2023, Vol. 11 Issue 3, p113. 30p.
Abstract: This study contributes to the ongoing debate on the size effect and size-based investment styles by investigating the return and volatility spillovers and time-varying conditional correlations among Saudi large-, mid-, and small-cap indices. To this en...
FUND MANAGEMENT IN POLITEKNIK KESEHATAN KEMENKES BANDUNG.
Publication Type: Academic Journal
Source(s): Journal of Social Research. sep2023, Vol. 2 Issue 10, p3478-3485. 8p.
Abstract: This study is centered on the analysis of the financial practices implemented at the Politeknik Kesehatan Kemenkes Bandung. Furthermore, it delves into the realms of financial management and explores the resources related to student financing within th...
AN INTEGRATED FRAMEWORK FOR CLASSIFICATION AND SELECTION OF STOCKS FOR PORTFOLIO CONSTRUCTION: EVIDENCE FROM NSE, INDIA.
Publication Type: Academic Journal
Source(s): Decision Making: Applications in Management & Engineering (DMAME). Oct2023, Vol. 6 Issue 2, p774-803. 30p.
Abstract: Investment decision making is a complex process, influenced by a number of conflicting objectives. Investors want to maximize their wealth through investing in the stock market while offsetting the risk to the extent possible. To a common investor, ris...
Equity-Market-Neutral Strategy Portfolio Construction Using LSTM-Based Stock Prediction and Selection: An Application to S&P500 Consumer Staples Stocks.
Publication Type: Academic Journal
Source(s): International Journal of Financial Studies. Jun2023, Vol. 11 Issue 2, p57. 48p.
Abstract: In recent years, a great deal of attention has been devoted to the use of neural networks in portfolio management, particularly in the prediction of stock prices. Building a more profitable portfolio with less risk has always been a challenging task. I...
A new class of Shariah-compliant portfolio optimization model: diversification analysis.
Publication Type: Academic Journal
Source(s): AIMS Mathematics (2473-6988). 2023, Vol. 8 Issue 9, p20933-20965. 33p.
Abstract: This study proposes a novel Shariah-compliant portfolio optimization model tested on the daily historical return of 154 Shariah-compliant securities reported by the Shariah Advisory Council of Securities Commission Malaysia from 2011 to 2020. The mathe...
Benchmarking Intensity.
Publication Type: Academic Journal
Source(s): Review of Financial Studies. Mar2023, Vol. 36 Issue 3, p859-903. 45p.
Abstract: Benchmarking incentivizes fund managers to invest a fraction of their funds' assets in their benchmark indexes, and such demand is inelastic. We construct a measure of inelastic demand a stock attracts, benchmarking intensity (BMI) , computed as its cu...
Collective Dynamics, Diversification and Optimal Portfolio Construction for Cryptocurrencies.
Publication Type: Academic Journal
Source(s): Entropy. Jun2023, Vol. 25 Issue 6, p931. 15p.
Abstract: Since its conception, the cryptocurrency market has been frequently described as an immature market, characterized by significant swings in volatility and occasionally described as lacking rhyme or reason. There has been great speculation as to what ro...
A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios †.
Publication Type: Academic Journal
Source(s): Engineering Proceedings. 2023, Vol. 39, p59. 10p.
Abstract: This paper introduces a software component created in Visual Basic for Applications (VBA) that can be applied for creating an optimal portfolio using two different methods. The first method is the seminal approach of Markowitz and is based on finding b...
Multicriteria Portfolio Choice and Downside Risk.
Publication Type: Academic Journal
Source(s): Journal of Risk & Financial Management. Aug2023, Vol. 16 Issue 8, p367. 16p.
Abstract: In this study, we investigated some extensions of the classical portfolio theory and try to evaluate them in a situation of crisis. We studied some additional criteria for portfolio selection, based on market multiples representing the overall situatio...