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Letteratura scientifica selezionata sul tema "Portfolio investment"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 20 febbraio 2023

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Articoli di riviste sul tema "Portfolio investment"

Huang, Tian, Deyi Shi e Shihao Xue. "The role and helpfulness of pensions in personal financial investment after retirement". BCP Business & Management 23 (4 agosto 2022): 255–63. http://dx.doi.org/10.54691/bcpbm.v23i.1359.

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More than 90% of wage earners in the United States can receive pension options benefits after retirement. It is especially important to manage funds reasonably and choose the right investment after retirement. We use the capital asset pricing model (CAPM) and the Fama-French three-factor model to establish pension and non-pension investment portfolios and measure the return and risk changes of pension portfolio investments under different portfolio investments. The experimental results show that pensions are of great help to the return and Sharpe ratio of portfolio investments. With the intervention of different factors, pensions provide good and stable income support for portfolio investments. Especially under the expectations of different markets, pensions performed extremely well in portfolio investments. With the establishment of reasonable portfolio investment, we suggest that adding pensions to the portfolio investment will bring more stable investment performance.

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Potrykus, Marcin. "ASSESSMENT OF GOLD AND/OR CRUDE OIL AS INVESTMENTS FOR PORTFOLIO DIVERSIFICATION. A WARSAW STOCK EXCHANGE CASE STUDY". Acta Scientiarum Polonorum. Oeconomia 18, n. 4 (30 dicembre 2019): 77–84. http://dx.doi.org/10.22630/aspe.2019.18.4.47.

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The purpose of the study is to assess whether the inclusion of investments in gold and/or crude oil improves an investment portfolio consisting of shares of enterprises included in the WIG20 index (traditional investments). All possible combinations of investment portfolios with minimal risk and maximum efficiency were tested. The portfolios were determined based on Markowitz’s portfolio theory. All results were compared with a naive strategy. In total, nearly 55,000 investment portfolios consisting of three, four or five investments were constructed. The study showed that the application of portfolio theory contributes to obtaining better results than a naive strategy. The minimum risk portfolios that included gold and crude oil showed a risk reduction of 0.39 p.p. on average and a maximum cumulative loss of 7.85 p.p. on average. Portfolios with maximum efficiency achieved an average increase in the rate of return of the investment portfolio of 0.024 p.p. and an average increase in efficiency of 0.0256.

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Jurevičienė, Daiva, e Agnė Jakavonytė. "Alternative Investments: Valuation of Wine as a Means for Portfolio Diversification". Verslas: Teorija ir Praktika 16, n. 1 (30 marzo 2015): 84–93. http://dx.doi.org/10.3846/btp.2015.606.

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This article analyses wine as an alternative investment tool and its relevance for investment portfolio diversification. Advantages and disadvantages of alternatives, benefits and weakness and peculiarities of investing in wine are systemised. In addition, the article looks at statistical data analysis of fine wine market and compares wine with other investment tools. The examination is based on three investment instruments: US equities (using SandP 500 index), bonds (using US 20-Year treasury constant maturity rate/DGS20) and wine (based on Fine Wine Investable index) using 1993–2012 (end of year) data. The investment portfolios made with two and three above-mentioned investment tools basing on H. Markowitz’s investment portfolio theory and effective curves are presented. It was found that return on investments only from equities and bonds or wine and one of these traditional instruments are signally less than from the investment mix of all three tools. Furthermore, portfolios made only from equities and bonds provide the lowest return compared to others. Choosing from two investments portfolios, results of bond/wine portfolios propose higher return with the same risk level compared to equities/wine portfolio. Consequently, despite some slowdown of wine index during financial crises, wine relevance for portfolio diversification in post crises period was proved.

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Gusliana, Shindi Adha, e Yasir Salih. "MEAN-VARIANCE INVESTMENT PORTFOLIO OPTIMIZATION MODEL WITHOUT RISK-FREE ASSETS IN JII70 SHARE". International Journal of Business, Economics, and Social Development 3, n. 4 (4 novembre 2022): 168–73. http://dx.doi.org/10.46336/ijbesd.v3i4.352.

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In investing, investors will try to limit all the risks in managing their investments. Investor strategies to minimize investment risk are diversification by forming investment portfolios, one of which is the Mean-Variance without risk-free assets. The calculation results will show the composition of the optimum portfolio return for each stock that forms the portfolio. Optimum portfolio obtained with wT = (0.39853, 0.25519, 0.13644, 0.09788, 0.11196) sequential weight composition for TLKM, KLBF, INCO, HRUM, and FILM stocks. The composition of this optimal portfolio return is ???? 0.04 with a return of 0.00209 and a portfolio variance of 0.00015. The formation of this portfolio optimization model is expected to be additional literature in optimizing the investment portfolio with the Mean-Variance.

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Kiyko, S., L. Deineha, M. Basanets, D. Kamienskyi e A. Didenko. "PORTFOLIO MANAGEMENT OF ENERGY SAVING PROJECTS BASED ON THE MARKOVITS THEORY". Integrated Technologies and Energy Saving, n. 3 (9 novembre 2021): 79–91. http://dx.doi.org/10.20998/2078-5364.2021.3.08.

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The goal of the work was to identify research and compare methods of portfolio management of energy saving projects and to develop software for optimizing portfolio investments using several methods. The key elements and strategies of creating an effective investment portfolio are considered: diversification, rebalancing, active portfolio management, passive portfolio management. Given the basic principles of investment theory, the task of portfolio investment is to form an investment portfolio with known shares of certain assets to maximize returns and minimize risk. To solve this problem, the method of Harry Markowitz, known as modern portfolio theory, was chosen. This is the theory of financial investment, in which statistical methods are used to make the most profitable risk distribution of the securities portfolio and income valuation, its components are asset valuation, investment decisions, portfolio optimization, evaluation of results. From a mathematical point of view, the problem of forming an optimal portfolio is the problem of optimizing a quadratic function (finding the minimum) with linear constraints on the arguments of the function. Methods of optimization of portfolios of energy saving projects taking into account the specifics of the subject area are analyzed. According to the results of the analysis, the methods of finding the maximum Sharpe’s ratio and the minimum volatility from randomly generated portfolios were chosen. A software application has been developed that allows you to download data, generate random portfolios and optimize them with selected methods. A graphical display of portfolio optimization results has also been implemented. The program was tested on data on shares of energy saving companies. The graphs built by the program allow the operator to better assess the created portfolio of the energy saving project.

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Gusliana, Shindi Adha, e Yasir Salih. "Mean-Variance Investment Portfolio Optimization Model Without Risk-Free Assets in Jii70 Share". Operations Research: International Conference Series 3, n. 3 (4 settembre 2022): 101–6. http://dx.doi.org/10.47194/orics.v3i3.185.

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Abstract (sommario):

In investing, investors will try to limit all the risks in managing their investments. Investor strategies to minimize investment risk are diversification by forming investment portfolios, one of which is the Mean-Variance without risk-free assets. The calculation results will show the composition of the optimum portfolio return for each stock that forms the portfolio. Optimum portfolio obtained with wT = (0.39853, 0.25519, 0.13644, 0.09788, 0.11196) sequential weight composition for TLKM, KLBF, INCO, HRUM, and FILM stocks. The composition of this optimal portfolio return is 𝜏 0.04 with a return of 0.00209 and a portfolio variance of 0.00015. The formation of this portfolio optimization model is expected to be additional literature in optimizing the investment portfolio with the Mean-Variance.

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Usmonov, Xikmatilla. "BANK INVESTMENT PORTFOLIO DEVELOPMENT". INNOVATIONS IN ECONOMY 6, n. 3 (30 giugno 2020): 33–38. http://dx.doi.org/10.26739/2181-9491-2020-6-5.

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This article analyzes the development of the investment portfolio of commercial banks in Uzbekistan and their investment factors. In order to develop the investment portfolios of banks, recommendations were given on the use of international experience. Report on investment portfolio and commercial banks. It also covers the investment portfolio, the nature of investment asset management, the risks associated with it, the risks that affect the effectiveness of investment portfolio management, and the importance of effective investment portfolio management

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Blagoev, Dimitar, e Krasimir Petkov. "EQUITY CROWDFUNDING AS A TYPE OF PROJECT INVESTING". Trakia Journal of Sciences 17, Suppl.1 (2019): 234–42. http://dx.doi.org/10.15547/tjs.2019.s.01.039.

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PURPOSE The Article aims to present the potential and capabilities of the application of equity crowdfunding as an option to invest and to form investment portfolios for the individual investors. The emphasis is shifted from the widespread use of the concept of crowdfunding, as a cutting-edge source for providing capital for investment projects of innovative companies (especially suitable source for the so called Startup companies), to its use as a tool for establishing an investment portfolio based on appropriate balance between the rates of return and risk. METHODS Various authors' views on key concepts such as investments, projects, investment projects, equity collective investment, investment portfolios, etc. have been clarified and summarized. The investment process is explained in the context of creating a portfolio of investments using equity crowdfunding platforms. Conceptually, the essential characteristic of the project theory, the theory of collective investment, with its methodological and mathematical tools, are revealed. RESULTS On this theoretical basis and adaptation, a conceptual methodological model has been developed, to be used for selection of portfolio of investment projects for equity collective investment. The model focuses on the optimization of rate of return, given the risk nature of the financial investment instrument used in collective investment. CONCLUSIONS Conclusions are presented about the main advantages and the respective limitations of the type of investments, subject of the paper.

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Inci, A. Can, e Rachel Lagasse. "Cryptocurrencies: applications and investment opportunities". Journal of Capital Markets Studies 3, n. 2 (11 novembre 2019): 98–112. http://dx.doi.org/10.1108/jcms-05-2019-0032.

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Purpose This study investigates the role of cryptocurrencies in enhancing the performance of portfolios constructed from traditional asset classes. Using a long sample period covering not only the large value increases but also the dramatic declines during the beginning of 2018, the purpose of this paper is to provide a more complete analysis of the dynamic nature of cryptocurrencies as individual investment opportunities, and as components of optimal portfolios. Design/methodology/approach The mean-variance optimization technique of Merton (1990) is applied to develop the risk and return characteristics of the efficient portfolios, along with the optimal weights of the asset class components in the portfolios. Findings The authors provide evidence that as a single investment, the best cryptocurrency is Ripple, followed by Bitcoin and Litecoin. Furthermore, cryptocurrencies have a useful role in the optimal portfolio construction and in investments, in addition to their original purposes for which they were created. Bitcoin is the best cryptocurrency enhancing the characteristics of the optimal portfolio. Ripple and Litecoin follow in terms of their usefulness in an optimal portfolio as single cryptocurrencies. Including all these cryptocurrencies in a portfolio generates the best (most optimal) results. Contributions of the cryptocurrencies to the optimal portfolio evolve over time. Therefore, the results and conclusions of this study have no guarantee for continuation in an exact manner in the future. However, the increasing popularity and the unique characteristics of cryptocurrencies will assist their future presence in investment portfolios. Originality/value This is one of the first studies that examine the role of popular cryptocurrencies in enhancing a portfolio composed of traditional asset classes. The sample period is the largest that has been used in this strand of the literature, and allows to compare optimal portfolios in early/recent subsamples, and during the pre-/post-cryptocurrency crisis periods.

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Qi, Yue, e Xiaolin Li. "On Imposing ESG Constraints of Portfolio Selection for Sustainable Investment and Comparing the Efficient Frontiers in the Weight Space". SAGE Open 10, n. 4 (ottobre 2020): 215824402097507. http://dx.doi.org/10.1177/2158244020975070.

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Sustainable investment is typically fulfilled by screening of environmental, social, and governance (ESG); the screening strategies are practical and expedite sustainable-investment development. However, the strategies typically build portfolios by a list of good stocks and ignore portfolio completeness. Moreover, there has been limited literature to study the portfolio weights of sustainable investment in the weight space. In such an area, this article contributes to the literature as follows: We extend a conventional portfolio-selection model and impose ESG constraints. We analytically solve our model by computing the efficient frontier and prove that the frontier’s portfolio weights all lie on a ray (half line). By the ray structure, we prove that portfolio selection for sustainable investment and conventional portfolio selection fundamentally possess highly different portfolio weights. Overall, our aim is comparing the portfolio weights of sustainable portfolio selection and of conventional portfolio selection; the comparison result has been unknown until now. The result is important for sustainable investment because portfolio weights are the foundation of portfolio selection and investments. We sample the component stocks of Dow Jones Industrial Average Index from 2004 to 2013 and find that our efficient frontier and the conventional efficient frontier are quite similar. Therefore, in plain financial language, investors can still obtain risk-return performance similar to conventional portfolio selection after imposing strong ESG requirements, although the portfolio weights can be totally different. The result is both an endorsement and a reminder for sustainable investment.

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Più fonti

Tesi sul tema "Portfolio investment"

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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Žilinskij, Grigorij. "Investment portfolio solutions". Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130129_192449-58952.

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The dissertation analyses the topic and problems of selection and management of investment portfolio in terms of market dynamics. The global financial crisis has revealed that investments bear not only return possibilities but also a relatively high risk of loss. The main aim of the Thesis is to propose and test empirically investment portfolio selection and management solutions matching the tendencies of modern markets for the investors with different investing preferences. The Doctoral Thesis consists of the introduction, three body chapters and conclusions. The introduction presents the scientific problem, its relevance, the object of the research, the aim and tasks of the research, methods of research, scientific novelty of the Thesis, practical significance of its results and defended statements. The first chapter provides analysis of possibilities for a widely diversified investment portfolio selection. The study of proposals of scientists on different assets combining into an investment portfolio is carried out. Portfolio of exchange traded funds is created and its efficiency is evaluated. The method for actually incurred risk evaluation is suggested. Solutions for active investment portfolio management with financial leverage are specified in the second chapter. The changes of efficient set of portfolios and expediency of active portfolio management with financial leverage are evaluated. Forecasts integration method, based on prediction accuracy in the past, is... [to full text]
Disertacijoje nagrinėjama investicijų portfelio sudarymo ir valdymo rinkų dinamikos sąlygomis problematika. Globali finansų krizė parodė, kad investuojant atsiranda ne tik uždarbio galimybės, bet ir gana didelė praradimų rizika. Pagrindinis disertacijos tikslas – pasiūlyti ir empiriškai aprobuoti šiuolaikinių rinkų dinamikos iššūkius atitinkančius investicijų portfelio sudarymo ir valdymo sprendimus skirtingus investavimo polinkius turintiems investuotojams. Daktaro disertaciją sudaro įvadas, trys skyriai ir bendrosios išvados. Įvade suformuluojama mokslinė darbo problema, pagrindžiamas jos aktualumas, įvardijamas tyrimo objektas, darbo tikslas ir uždaviniai, pristatoma tyrimo metodika, darbo mokslinis naujumas ir gautų rezultatų praktinė reikšmė, įvardijami ginamieji teiginiai. Pirmajame skyriuje nagrinėjamos plačiai diversifikuoto investicijų portfelio sudarymo galimybės. Įvertinami mokslininkų pasiūlymai dėl skirtingų aktyvų (investicinio turto klasių) įtraukimo į investicijų portfelį, sudarytas biržoje prekiaujamų fondų portfelis ir įvertintas jo efektyvumas. Pasiūlytas investuotojo realiai patirtos rizikos vertinimo metodas. Antrajame skyriuje detalizuoti aktyvaus investicijų portfelio valdymo taikant finansinį svertą sprendimai. Įvertinti efektyviosios portfelių ribos pokyčiai bei aktyvaus portfelio valdymo taikant finansinį svertą tikslingumas. Pasiūlytas prognozavimo tikslumu praeityje paremtas prognozių integravimo metodas ir įvertintas jo efektyvumas integruojant... [toliau žr. visą tekstą]

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Khayat, Sahar. "Developing countries' foreign direct investment and portfolio investment". Thesis, University of Leicester, 2016. http://hdl.handle.net/2381/38031.

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This thesis is a collection of three empirical essays on foreign direct investment and cross-border portfolio investment. The objective of the first essay entitled: “Oil and the Location Determinants of Foreign Direct Investment in MENA Countries” is to investigate the effect of oil as a proxy for natural resources and the main location determinants of foreign direct investment. Moreover, this paper examines whether oil as a proxy for natural resources in the host countries alters the relationship between natural resources and institutional quality. The result of the interaction, which is the key interest in this chapter, is robust and undermines the effects of investment profiles on IFDI. Paying particular attention to the degree of outward FDI concentration in developing countries and transition economies, the second essay is titled “Extending Dunning's Investment Development Path (IDP): Home Country Determinants of Outward Foreign Direct Investment from Developing Countries.” The aim of the empirical estimates provided in this paper is to investigate the home countries’ determinants of outward FDI from developing countries. Results from the paper support the OLI paradigm, the IDP theory. In the third essay, “Cross-Border Portfolio Investment from the Developing Economies and the Top Major Partners, using the Gravity Model”, I have applied a new approach to a new panel data set of bilateral gross cross-border investment flows between 37 developing countries and 79 host countries. The remarkably strong results have positive implications for the theory of asset trade. The main result suggests that the positive and significant coefficient of GDP per capita in a destination country can explain a significant part of the Lucas paradox, and supports the reason for developing capital being invested outside the region. Interestingly, geographical proximity is found to exert a significant positive influence on assets in order that investors may seek to diversify their portfolios.

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Gökkent, Giyas M. "Theory of foreign portfolio investment". FIU Digital Commons, 1997. https://digitalcommons.fiu.edu/etd/3986.

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Vontobel, Rachel. "Foreign Portfolio Investment in Vietnam A Review of Investment Conditions and Implications for Investment Promotion /". St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03600905002/$FILE/03600905002.pdf.

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Shyriaieva, N. V., e A. Makarenko. "Portfolio diversification on a global scale". Thesis, Одеський національний економічний університет, 2019. http://repository.kpi.kharkov.ua/handle/KhPI-Press/43341.

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The research is aimed to analyze different types of portfolios and identify the one with the lowest level of risk. The first portfolio included US and EU securities. The other one studies crypto currency impact on portfolio riskiness.

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Musilika, Oskar. "Long term portfolio construction". Master's thesis, University of Cape Town, 2016. http://hdl.handle.net/11427/20977.

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Financial analyst commonly advice individual investors with a long investment horizon to invest in portfolios comprised more of equities. This advice is usually coupled with the practice of shifting the investor's portfolio from risky asset holdings towards bonds and cash as the investor's target date gets closer. This view rests on the notion that equities tend to be less risky over the long horizon and that stock returns exhibit mean reversion overtime. The purpose of this dissertation is to find the optimal asset allocation over various investment horizons; and investigate how the optimal asset allocation changes over the long investment horizon. The study uses data from South Africa's financial market covering the period December 2001 to December 2014. The mean - variance framework generated the optimal asset allocation over 12 investment horizons. The study finds that, over 90 percent of the portfolio should be vested into fixed - income South African bonds, with little over 5 percent equities allocation, over longer investment periods. In addition, the study found evidence of time diversification on the JSE all shares index and the presence of mean reversion properties for the all s hares index. With these conclusions, implications and recommendations are suggested

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Drut, Bastien. "Socially responsible investment and portfolio selection". Doctoral thesis, Universite Libre de Bruxelles, 2011. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209829.

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This thesis aims at determining the theoretical and empirical consequences of the consideration of socially responsible indicators in the traditional portfolio selection. The first chapter studies the significance of the mean-variance efficiency loss of a sovereign bond portfolio when introducing a constraint on the average socially responsible ratings of the governments. By using a sample of developed sovereign bonds on the period 1995-2008, we show that it is possible to increase sensibly the average socially responsible rating without significantly losing in terms of diversification. The second chapter proposes a theoretical analysis of the impact on the efficient frontier of a constraint on the socially responsible ratings of the portfolio. We highlight that different cases may arise depending on the correlation between the expected returns and the socially responsible ratings and on the investor’s risk aversion. Lastly, as the issue of the efficiency of socially responsible portfolios is a central point in the financial literature, the last chapter proposes a new mean-variance efficiency test in the realistic case where there is no available risk-free asset.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished

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Ryba, Jan. "Investiční portfolio a jeho tvorba". Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2021. http://www.nusl.cz/ntk/nusl-443142.

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The task of the thesis is to elaborate on investment opportunities, wchich are described in detail and to determine the ideal portfolio, that will be financed by dollar-cost averaging. The main investments include stocks, bonds, precious metals, mutual funds and more. Subsequently, the state of individual investments, their opportunities, but also the risks associated with them will be evaluated.

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Eftekhari, Babak. "Essays on risk and portfolio management". Thesis, University of Cambridge, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.363958.

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Più fonti

Libri sul tema "Portfolio investment"

C, Brown Keith, a cura di. Investment analysis & portfolio management. Mason, OH: South-Western Cengage Learning, 2012.

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Portfolio optimization. Boca Raton: Chapman & Hall/CRC, 2010.

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Clark, Francis Jack, e Francis Jack Clark, a cura di. Portfolio analysis. 3^a ed. Englewood Cliffs, N.J: Prentice-Hall, 1986.

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Reilly, Frank K. Investment analysis and portfolio management. 3^a ed. Chicago: Dryden Press, 1989.

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C, Brown Keith, a cura di. Investment analysis and portfolio management. 7^a ed. U.S: South-Western/Thomson Learning, 2003.

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Reilly, Frank K. Investment analysis and portfolio management. 2^a ed. Chicago: Dryden Press, 1985.

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F, Witt Stephen, e Fielding John, a cura di. Portfolio theory and investment management. 2^a ed. Oxford, OX, UK: Blackwell Business, 1994.

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Reilly, Frank K. Investment analysis and portfolio management. 3^a ed. London: Holt, R & W, 1989.

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The Jewish investment portfolio. New York, NY: Avi Chai Foundation, 2000.

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Singer, Brian. Investment leadership & portfolio management. Hoboken, NJ: Wiley, 2009.

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Più fonti

Capitoli di libri sul tema "Portfolio investment"

Jiang, Bill. "Portfolio Diversification". In Investment Strategies, 67–77. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-82711-3_6.

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Isaac, David. "Portfolio Theory". In Property Investment, 234–55. London: Macmillan Education UK, 1998. http://dx.doi.org/10.1007/978-1-349-14468-6_11.

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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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Stojanovic, Srdjan. "Investment Portfolio Optimization". In Neutral and Indifference Portfolio Pricing, Hedging and Investing, 39–91. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-0-387-71418-9_3.

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Grant, Gerald G., e Robert Collins. "IT Investment Portfolio". In The Value Imperative, 113–23. New York: Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-59040-4_8.

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Mateus, Cesario, e Trung Bao Hoang. "Foreign portfolio investment". In Entrepreneurial Finance, Innovation and Development, 69–94. London: Routledge, 2021. http://dx.doi.org/10.4324/9781003134282-5.

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Siegel, Laurence, e Barton Waring. "Understanding Active Portfolio Management". In Investment Management, 539–65. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-88802-4_24.

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Isaac, David, e John O’Leary. "Portfolio theory and strategy". In Property Investment, 267–88. London: Macmillan Education UK, 2011. http://dx.doi.org/10.1007/978-0-230-35896-6_11.

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Jones, Colin A., e Edward Trevillion. "Property Portfolio Management". In Real Estate Investment, 157–76. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-00968-6_8.

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Jones, Colin A., e Edward Trevillion. "Portfolio Theory and Property in a Multi-Asset Portfolio". In Real Estate Investment, 129–55. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-00968-6_7.

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Atti di convegni sul tema "Portfolio investment"

Maknickienė, Nijolė, Raimonda Martinkutė-Kaulienė e 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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Maknickienė, Nijolė, e 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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"FORMATION OF INVESTMENT PORTFOLIO". In Russian science: actual researches and developments. Samara State University of Economics, 2019. http://dx.doi.org/10.46554/russian.science-2019.10-1-119/122.

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Ihar, Dzeraviaha, Chunyu Xie e Ziyu Shao. "Assessing the efficiency of green investments based on portfolio approach". In Sustainable and Innovative Development in the Global Digital Age. Dela Press Publishing House, 2022. http://dx.doi.org/10.56199/dpcsebm.qpbd3352.

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Green finance plays a critical role for achieving sustainable development goals. Scaling up green investments and increasing their efficiency requires addressing a number of methodological and practical problems. One of these is a problem of efficiency evaluation. The approach to assessing green investments efficiency proposed in the paper is based on the investment portfolio model. Its application makes it possible to assess green investments with regard for their principal impact on the investment portfolio quality rather than on the basis of actual results of environmental projects. The proposed methodology makes it possible to derive an acceptable rate of return on green investments for inclusion in the investment portfolio, as grounded on the identification of alternative ways to achieve environmental objectives. Using the example of forest cultivation, an algorithm is presented for estimating the guaranteed return proceeding from natural productivity, which can be used to evaluate the acceptable efficiency of investment in both forestry and alternative projects that aim at reduction of greenhouse gas concentration and development of sustainable power engineering. Even in case of low return, green investments can be financially attractive if they contribute to reducing the investment portfolio risks. The usefulness of the proposed approach depends on completeness of accounting the investment projects’ environmental risk in overall market risk evaluation.

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Chernova, Natalia, Maryna Mashchenko, Olena Sergienko, Oleksandr Bilotserkivskyi e Olena Shapran. "Modeling Internationally Diversified Investment Portfolio". In 2020 IEEE International Conference on Problems of Infocommunications. Science and Technology (PIC S&T). IEEE, 2020. http://dx.doi.org/10.1109/picst51311.2020.9468042.

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Yasin, Ahmad Bukhari Mohd, Khairu Amin Ismail e Zulkifli Mohamed. "Investment Education: Understanding Portfolio Optimization". In International Academic Symposium of Social Science. Basel Switzerland: MDPI, 2022. http://dx.doi.org/10.3390/proceedings2022082113.

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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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"Optimisation of Real Estate Investment Portfolio". In 6th European Real Estate Society Conference: ERES Conference 1999. ERES, 1999. http://dx.doi.org/10.15396/eres1999_145.

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Zhang, Fuyang, Yuhan Ma e Shuhan Yu. "Investment Model Based on LSTM Network Forecasting and Portfolio Investment". In ICEMC 2022: 2022 8th International Conference on E-business and Mobile Commerce. New York, NY, USA: ACM, 2022. http://dx.doi.org/10.1145/3543106.3543126.

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Marchev, Angel, e Angel Marchev. "Self-organization types for autonomous investment portfolio". In 2016 IEEE 8th International Conference on Intelligent Systems (IS). IEEE, 2016. http://dx.doi.org/10.1109/is.2016.7737498.

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Rapporti di organizzazioni sul tema "Portfolio investment"

Goldstein, Itay, e Assaf Razin. Foreign Direct Investment vs. Foreiegn Portfolio Investment. Cambridge, MA: National Bureau of Economic Research, gennaio 2005. http://dx.doi.org/10.3386/w11047.

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Goldstein, Itay, e Assaf Razin. An Information-Based Trade Off between Foreign Direct Investment and Foreign Portfolio Investment. Cambridge, MA: National Bureau of Economic Research, novembre 2005. http://dx.doi.org/10.3386/w11757.

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Goetzmann, William, e Andrey Ukhov. British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach. Cambridge, MA: National Bureau of Economic Research, aprile 2005. http://dx.doi.org/10.3386/w11266.

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Goldstein, Itay, e Assaf Razin. An Information-Based Trade Off Between Foreign Direct Investment and Foreign Portfolio Investment: Volatility, Transparency, and Welfare. Cambridge, MA: National Bureau of Economic Research, gennaio 2003. http://dx.doi.org/10.3386/w9426.

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McGill, Karis, e Eleanor Turner. Return on Investment Analysis of Private Sector Facilitation Funds for Rwandan Agribusinesses. RTI Press, agosto 2020. http://dx.doi.org/10.3768/rtipress.2020.rr.0042.2008.

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This study analyzes the return on investment for an agribusiness facilitation fund implemented in Rwanda. Combining project monitoring data with supplementary surveys and interviews of recipient agribusinesses, we find a positive return on investment in terms of farmer income generated per dollar spent by the US government. To determine the commercial viability of the investments, we estimate the payback period and find the median time it will take a firm to recoup the entire investment through profits is 3.7 years. We estimate the net present value of the entire fund portfolio to be $12.5 million. These estimates rely on conservative assumptions and likely underrepresent the profitability of the investments. Given the positive returns and commercial viability of the agribusinesses, we examine the fund’s role as a first step to “graduate” firms toward investment readiness. Although three firms did access equity investment, we find that the majority of the businesses in the portfolio do not meet investor requirements for deal size and management capacity and are more appropriately financed by commercial lenders. We conclude with recommendations for the implementation and measurement of similar funds.

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Kartashov, Vasily, Raimond Maurer, Olivia Mitchell e Ralph Rogalla. Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities. Cambridge, MA: National Bureau of Economic Research, ottobre 2011. http://dx.doi.org/10.3386/w17505.

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Brown, Jeffrey, Nellie Liang e Scott Weisbenner. Individual Account Investment Options and Portfolio Choice: Behavioral Lessons from 401(k) Plans. Cambridge, MA: National Bureau of Economic Research, giugno 2007. http://dx.doi.org/10.3386/w13169.

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Nahmer, Thomas. Die Investition in Fine Wine unter Diversifikations- und Kostengesichtspunkten. Sonderforschungsgruppe Institutionenanalyse, 2018. http://dx.doi.org/10.46850/sofia.9783941627710.

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Dieses Papier untersucht die Sinnhaftigkeit von Fine Wine als Alternatives Investment unter besonderer Berücksichtigung der Kosten eines Fine Wine Investments. Ist Fine Wine zur weiteren Diversifizierung und damit zur Verbesserung des Risikio-Return-Profils von global in Aktien und Anleihen investierenden Portfolios geeignet? Die Analyse erfolgt in einem ersten Schritt auf Indexbasis und in einem zweiten Schritt auf Basis von realen Investitions-möglichkeiten. Die Referenzwährungen sind der US-Dollar und der Euro. Für die Indexbetrachtung werden auf der Aktienseite der MSCI-World-Index und für die Anleihen der JPM-World-Government-Bond-Index verwendet. Bei den Daten für die Investition in Fine Wine liegt der Fokus auf dem Liv-ex-50-Index der im Jahre 1999 gegründeten Londoner Weinbörse Liv-ex. Bei der realen Investition werden für die Datenanalyse bei Aktien und Anleihen Indexfonds verwendet. Da es für die Investition in Fine Wine keinen Indexfonds gibt, wird der Liv-ex-50-Index inklusive aller Kosten einer realen Investition berechnet. Es werden verschiedene Portfoliozusammensetzungen verglichen. Zum einen wird ein Portfolio aus 50% Aktien und 50% Anleihen einem Portfolio aus 45% Aktien, 45% Anleihen und 10% Fine Wine gegenübergestellt. Zum an-deren wird ein Portfolio aus 25% Aktien und 75% Anleihen gegen ein Portfolio aus 20% Aktien, 70% Anleihen und 10% Fine Wine gemessen. Als Vergleichsmaßstab werden die annualisierte Rendite, die Standardabweichung sowie das Sharpe-Ratio der jeweiligen Portfolios berechnet. Die Ergebnisse für die genannten Zeiträume sind ernüchternd. Die Beimischung von Fine Wine führt auf Indexebene lediglich zu einer leichten Verbesserung der annualisierten Rendite aber zu einer markanten Erhöhung des Risi-kos. Bei der Betrachtung der realen Investition kommen die hohen Kosten eines Investments in Fine Wine zum Tragen. Die annualisierte Rendite ist im Vergleich zu den Portfolios ohne Beimischung von Fine Wine niedriger bei gleichzeitig höheren Risikowerten. Lediglich bei der Betrachtung auf Indexbasis in Euro kann bei einem Portfolio eine leichte Verbesserung der Sharpe-Ratio verzeichnet werden. Bei der Betrachtung nach Kosten führt in allen Fällen die Beimischung von Fine Wine zu einer Verschlechterung der Sharpe-Ratios.

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Horneff, Vanya, Raimond Maurer, Olivia Mitchell e Ralph Rogalla. Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection. Cambridge, MA: National Bureau of Economic Research, luglio 2013. http://dx.doi.org/10.3386/w19206.

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Pratap, Sangeeta, e Carlos Urrutia. Firm Dynamics, Investment, and Debt Portfolio: Balance Sheet Effects of the Mexican Crisis of 1994. Cambridge, MA: National Bureau of Economic Research, maggio 2004. http://dx.doi.org/10.3386/w10523.

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