Investment strategies
Analysis of investment strategies: a new look at investment returns
... Intuition suggests that constraint investment strategies will result in losses due to a limited portfolio allocation. Yet prior research has shown that this is not the case for a particular set of ...
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Intertemporal Investment Strategies under Inflation Risk
... intertemporal investment strategies under inflation risk by extending the intertemporal framework of Merton (1973) to include a stochastic price ...while investment activities and wealth evolution are ...
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Rating the Stock Market Performance through Zero-Investment Strategies
... Positive notional returns are obtained by interlocking the exercise of the long call and the no exercise of the short put. The return on the latter (+1) compensates the impact of the cost of the former 1 on the ...
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Profitability of Style based Investment Strategies: Evidence from India
... trading strategies constructed from combinations of company attributes/styles like size, value, liquidity, profitability, earnings surprises and prior returns for India is ...on investment strategies ...
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Contrarian and Momentum Investment Strategies in Pakistan Stock Exchange
... The literature provides enormous evidences about the profitability of the contrarian and momentum investment strategies and their behaviour. Nevertheless, there is much less evidence that whether these ...
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A Technical Note on Australian Default Superannuation Investment Strategies
... default investment strategies relative to individual investors’ ...‘growth’-based investment account and the balance transferred to a ‘cash’-based investment account, with the proportions ...
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Investment Strategies and Risk Management for Participating Life Insurance Contracts
... suitable investment strategies aimed at minimizing this ...proposed investment strategy minimizes the overall default risk of the insurance company, both in terms of probability of default and ...
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IPO investment strategies and pseudo market timing
... of investment strategies as “each-IPO investment ...each-IPO investment strategy, the capital invested varies with IPO ...these strategies implicitly assume that investors do not face a ...
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Chinese investors investment strategies in the Australian residential property market
... unique investment strategies of the private investors from China which emphasised on non- capitalist factors such as early education and residential tourism were identified, alongside with some insights on ...
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An Alternative Viewpoint: A Case for Long/Short Investment Strategies
... an investment agreement or investment ...specific strategies or securities are provided solely in the context of this document and are not to be considered recommendations by ...Lazard’s ...
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P/E and EV/EBITDA Investment Strategies vs. the Market
... According to the EMH, specific investment strategies or trading rules do not produce superior returns. Several studies have tested the efficiency of such rules, and most of them have failed. Nevertheless, ...
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LONG TERM PASSIVE INVESTMENT STRATEGIES AS A PART OF PENSION SYSTEMS
... A detailed analysis of selected long term stock market investment strategies as well as the comparison of passive and active investment strategies was conducted also by other authors. For ...
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Investment Strategies of Institutional Investors: The Private Equity Case
... equity investment data of multiple institutional investors for other products than fund ...the investment strategies of a number of ...real investment data as opposed to simulated returns or ...
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Evaluation of Multi-Asset Investment Strategies with Digital Assets
... Usually, investors want to control the risks of their portfolio. However, the strategies of the MPT-family include risk only in terms of expected portfolio variance. Krokhmal et al. (2003) note that often ...
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Sovereign Debt Contract and Optimal Consumption-Investment Strategies
... second investment technology constitutes the possibility for the sovereign borrower to lend at the risk-free ...riskless investment opportunity drives a wedge between our study and the one of Chang and ...
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Essays on Optimal Hedging and Investment Strategies and on Derivative Pricing.
... trading strategies which go long in contracts which have had high hedging pressure in the past and short in contracts which have had low hedging pressure in the past, could be ...
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Is there a Vicious circle in Muslim World? Trade competitiveness and investment strategies
... In the present inclination of globalization, the responsibility of economic development has largely been shifted on corporate sector from the governmental agencies. Financial markets’ experiences have shown that ...
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Investment strategies and compensation of a mean-variance optimizing fund manager
... that strategies optimal in a game-theoretic sense might not be optimal in a classical sense; and vice ...trading strategies that maximize their satisfaction from ...trading strategies pursued by fund ...
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Challenging Economic Conditions Change BI Investment Strategies
... The combination of these factors and stories of past BI failures can make BI a difficult investment to justify in challenging economic times. Businesses are looking for lower-‐risk, quicker-‐time-‐to-‐value ...
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