Literatura académica sobre el tema "Portfolio"
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Artículos de revistas sobre el tema "Portfolio"
Micán, Camilo, Gabriela Fernandes y Madalena Araújo. "Disclosing the Tacit Links between Risk and Success in Organizational Development Project Portfolios". Sustainability 14, n.º 9 (26 de abril de 2022): 5235. http://dx.doi.org/10.3390/su14095235.
Texto completoNisani, Doron. "Portfolio selection using the Riskiness Index". Studies in Economics and Finance 35, n.º 2 (4 de junio de 2018): 330–39. http://dx.doi.org/10.1108/sef-03-2017-0058.
Texto completoWu, Liyun, Muneeb Ahmad, Salman Ali Qureshi, Kashif Raza y Yousaf Ali Khan. "An analysis of machine learning risk factors and risk parity portfolio optimization". PLOS ONE 17, n.º 9 (26 de septiembre de 2022): e0272521. http://dx.doi.org/10.1371/journal.pone.0272521.
Texto completoYan, Kuan. "Approaching Portfolio Optimization through Empirical Examination". BCP Business & Management 21 (20 de julio de 2022): 63–66. http://dx.doi.org/10.54691/bcpbm.v21i.1177.
Texto completoTamara, Dewi y Grigory Ryabtsev. "VALUE-AT-RISK (VAR) APPLICATION AT HYPOTHETICAL PORTFOLIOS IN JAKARTA ISLAMIC INDEX". Journal of Applied Finance & Accounting 3, n.º 2 (30 de junio de 2011): 153–80. http://dx.doi.org/10.21512/jafa.v3i2.168.
Texto completoRomano, Tom. "Portfolio on Portfolios". English Education 29, n.º 3 (1 de octubre de 1997): 158–72. http://dx.doi.org/10.58680/ee19973711.
Texto completoLevchenko, Valentyna y Myroslav Ostapenko. "Formation of the optimal portfolio of insurer’s services of the voluntary types of insurance". Insurance Markets and Companies 7, n.º 1 (18 de noviembre de 2016): 45–51. http://dx.doi.org/10.21511/imc.7(1).2016.05.
Texto completoBerouaga, Younes, Cherif El Msiyah y Jaouad Madkour. "Portfolio Optimization Using Minimum Spanning Tree Model in the Moroccan Stock Exchange Market". International Journal of Financial Studies 11, n.º 2 (23 de marzo de 2023): 53. http://dx.doi.org/10.3390/ijfs11020053.
Texto completoFaisal Hasan Shoman, Hasanain y 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, n.º 140 (30 de abril de 2024): 104–35. http://dx.doi.org/10.33095/6dt08n85.
Texto completoTarczyński, Waldemar. "Different Variants of Fundamental Portfolio". Folia Oeconomica Stetinensia 14, n.º 1 (1 de junio de 2014): 47–62. http://dx.doi.org/10.2478/foli-2014-0104.
Texto completoTesis sobre el tema "Portfolio"
Tolonen, A. (Arto). "Product portfolio management over horizontal and vertical portfolios". Doctoral thesis, Oulun yliopisto, 2016. http://urn.fi/urn:isbn:9789526212678.
Texto completoTiivistelmä 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
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.
Texto completoOlofsson, 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.
Texto completoIn 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.
Karlsson, Victor, Rikard Svensson y 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.
Texto completoRubin, Fredrik y 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.
Texto completoMålet 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.
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.
Texto completoPachtová, Iva. "Portfolio management v projektovém řízení". Master's thesis, Vysoká škola ekonomická v Praze, 2007. http://www.nusl.cz/ntk/nusl-2098.
Texto completoDopita, Radim. "Optimalizace portfolia cenných papírů". Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2010. http://www.nusl.cz/ntk/nusl-222724.
Texto completoShih, Pei-Yu. "Portfolio". Thesis, University of Birmingham, 2014. http://etheses.bham.ac.uk//id/eprint/5022/.
Texto completoLuu, Tiffany Diep. "Portfolio". Master's thesis, Virginia Tech, 2014. http://hdl.handle.net/10919/52576.
Texto completoMaster of Public Administration
Libros sobre el tema "Portfolio"
SAO (Firm : São Paulo, Brazil). Portfólio SAO: 1979/1987 = SAO's portfolio. [São Paulo]: SAO, 1987.
Buscar texto completoLebel, Jean-Jacques. Portfolio. Grand Street: no.65, 1998.
Buscar texto completoHowe, Brian. Portfolio. Harlow: Longman, 1987.
Buscar texto completoPyo, Mi Young. Portfolio. Seoul, Korea: DAMDI Publishing, 2010.
Buscar texto completoTaylor-Wood, Sam. Portfolio. Grand Street: no.65, 1998.
Buscar texto completoRambow, Inge. Portfolio. Grand Street: no.65, 1998.
Buscar texto completoPortfolio. New York: Samuel French, 1991.
Buscar texto completoSmith, Tony. Portfolio. Grand Street: no.64c1998., 1998.
Buscar texto completoMurakami, Takashi. Portfolio. Grand Street: no.65, 1998.
Buscar texto completoWestermann, H. C. Portfolio. Grand Street: no.65, 1998.
Buscar texto completoCapítulos de libros sobre el tema "Portfolio"
Cowell, Frances. "Portfolio Transition and Transition Portfolios". En Practical Quantitative Investment Management with Derivatives, 310–21. London: Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230501874_15.
Texto completoHannay, Jo Erskine. "Benefit Points for the Portfolio". En Benefit/Cost-Driven Software Development, 49–60. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74218-8_4.
Texto completoKohne, Andreas. "Portfolio". En Business Development, 51–62. Wiesbaden: Springer Fachmedien Wiesbaden, 2016. http://dx.doi.org/10.1007/978-3-658-13683-3_3.
Texto completoKohne, Andreas. "Portfolio". En Business Development, 75–85. Wiesbaden: Springer Fachmedien Wiesbaden, 2022. http://dx.doi.org/10.1007/978-3-658-38844-7_3.
Texto completoKohne, Andreas. "Portfolio". En Business Development, 85–95. Wiesbaden: Springer Fachmedien Wiesbaden, 2022. http://dx.doi.org/10.1007/978-3-658-37914-8_3.
Texto completoKohne, Andreas. "Portfolio". En Business Development, 61–72. Wiesbaden: Springer Fachmedien Wiesbaden, 2019. http://dx.doi.org/10.1007/978-3-658-24722-5_3.
Texto completoKohne, Andreas. "Portfolio". En Business Development, 51–61. Wiesbaden: Springer Fachmedien Wiesbaden, 2019. http://dx.doi.org/10.1007/978-3-658-24726-3_3.
Texto completoCombs, Danny. "Portfolio". En Supporting Neurodivergent and Autistic People for Their Transition into Adulthood, 105–12. New York: Routledge, 2023. http://dx.doi.org/10.4324/9781003353959-20.
Texto completoStanley, Todd. "Portfolio". En 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.
Texto completoStanley, Todd. "Portfolio". En 10 Performance-Based Projects for the Science Classroom, 129–39. New York: Routledge, 2021. http://dx.doi.org/10.4324/9781003232506-11.
Texto completoActas de conferencias sobre el tema "Portfolio"
Maknickienė, Nijolė, Raimonda Martinkutė-Kaulienė y Lina Rapkevičiūtė. "FAMILIARITY BIAS INVESTIGATIO IN PORTFOLIO CREATION". En 12th International Scientific Conference „Business and Management 2022“. Vilnius Gediminas Technical University, 2022. http://dx.doi.org/10.3846/bm.2022.775.
Texto completoFarrell, Orna. "(e)Portfolio: a history". En ASCILITE 2020: ASCILITE’s First Virtual Conference. University of New England, Armidale, 2020. http://dx.doi.org/10.14742/ascilite2020.0108.
Texto completoVidovics-Dancs, Agnes. "The Risk Of Hedging". En 37th ECMS International Conference on Modelling and Simulation. ECMS, 2023. http://dx.doi.org/10.7148/2023-0078.
Texto completoBartlmae, Kai. "Portfolio Construction: Using Bootstrapping and Portfolio Weight Resampling for Construction of Diversified Portfolios". En 2009 International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2009. http://dx.doi.org/10.1109/bife.2009.67.
Texto completoNakagawa, Kei, Shuhei Noma y Masaya Abe. "RM-CVaR: Regularized Multiple β-CVaR Portfolio". En 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.
Texto completoLabudović Stanković, Jasmina. "Investicioni portfolio mortgage reits". En XVI Majsko savetovanje. University of Kragujevac, Faculty of Law, 2020. http://dx.doi.org/10.46793/upk20.149ls.
Texto completoBuzzetto-More, Nicole y Ayodele Alade. "The Pentagonal E-Portfolio Model for Selecting Adopting Building and Implementing an E-Portfolio". En InSITE 2008: Informing Science + IT Education Conference. Informing Science Institute, 2008. http://dx.doi.org/10.28945/3240.
Texto completoKocúrek, Martin. "A Review of Selected Equity and Credit Investment Strategies of Reinsurer". En 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.
Texto completoMaknickienė, Nijolė y Darius Sabaliauskas. "Investment portfolio analysis by using neural networks". En Contemporary Issues in Business, Management and Economics Engineering. Vilnius Gediminas Technical University, 2019. http://dx.doi.org/10.3846/cibmee.2019.028.
Texto completoMcMillan, Collin, Mark Grechanik, Denys Poshyvanyk, Qing Xie y Chen Fu. "Portfolio". En Proceeding of the 33rd international conference. New York, New York, USA: ACM Press, 2011. http://dx.doi.org/10.1145/1985793.1985809.
Texto completoInformes sobre el tema "Portfolio"
te Kaat, Daniel Marcel, Chang Ma y Alessandro Rebucci. Portfolio Flows and Household Portfolios. Cambridge, MA: National Bureau of Economic Research, marzo de 2024. http://dx.doi.org/10.3386/w32210.
Texto completoBacchetta, Philippe y Eric van Wincoop. Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns. Cambridge, MA: National Bureau of Economic Research, abril de 2017. http://dx.doi.org/10.3386/w23363.
Texto completoAdams, Albert, Eric Bala, Bill Minner y Tom Woodland. Defense Portfolio Analysis. Fort Belvoir, VA: Defense Technical Information Center, junio de 2009. http://dx.doi.org/10.21236/ada501278.
Texto completoLewellen, John W. IV. Spaceborne Accelerators Portfolio. Office of Scientific and Technical Information (OSTI), junio de 2020. http://dx.doi.org/10.2172/1634937.
Texto completoBrown, Stephen, William Goetzmann y Mark Grinblatt. Positive Portfolio Factors. Cambridge, MA: National Bureau of Economic Research, febrero de 1998. http://dx.doi.org/10.3386/w6412.
Texto completoGoetzmann, William y Alok Kumar. Equity Portfolio Diversification. Cambridge, MA: National Bureau of Economic Research, diciembre de 2001. http://dx.doi.org/10.3386/w8686.
Texto completoDembo, Amir, Jean-Deominique Deuschel y Darrell Duffie. Large Portfolio Losses. Cambridge, MA: National Bureau of Economic Research, septiembre de 2002. http://dx.doi.org/10.3386/w9177.
Texto completoBurger, John, Francis Warnock y Veronica Cacdac Warnock. Benchmarking Portfolio Flows. Cambridge, MA: National Bureau of Economic Research, junio de 2018. http://dx.doi.org/10.3386/w24761.
Texto completoBonaparte, Yosef y Russell Cooper. Costly Portfolio Adjustment. Cambridge, MA: National Bureau of Economic Research, agosto de 2009. http://dx.doi.org/10.3386/w15227.
Texto completoKelly, Bryan, Semyon Malamud, Mohammad Pourmohammadi y Fabio Trojani. Universal Portfolio Shrinkage. Cambridge, MA: National Bureau of Economic Research, diciembre de 2023. http://dx.doi.org/10.3386/w32004.
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