Relevant bibliographies by topics / Portfolio

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Portfolio'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 May 2024

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Journal articles on the topic "Portfolio"

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Micán, Camilo, Gabriela Fernandes, and Madalena Araújo. "Disclosing the Tacit Links between Risk and Success in Organizational Development Project Portfolios." Sustainability 14, no. 9 (April 26, 2022): 5235. http://dx.doi.org/10.3390/su14095235.

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Project portfolios aim to impact organizational strategic goals, influencing both the organization’s business model and its processes. Nonetheless, the actual impact is dependent on the portfolio’s success, which is affected by the materialization of risk factors. This study aims to examine the tacit conceptualization of project portfolio risk as a risk measure explicitly based on project portfolio success itself. In order to focus on the portfolios of organizational development projects, Social Representation Theory was adopted to analyze empirical evidence from twenty-eight semi-structured interviews conducted with project portfolio practitioners. Findings showed that strategic fit, future preparedness, and stakeholder satisfaction were dimensions of success within which project portfolio risk could be conceptualized. Additionally, results evidenced that risk factors influenced project portfolio success through systematic and non-systematic impacts on project portfolio outputs, and also had direct impacts on project portfolio outcomes. This paper provides empirical evidence to back up the conceptualization of project portfolio risk explicitly oriented to portfolio success as a multidimensional risk measure. It represents a new avenue for conducting portfolio risk analysis for both practitioners and academics, orienting the decision-making process based on the portfolio success rather than only on the success of each project.
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Nisani, Doron. "Portfolio selection using the Riskiness Index." Studies in Economics and Finance 35, no. 2 (June 4, 2018): 330–39. http://dx.doi.org/10.1108/sef-03-2017-0058.

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PurposeThe purpose of this paper is to increase the accuracy of the efficient portfolios frontier and the capital market line using the Riskiness Index.Design/methodology/approachThis paper will develop the mean-riskiness model for portfolio selection using the Riskiness Index.FindingsThis paper’s main result is establishing a mean-riskiness efficient set of portfolios. In addition, the paper presents two applications for the mean-riskiness portfolio management method: one that is based on the multi-normal distribution (which is identical to the MV model optimal portfolio) and one that is based on the multi-normal inverse Gaussian distribution (which increases the portfolio’s accuracy, as it includes the a-symmetry and tail-heaviness features in addition to the scale and diversification features of the MV model).Research limitations/implicationsThe Riskiness Index is not a coherent measurement of financial risk, and the mean-riskiness model application is based on a high-order approximation to the portfolio’s rate of return distribution.Originality/valueThe mean-riskiness model increases portfolio management accuracy using the Riskiness Index. As the approximation order increases, the portfolio’s accuracy increases as well. This result can lead to a more efficient asset allocation in the capital markets.
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Wu, Liyun, Muneeb Ahmad, Salman Ali Qureshi, Kashif Raza, and Yousaf Ali Khan. "An analysis of machine learning risk factors and risk parity portfolio optimization." PLOS ONE 17, no. 9 (September 26, 2022): e0272521. http://dx.doi.org/10.1371/journal.pone.0272521.

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Many academics and experts focus on portfolio optimization and risk budgeting as a topic of study. Streamlining a portfolio using machine learning methods and elements is examined, as well as a strategy for portfolio expansion that relies on the decay of a portfolio’s risk into risk factor commitments. There is a more vulnerable relationship between commonly used trademarked portfolios and neural organizations based on variables than famous dimensionality decrease strategies, as we have found. Machine learning methods also generate covariance and portfolio weight structures that are more difficult to assess. The least change portfolios outperform simpler benchmarks in minimizing risk. During periods of high instability, risk-adjusted returns are present, and these effects are amplified for investors with greater sensitivity to chance changes in returns R.
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Yan, Kuan. "Approaching Portfolio Optimization through Empirical Examination." BCP Business & Management 21 (July 20, 2022): 63–66. http://dx.doi.org/10.54691/bcpbm.v21i.1177.

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In this project, the study focuses on the portfolio profitability, one of the most vital quantitative-finance measurements. Out of all possible portfolios being considered, portfolio optimization is the process of selecting the best portfolio, according to some objective. It is a quantitative principle based on statistics, research methods, and advanced mathematical calculation. In this model, financial risk is calculated to usually be minimum while factors such as expected return are maximized. These factors may include physical aspects, "tangible" indicators, and financial metrics. Based on this assumption, an investor is seeking to maximize the portfolio's expected return despite a certain level of risk. Obtaining a higher expected return with these portfolios, called efficient portfolios, usually will let investors to take on more risk, so investors are sometimes forced to choose between risk and return. An asset's weight is a measure of its concentration within a particular class. In order to optimize portfolios, investors assign 'optimization weights' to each asset class and each asset within the class. By weighing the mean and variance of the whole portfolio, investors can approach the best plan with the most profitability.
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Tamara, Dewi, and Grigory Ryabtsev. "VALUE-AT-RISK (VAR) APPLICATION AT HYPOTHETICAL PORTFOLIOS IN JAKARTA ISLAMIC INDEX." Journal of Applied Finance & Accounting 3, no. 2 (June 30, 2011): 153–80. http://dx.doi.org/10.21512/jafa.v3i2.168.

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The paper is an exploratory study to apply the method of historical simulation based on the concept of Value at Risk on hypothetical portfolios on Jakarta Islamic Index (JII). Value at Risk is a tool to measure a portfolio’s exposure to market risk. We construct four portfolios based on the frequencies of the companies in Jakarta Islamic Index on the period of 1 January 2008 to 2 August 2010. The portfolio A has 12 companies, Portfolio B has 9 companies, portfolio C has 6 companies and portfolio D has 4 companies. We put the initial investment equivalent to USD 100 and use the rate of 1 USD=Rp 9500. The result of historical simulation applied in the four portfolios shows significant increasing risk on the year 2008 compared to 2009 and 2010. The bigger number of the member in one portfolio also affects the VaR compared to smaller member. The level of confidence 99% also shows bigger loss compared to 95%. The historical simulation shows the simplest method to estimate the event of increasing risk in Jakarta Islamic Index during the Global Crisis 2008.
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Romano, Tom. "Portfolio on Portfolios." English Education 29, no. 3 (October 1, 1997): 158–72. http://dx.doi.org/10.58680/ee19973711.

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Offers a discussion, in the form of a portfolio, of how the author helps student teachers reflect on their teaching through learning portfolios including artifacts on the culture of teaching, pedagogical insights, big risks and monumental leaps, and failures. Notes that these portfolios often surprise and instruct the author about students’ subjective teaching experience. Full article available in print version only.
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Levchenko, Valentyna, and Myroslav Ostapenko. "Formation of the optimal portfolio of insurer’s services of the voluntary types of insurance." Insurance Markets and Companies 7, no. 1 (November 18, 2016): 45–51. http://dx.doi.org/10.21511/imc.7(1).2016.05.

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The article studies the possibility of using optimization modelling to form the optimal structure of insurance services’ portfolio of insurance companies. Based on the data of net insurance payments and profitability of the voluntary types of insurance in 2005-2015, the authors conducted their analysis according to the possibility to be included in the general insurance portfolio of the insurance company. The optimization model is based on the approach developed by G. Markowitz. The formation of insurance services portfolio is conducted by solving the optimization problem to maximize the portfolios’ profitability or to minimize the portfolio’s risks. The obtained results can be used in making strategic decisions by the management regarding the development of insurance companies. Keywords: insurance company, insurance service, insurance portfolio, portfolio optimization
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Berouaga, Younes, Cherif El Msiyah, and Jaouad Madkour. "Portfolio Optimization Using Minimum Spanning Tree Model in the Moroccan Stock Exchange Market." International Journal of Financial Studies 11, no. 2 (March 23, 2023): 53. http://dx.doi.org/10.3390/ijfs11020053.

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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. This article seeks to investigate portfolio optimization based on the Minimum Spanning Tree (MST) method applied on the Moroccan All Shares Index (MASI) historical stock log returns covering the period from 2 January 2013 to 27 October 2022 allowing us to build two portfolios: MST-Portfolio and MST-Portfolio 2. Portfolio selection was carried out for MST-Portfolio and MST-Portfolio 2, respectively, based on 63 stocks or using the Degree Centrality (DC) measure and portfolio allocation for both portfolios was carried through the use of the Inverse Degree Centrality Portfolio (IDCP). The obtained portfolios were compared with the Minimum Variance Portfolio (MV Portfolio) and Equal Weighting Portfolio (EW Portfolio) using centrality measures, diversification, and backtesting. According to the used indicators analysis, MST-Portfolio and MST-Portfolio 2 are the most well-performed and robust portfolios showing a good performance during the studied period, even during the COVID-19 crisis, and ensuring a good level of diversification. The findings demonstrate that both suggested methods can enhance portfolio performance, evidence that can help investors or active managers when optimizing their portfolios.
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Faisal Hasan Shoman, Hasanain, and Mustafa Muneer Isma'eel. "Hedging an Efficient Portfolio against Expected Inflation Risk: An Applied Research in the Iraq Stock Exchange." Journal of Economics and Administrative Sciences 30, no. 140 (April 30, 2024): 104–35. http://dx.doi.org/10.33095/6dt08n85.

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This research aims to hedge the efficient portfolio of the investor against the expected inflation risk and to evaluate the extent of improvement in the quality of its performance. It has applied to an intentional sample of companies whose shares traded on the Iraq Stock Exchange, consisting of (37) companies, with (120) monthly observations for each company from 2012 to 2021. The simple ranking model of Elton et al. (1978) has been used to build the nominally efficient portfolio and the inflation-adjusted model of Chen and Moore (1985) to hedge a portfolio against expected inflation risk. The Sharpe, Treynor, Jensen, and M2 models have been used to evaluate the performance of portfolios. The research has reached several results. The most important of which is the presence of a big difference in the components of the efficient hedged portfolio compared to the nominal unhedged portfolio, in addition to the presence of a big difference in the amounts of investment weights between the two portfolios. The results of the analysis have also shown a significant improvement in the quality of the performance of the efficient portfolio that has hedged against the expected inflation risk compared to the unhedged nominal portfolio. The originality of the research and its scientific value lie in the fact that it is the first to adopt the inflation-adjusted model in hedging the efficient portfolios of investors against the inflation risk. In addition, it is the first knowledge contribution with empirical evidence about the efficient portfolio's hedging against that risk on the Iraq Stock Exchange. Paper type: Research Paper
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Tarczyński, Waldemar. "Different Variants of Fundamental Portfolio." Folia Oeconomica Stetinensia 14, no. 1 (June 1, 2014): 47–62. http://dx.doi.org/10.2478/foli-2014-0104.

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Abstract The paper proposes the fundamental portfolio of securities. This portfolio is an alternative for the classic Markowitz model, which combines fundamental analysis with portfolio analysis. The method’s main idea is based on the use of the TMAI1 synthetic measure and, in limiting conditions, the use of risk and the portfolio’s rate of return in the objective function. Different variants of fundamental portfolio have been considered under an empirical study. The effectiveness of the proposed solutions has been related to the classic portfolio constructed with the help of the Markowitz model and the WIG20 market index’s rate of return. All portfolios were constructed with data on rates of return for 2005. Their effectiveness in 2006- 2013 was then evaluated. The studied period comprises the end of the bull market, the 2007-2009 crisis, the 2010 bull market and the 2011 crisis. This allows for the evaluation of the solutions’ flexibility in various extreme situations. For the construction of the fundamental portfolio’s objective function and the TMAI, the study made use of financial and economic data on selected indicators retrieved from Notoria Serwis for 2005.
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Dissertations / Theses on the topic "Portfolio"

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Tolonen, A. (Arto). "Product portfolio management over horizontal and vertical portfolios." Doctoral thesis, Oulun yliopisto, 2016. http://urn.fi/urn:isbn:9789526212678.

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Abstract The main objective of this study is to clarify the current challenges and preconditions relating to product portfolio management (PPM) and widen the PPM framework over horizontal and vertical portfolios, including a related governance model, strategic performance management and the PPM process. This study analyses comprehensively the current PPM literature and the relevant practices of 10 case companies representing business areas such as hardware (HW), software (SW) and Services. This study approaches PPM from a more comprehensive viewpoint as all product life cycle phases and product structure levels are not covered well in this context by the earlier literature. The principal results of this study involve revealing the need for a new PPM governance model including strategic targets, KPIs and the PPM process according to vertical and horizontal portfolios. The created PPM framework clarifies the strategic role of PPM in cross-functional analysis and decision making for commercial and technical portfolios. The role and the impact of strategic PPM have been further enhanced by positioning the PPM process on the level of other business processes. The created PPM framework enhances the collaboration between business and engineering teams. The managerial implications include the potential preconditions of clarifying the dynamic and active role of PPM at the level of other business processes. The findings can aid business managers in understanding PPM as an entity that has a role in managing the entire product portfolio and its renewal based on strategic performance measures over horizontal and vertical portfolios according to cross-functional governance bodies. This highlights the criticality of managing all items both in commercial and technical portfolios. The role of other business processes should be highly operational by executing product development, marketing and sales, delivery and care activities according to PPM decisions. The primary role of PPM should be active management of the entire product portfolio over product life cycle phases and product structure levels, instead of merely focusing on new product development, to ensure product portfolio renewal
Tiivistelmä Tämä tutkimus selventää tuoteportfolion hallintaan liittyviä edellytyksiä ja haasteita, sekä laajentaa tuoteportfolion hallintamallia, suorituskyvyn johtamista ja prosessia horisontaalisesti ja vertikaalisesti. Tuoteportfolion hallintaa on lähestytty kattavasti analysoimalla nykyistä kirjallisuutta, sekä kymmenen kohdeyrityksen käytänteitä nykytila-analyysin keinoin. Kohdeyritykset edustavat useita liiketoiminta- ja tuotealueita kattaen laitteiston, ohjelmiston ja palvelut. Tämä tutkimus lähestyy tuoteportfolion hallintaa laajemmalta katsantokannalta kuin nykyinen kirjallisuus joka ei kata kaikkia tuotteen elinkaaren vaiheita ja tuoterakennetasoja. Tämän väitöstutkimuksen tärkeimmät tulokset liittyvät uuden tuoteportfolion hallintamallin tarpeellisuuden esille tuomiseen, sisältäen tuoteportfolion strategiset tavoitteet, suorituskykymittarit ja hallintaprosessin perustuen vertikaalisiin ja horisontaalisiin tuoteportfolioihin. Luotu viitekehys selkeyttää tuoteportfolion hallinnan strategista roolia organisaatiorajat ja liiketoimintaprosessit ylittävässä analyysissa ja päätöksenteossa liittyen kaupallisiin ja teknisiin tuoteportfolioihin. Strategisen tuoteportfolion hallinnan roolia ja merkitystä on erityisesti korostettu nostamalla tuoteportfolion hallintaprosessi muiden liiketoimintaprosessien tasolle. Tässä tutkimuksessa luotu tuoteportfolion hallinnan viitekehys vahvistaa yhteistyötä liiketoiminnanjohto- ja insinööritiimien välillä kaikilla organisaatiotasoilla. Työn kontribuutiot yritysjohdolle korostavat tuoteportfolion hallintaprosessin keskitettyä, dynaamista ja aktiivista roolia johtaa yrityksen kaupallisia ja teknisiä nimikkeitä horisontaalisesti ja vertikaalisesti kokonaisuutena perustuen strategisiin suorituskykymittareihin. Tuoteportfolion hallinta yli horisontaalisten ja vertikaalisten portfolioiden mahdollistaa tuoteportfolion uudistumisen yli kaikkien elinkaarivaiheiden ja tuoterakennetasojen. Muiden liiketoimintaprosessien roolin tulisi olla selkeästi operatiivinen toteuttaen tuotekehitykseen, markkinointiin, myyntiin, tilaamiseen, hankintaan, toimittamiseen ja huoltoon liittyviä tehtäviä perustuen strategisiin tuoteportfolion hallinnan tavoitteisiin ja suorituskykymittareihin
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Botkin, Bradford L. "Applying financial portfolio analysis to government program portfolios." Thesis, Monterey, Calif. : Naval Postgraduate School, 2007. http://bosun.nps.edu/uhtbin/hyperion-image.exe/07Jun%5FBotkin.pdf.

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Olofsson, Richard. "Portfolio Optimization : Constructing portfolios by combining investment strategies." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-164096.

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I detta arbete tillämpas en metod för att erhålla en optimal kombination av portföljer som följer olika investeringsstrategier. Detta görs genom att använda en datamängd av historiska stängningspriset för olika typer av värdepapper. Resultatet blir ett urval av totalt 58 olika portföljer vars optimala kombinationer med avseende på riskbenägenhet utvärderas med tre olika riskmått. Det huvudsakliga resultatet presenterat i denna uppsats är den optimala kombinationen för era olika strategier beroende på riskbenägenhet. Portföljavkastning och risken är även utvärderad för sex olika investeringshorisonter, från ett år till totalt tretton år. Det visas att conditional value at risk jämförd med varians och mean absolute deviation resulterar i högre diversi ering. Det visas även att e ekter av tidsdiversi ering har stor negativ påverkan av risken i relation till avkastning.
In this work a method for nding the optimal portfolio diversi cation among a set of nite investment strategies is applied. This is done by implementing a simulation method for a data set of historical daily closing prices for di erent types of securities. This results in a total of 58 di erent portfolios for which the optimal combinations in regard to risk propensity is evaluated using three di erent risk measures. The main result of this thesis is the optimal combination of these strategies for several di erent risk propensities. The portfolio returns and risk is also evaluated for six di erent investment horizons, ranging from one year to a maximum thirteen years. It is shown that conditional value at risk compared to variance and mean absolute deviation o ers greater diversi cation. It is also shown that e ects of time diversi cation greatly reduces risk in relation to returns.
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Karlsson, Victor, Rikard Svensson, and Viktor Eklöf. "Contingent Hedging : Applying Financial Portfolio Theory on Product Portfolios." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18602.

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In an ever-changing global environment, the ability to adapt to the current economic climate is essential for a company to prosper and survive. Numerous previous re- search state that better risk management and low overall risks will lead to a higher firm value. The purpose of this study is to examine if portfolio theory, made for fi- nancial portfolios, can be used to compose product portfolios in order to minimize risk and optimize returns. The term contingent hedge is defined as an optimal portfolio that can be identified today, that in the future will yield a stable stream of returns at a low level of risk. For companies that might engage in costly hedging activities on the futures market, the benefits of creat- ing a contingent hedge are several. These include creating an optimized portfolio that minimizes risk and avoid trading contracts on futures markets that would incur hefty transaction costs and risks. Using quantitative financial models, product portfolio compositions are generated and compared with the returns and risks profile of individual commodities, as well as the actual product portfolio compositions of publicly traded mining companies. Us- ing Modern Portfolio Theory an efficient frontier is generated, yielding two inde- pendent portfolios, the minimum risk portfolio and the tangency portfolio. The Black-Litterman model is also used to generate yet another portfolio using a Bayesian approach. The portfolios are generated by historic time-series data and compared with the actual future development of commodities; the portfolios are then analyzed and compared. The results indicate that the minimum risk portfolio provides a signif- icantly lower risk than the compositions of all mining companies in the study, as well as the risks of individual commodities. This in turn will lead to several benefits for company management and the firm’s shareholders that are discussed throughout the study. However, as for a return-optimizing portfolio, no significant results can be found. Furthermore, the analysis suggests a series of improvements that could potentially yield an even greater result. The recommendation is that mining companies can use the methods discussed throughout this study as a way to generate a costless contin- gent hedge, rather than engage in hedging activities on futures markets.
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Rubin, Fredrik, and Gustav Ekman. "Portfolio Inversion : Finding Market State Probabilities From Optimal Portfolios." Thesis, KTH, Skolan för teknikvetenskap (SCI), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-230166.

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In this project, we aim to find a method for obtainingthe factors in a bull/bear market factor model for asset returnand variance, given an optimal portfolio. The proposed methodwas derived using the Karush-Kuhn-Tucker (KKT) conditionsfor optimal solutions to the convex Markowitz portfolio selectionproblem. For synthetic data where all necessary parameters wereknown exactly, the method could give bounds on the factors. Theexact values of the factors were obtained when short selling wasallowed, and in some instances when short selling was forbidden.The method was evaluated on real-world data with varyingresults, possibly due to estimation errors and invalid assumptionsabout the model of the investor.I. INTRODUC
Målet med detta projekt var att utveckla en metod som givet en optimal portfölj returnerar sannolikheter för tjur-/björnmarknad. Dessa sannolikheter är faktorer i en faktormodell, vilken modellerar tillgångars förväntade avkastning samt variansen i deras avkastning. Den föreslagna metoden härleddes från Karush- Kuhn-Tucker-villkoren som uppfylls av optimala lösningar till det konvexa Markowitz-problemet. För syntetiska data där alla nödvändiga parametrar var kända exakt kunde metoden ge undre och övre gränser för faktorernas värden. Exakta värden för faktorerna erhölls i de fall då blankning var tillåten, samt i enskilda fall då blankning var förbjuden. Metoden tillämpades även på riktiga data utan entydiga resultat, möjligtvis till följd av skattningsfel samt ogiltiga antaganden om investerarens modell.
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Šebestíková, Sabina. "Optimalizace portfolia akcií na čs. kapitálovém trhu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2009. http://www.nusl.cz/ntk/nusl-264840.

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The master's thesis is focused on Stock portfolio optimalization on Czech capital market. The analysis of each stock, estimation and portfolio optimalization proposal are included. In the practical part the Fundamental analysis is applied. The portfolio optimalization is estemated by portfolio theory which is consist in the relationship between stock price and market trends represents by PX Index and expressing correlation of them by beta coefficient.
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Pachtová, Iva. "Portfolio management v projektovém řízení." Master's thesis, Vysoká škola ekonomická v Praze, 2007. http://www.nusl.cz/ntk/nusl-2098.

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Hlavním cílem této práce je poskytnout přehledné a ucelené informace o aplikaci portfolia managementu v projektovém řízení, zprostředkovat zkušenosti a doporučení ze zahraničních aplikací a také seznámit potencionální zájemce s návody, jak v případě zájmu postupovat při aplikaci v praxi. Práce vychází z obecného pohledu klasické teorie portfolia, na tuto část navazuje teoreticky zaměřený úsek věnující se teorii portfolio managementu. Poslední část je věnována aplikaci portfolia managementu a konkrétní ukázce implementace z praxe.
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Dopita, Radim. "Optimalizace portfolia cenných papírů." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2010. http://www.nusl.cz/ntk/nusl-222724.

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This thesis is focused on security portfolio optimalization using the value of stock screener. The theoretical section discusses the basic theory of markets, modern portfolio theory, diversification and the types of risks associated with financial activities, the basic steps to become an investor. The practical part is designed to build optimized stocks portfolio using the value of screening, its feigned purchase on New York Stock Exchange (NYSE), followed by monitoring the evolution rate of the portfolio thus created.
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Shih, Pei-Yu. "Portfolio." Thesis, University of Birmingham, 2014. http://etheses.bham.ac.uk//id/eprint/5022/.

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Luu, Tiffany Diep. "Portfolio." Master's thesis, Virginia Tech, 2014. http://hdl.handle.net/10919/52576.

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This site was created to fulfill graduation requirements for my Master's of Public Administration at Virginia Polytechnic Institute and State University. My e-portfolio is a multi-dimensional collection of the work I have completed over the years as a graduate student. This e-portfolio showcases the deliverables I have created for my courses in public policy, public management, and public service. In addition, you will also find some of the deliverables I have developed and created as a GIS Technician and Project Management Assistant to a broadband consulting firm. Please use the tabs provided to get to know me and the work that I have completed in my pursuit to become a public servant.
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Books on the topic "Portfolio"

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SAO (Firm : São Paulo, Brazil). Portfólio SAO: 1979/1987 = SAO's portfolio. [São Paulo]: SAO, 1987.

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Lebel, Jean-Jacques. Portfolio. Grand Street: no.65, 1998.

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Howe, Brian. Portfolio. Harlow: Longman, 1987.

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Pyo, Mi Young. Portfolio. Seoul, Korea: DAMDI Publishing, 2010.

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Taylor-Wood, Sam. Portfolio. Grand Street: no.65, 1998.

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Rambow, Inge. Portfolio. Grand Street: no.65, 1998.

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Portfolio. New York: Samuel French, 1991.

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Smith, Tony. Portfolio. Grand Street: no.64c1998., 1998.

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Murakami, Takashi. Portfolio. Grand Street: no.65, 1998.

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Westermann, H. C. Portfolio. Grand Street: no.65, 1998.

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Book chapters on the topic "Portfolio"

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Cowell, Frances. "Portfolio Transition and Transition Portfolios." In Practical Quantitative Investment Management with Derivatives, 310–21. London: Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230501874_15.

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Hannay, Jo Erskine. "Benefit Points for the Portfolio." In Benefit/Cost-Driven Software Development, 49–60. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74218-8_4.

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AbstractThe methodological principles for assigning benefit points to product elements within a project can also be used at the portfolio level. This allows for the management of entire portfolios towards optimizing benefit over cost. We consider bottom-up assessments from the projects at the portfolio level and top-down assessments at the portfolio level within projects. We revisit the confirmatory and exploratory modes.
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Kohne, Andreas. "Portfolio." In Business Development, 51–62. Wiesbaden: Springer Fachmedien Wiesbaden, 2016. http://dx.doi.org/10.1007/978-3-658-13683-3_3.

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Kohne, Andreas. "Portfolio." In Business Development, 75–85. Wiesbaden: Springer Fachmedien Wiesbaden, 2022. http://dx.doi.org/10.1007/978-3-658-38844-7_3.

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Kohne, Andreas. "Portfolio." In Business Development, 85–95. Wiesbaden: Springer Fachmedien Wiesbaden, 2022. http://dx.doi.org/10.1007/978-3-658-37914-8_3.

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Kohne, Andreas. "Portfolio." In Business Development, 61–72. Wiesbaden: Springer Fachmedien Wiesbaden, 2019. http://dx.doi.org/10.1007/978-3-658-24722-5_3.

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Kohne, Andreas. "Portfolio." In Business Development, 51–61. Wiesbaden: Springer Fachmedien Wiesbaden, 2019. http://dx.doi.org/10.1007/978-3-658-24726-3_3.

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Combs, Danny. "Portfolio." In Supporting Neurodivergent and Autistic People for Their Transition into Adulthood, 105–12. New York: Routledge, 2023. http://dx.doi.org/10.4324/9781003353959-20.

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Stanley, Todd. "Portfolio." In 10 Performance-Based Projects for the Language Arts Classroom Grades 3-5, 113–32. New York: Routledge, 2021. http://dx.doi.org/10.4324/9781003232483-11.

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Stanley, Todd. "Portfolio." In 10 Performance-Based Projects for the Science Classroom, 129–39. New York: Routledge, 2021. http://dx.doi.org/10.4324/9781003232506-11.

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Conference papers on the topic "Portfolio"

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Maknickienė, Nijolė, Raimonda Martinkutė-Kaulienė, and Lina Rapkevičiūtė. "FAMILIARITY BIAS INVESTIGATIO IN PORTFOLIO CREATION." In 12th International Scientific Conference „Business and Management 2022“. Vilnius Gediminas Technical University, 2022. http://dx.doi.org/10.3846/bm.2022.775.

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The prevailing opinion exists that investors include to their portfolio what they know or what is located around them. Investment decision, which is impacted by familiarity bias, avoid including international companies to portfolio which might lead to lower performance compared to portfolio which has both, local and international, stocks in a portfolio. The aim of this study is to analyse the impact of familiarity bias on investment decision, to form port-folios from the stocks listed on the Nasdaq Baltic stock exchange and compare their performance to global portfolios, which are formed from the stocks listed on the New York Stock Exchange. Investment portfolios were built using mean variance (MV) and Black–Litterman (BL) models. The analysis revealed that the returns of the portfolios built on the Nasdaq Baltic exchange are higher than the returns of the global portfolios. Additionally, the volatility of returns is lower for Nasdaq Baltic portfolios. When selected markets have different growth rates, investment decisions based on familiarity bias can achieve better results.
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Farrell, Orna. "(e)Portfolio: a history." In ASCILITE 2020: ASCILITE’s First Virtual Conference. University of New England, Armidale, 2020. http://dx.doi.org/10.14742/ascilite2020.0108.

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This paper traces the evolution of the concept of portfolio from the Renaissance to the present day. Over time the meaning of portfolio evolved from its origins as a case for holding loose papers to other contexts such as finance, government and education. Portfolios evolved from paper to electronic, from local network to the world wide web. The decade from 2000-2010 was a period when technology became part of mainstream society and educational technology become part of mainstream higher education, and portfolios became a ubiquitous assessment. From 2010-2020, a shift towards an emphasis on pedagogy and the student learning experience occurred in eportfolio research and practice. The history of (e)portfolio in higher education shows that the higher education system will continue to gradually evolve, incorporating concepts, technology and approaches that are compatible rather than transformative.
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Vidovics-Dancs, Agnes. "The Risk Of Hedging." In 37th ECMS International Conference on Modelling and Simulation. ECMS, 2023. http://dx.doi.org/10.7148/2023-0078.

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Hedging financial risk is an essential issue but is far from trivial to implement. There are several hedging assets portfolio managers can select from. However, the choice is not without weight: two portfolios hedged against the same risk factor may have different characteristics depending on this hedging asset. Moreover, hedging against one risk factor may increase the portfolio's sensitivity to other risk factors. That is, a strategy that aims to reduce risk may also increase risk in a paradox way. This should be considered by portfolio managers, risk managers, and regulators as well. The goal of this paper is to raise thoughts on this topic.
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Bartlmae, Kai. "Portfolio Construction: Using Bootstrapping and Portfolio Weight Resampling for Construction of Diversified Portfolios." In 2009 International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2009. http://dx.doi.org/10.1109/bife.2009.67.

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Nakagawa, Kei, Shuhei Noma, and Masaya Abe. "RM-CVaR: Regularized Multiple β-CVaR Portfolio." In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. California: International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/629.

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The problem of finding the optimal portfolio for investors is called the portfolio optimization problem. Such problem mainly concerns the expectation and variability of return (i.e., mean and variance). Although the variance would be the most fundamental risk measure to be minimized, it has several drawbacks. Conditional Value-at-Risk (CVaR) is a relatively new risk measure that addresses some of the shortcomings of well-known variance-related risk measures, and because of its computational efficiencies, it has gained popularity. CVaR is defined as the expected value of the loss that occurs beyond a certain probability level (β). However, portfolio optimization problems that use CVaR as a risk measure are formulated with a single β and may output significantly different portfolios depending on how the β is selected. We confirm even small changes in β can result in huge changes in the whole portfolio structure. In order to improve this problem, we propose RM-CVaR: Regularized Multiple β-CVaR Portfolio. We perform experiments on well-known benchmarks to evaluate the proposed portfolio. Compared with various portfolios, RM-CVaR demonstrates a superior performance of having both higher risk-adjusted returns and lower maximum drawdown.
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Labudović Stanković, Jasmina. "Investicioni portfolio mortgage reits." In XVI Majsko savetovanje. University of Kragujevac, Faculty of Law, 2020. http://dx.doi.org/10.46793/upk20.149ls.

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The mortgage REITs portfolio consists of mortgage loans and mortgage-backed securities. In this paper we present their specificities. We also draw attention to the controversy surrounding the possible substitutability of mortgage REITs and equity REITs portfolios. We point out the importance of the state's role in the mortgage market. Mortgage REITs, once very popular, have survived the 2007-2008 financial crisis, much harder than equity REITs. This was the reason why the author decided to present the features of the mortgage REITs investment portfolio (mortgage loans and mortgage-backed securities).
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Buzzetto-More, Nicole, and Ayodele Alade. "The Pentagonal E-Portfolio Model for Selecting Adopting Building and Implementing an E-Portfolio." In InSITE 2008: Informing Science + IT Education Conference. Informing Science Institute, 2008. http://dx.doi.org/10.28945/3240.

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Electronic portfolios are a student-centered outcomes-based assessment regime involving learners in the gathering, selection, and organization of artifacts synthesized into a compilation purposed to demonstrate knowledge, skills, and/or achievements supported by reflections that articulate the relevance, credibility, and meaning of the artifacts being presented. Electronic portfolios have been found to be a valid way to document student progress, encourage student involvement in assessment, showcase student work samples, promote students professionally, and provide a method of student learning outcomes and curriculum evaluation. However, electronic portfolio adoption represents a sizable commitment that is influenced by a number of variables and that requires foresight as well as a thoughtful strategy. This paper presents a model for selecting, designing, and implementing an electronic portfolio project and illustrates its application through the presentation of a detailed case study of a successfully implemented and ongoing electronic portfolio project used as a comprehensive assessment measure to determine degree mastery in the Department of Business, Management, and Accounting at the University of Maryland Eastern Shore. The model introduced in this paper is known as the Pentagonal E-Portfolio Model, named such for its five levels: 1) Level 1 - Identification of Needs; 2) Level 2 - Determination, Assessment, & Budgeting; 3) Level 3 - System Selection and Strategic Planning; 4) Level 4 - Development; and 5) Level 5 - Implementation and Continuation.
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Kocúrek, Martin. "A Review of Selected Equity and Credit Investment Strategies of Reinsurer." In EDAMBA 2023: 26th International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. Bratislava: University of Economics in Bratislava, 2024. http://dx.doi.org/10.53465/edamba.2023.9788022551274.104-115.

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This paper analyses specific type of investor on financial markets – a reinsurance company and its value-creating process, with focus on its investment activities. A special attention is focused on reinsurer’s idiosyncratic investor’s profile due to core business activities, i.e. underwriting. This makes its investment profile and objectives different to other market participants. We modelled and analysed reinsurer’s three main investment strategies based on underlying asset classes of particular portfolios. Each of these portfolios is comprising of three sub-portfolios which are managed by different portfolio managers. Analysed investment strategies are: (i) Listed Equity Portfolio, (ii) Corporate Credit USD Portfolio and (iii) Structured Credit USD Portfolio. We analysed and compared performance of these strategies, risk-adjusted performance, volatility and duration (where applicable). Performance of investment strategies is assessed on 2010-2015 time-frame against selected composite benchmark. This period was chosen for analysis due to the relative macroeconomic stability of previous decade (2010-2019) which have been dominated by strong returns among many asset classes.
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Maknickienė, Nijolė, and Darius Sabaliauskas. "Investment portfolio analysis by using neural networks." In Contemporary Issues in Business, Management and Economics Engineering. Vilnius Gediminas Technical University, 2019. http://dx.doi.org/10.3846/cibmee.2019.028.

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Purpose – the purpose of the article is to compare the formation of portfolios and to make predictions about how it will change. Research methodology – for analysis, optimization and predictions use the neural network models that are created using a neural recurrent long short-term memory cell architecture network and Markowitz’s modern portfolio theory Findings – this article compares the portfolios of IT field with different instruments and level of optimization. Research limitations – the main limit of the article is that only historical data is used. The real-time investment would check the performance of the portfolio creation methodology under uncertain conditions. Practical implications – the results of the article give opportunities for investors and speculators in the finance market by using neural networks for forming investment portfolios, as well as analysing and predicting their changes. Originality/Value – the growing high-tech use in financial markets changes our habits and our understanding of the surrounding world. The financial sphere has also had several changes, and it has undergone major changes that will change the approach to producing financial forecasts and analysis. Including Artificial Intelligence in these processes brings new innovative opportunities.
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McMillan, Collin, Mark Grechanik, Denys Poshyvanyk, Qing Xie, and Chen Fu. "Portfolio." In Proceeding of the 33rd international conference. New York, New York, USA: ACM Press, 2011. http://dx.doi.org/10.1145/1985793.1985809.

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Reports on the topic "Portfolio"

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te Kaat, Daniel Marcel, Chang Ma, and Alessandro Rebucci. Portfolio Flows and Household Portfolios. Cambridge, MA: National Bureau of Economic Research, March 2024. http://dx.doi.org/10.3386/w32210.

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Bacchetta, Philippe, and Eric van Wincoop. Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns. Cambridge, MA: National Bureau of Economic Research, April 2017. http://dx.doi.org/10.3386/w23363.

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Adams, Albert, Eric Bala, Bill Minner, and Tom Woodland. Defense Portfolio Analysis. Fort Belvoir, VA: Defense Technical Information Center, June 2009. http://dx.doi.org/10.21236/ada501278.

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Lewellen, John W. IV. Spaceborne Accelerators Portfolio. Office of Scientific and Technical Information (OSTI), June 2020. http://dx.doi.org/10.2172/1634937.

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Brown, Stephen, William Goetzmann, and Mark Grinblatt. Positive Portfolio Factors. Cambridge, MA: National Bureau of Economic Research, February 1998. http://dx.doi.org/10.3386/w6412.

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Goetzmann, William, and Alok Kumar. Equity Portfolio Diversification. Cambridge, MA: National Bureau of Economic Research, December 2001. http://dx.doi.org/10.3386/w8686.

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Dembo, Amir, Jean-Deominique Deuschel, and Darrell Duffie. Large Portfolio Losses. Cambridge, MA: National Bureau of Economic Research, September 2002. http://dx.doi.org/10.3386/w9177.

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Burger, John, Francis Warnock, and Veronica Cacdac Warnock. Benchmarking Portfolio Flows. Cambridge, MA: National Bureau of Economic Research, June 2018. http://dx.doi.org/10.3386/w24761.

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Bonaparte, Yosef, and Russell Cooper. Costly Portfolio Adjustment. Cambridge, MA: National Bureau of Economic Research, August 2009. http://dx.doi.org/10.3386/w15227.

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Kelly, Bryan, Semyon Malamud, Mohammad Pourmohammadi, and Fabio Trojani. Universal Portfolio Shrinkage. Cambridge, MA: National Bureau of Economic Research, December 2023. http://dx.doi.org/10.3386/w32004.

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