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portfolio composition

High-low Strategy of Portfolio Composition using Evolino RNN Ensembles

High-low Strategy of Portfolio Composition using Evolino RNN Ensembles

... investment portfolio composition using distribution parameters is much more informative than using separate ...of portfolio composition is new and very interesting for research, and for ...

8

Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market

Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market

... the portfolio managed 55 and they don’t evaluate that it’s possible to differentiate investments not only using a different set of funds but also investing a higher/lower percentage of wealth in a particular ...

19

Bank interest rate margin, portfolio composition and institutional constraints

Bank interest rate margin, portfolio composition and institutional constraints

... Dependent Variable AIS Bank specific variable Size of Operations Credit Quality Risk Aversion Loan Quality Operational Inefficiency Liquidity Risk Proportion of Commercial and Industrial[r] ...

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Cojumps and Asset Allocation in International Equity Markets

Cojumps and Asset Allocation in International Equity Markets

... portfolio composition. For this purpose, we compare the optimal portfolio weights for an investor who recognizes idiosyncratic and systematic jumps and another investor who ignores them and assumes a ...

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Factors affecting Gumhoria Bank’s profitability. Empirical evidence from biggest commercial bank in Libya

Factors affecting Gumhoria Bank’s profitability. Empirical evidence from biggest commercial bank in Libya

... be summarized as following, Pilloff and Rhoades (2002) discus the positive relationship of the size with bank’s profi tability. The bank-size also aff ected by the operating effi ciency. Molyneux and Seth (1998); Ramlall ...

9

Application of Performance Ratios in Portfolio Optimization

Application of Performance Ratios in Portfolio Optimization

... However, as was stated above, the process of selecting the portfolio composition consists of two stages. While the focus in the present literature is given mostly to the development of new models and more ...

9

Optimal Asset Allocation Strategy for Defined Contribution Pension Plans with Different Power Utility Functions

Optimal Asset Allocation Strategy for Defined Contribution Pension Plans with Different Power Utility Functions

... replicating portfolio, the optimal portfolio composition of pension plan financial wealth (aug- mented pension wealth + short-sold wage replicating portfolio) is horizon ...

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Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice

Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice

... non-myopic portfolio strat- egies depend on the investor’s opportunity set in future ...optimal portfolio composition than an investor who holds the portfolio one ...the portfolio ...

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Determinants of Bank Efficiency: Evidence from Czech Banking Sector

Determinants of Bank Efficiency: Evidence from Czech Banking Sector

... One of the main characteristic specifi c to each bank is portfolio composition. Therefore, the loans- to-total assets ratio (L/A) and deposits-to-assets ratio (D/A) are included among explanatory variables. ...

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A Developed Algorithm For L Fuzzy Multistage Portfolio Optimization Model

A Developed Algorithm For L Fuzzy Multistage Portfolio Optimization Model

... Abstract - Decision makers usually have to face many types of constraints like budget, human resource and etc., while undertaking any new projects. These constraints play a vital role to satisfy their requirements and ...

6

Microfinance institutions and efficiency

Microfinance institutions and efficiency

... loan portfolio), one would conclude that efficiency of MFIs in Bolivia is associated with building large portfolios, while efficiency of MFIs in Nicaragua has to be assessed in terms of the number of loans or the ...

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Composition Portfolio

Composition Portfolio

... this portfolio is written, as well as my fondness for this particular poem, I thought it appropriate to try and align music to some sense of the sentiment of this important literary work, or at the very least ...

216

LPORM.pdf

LPORM.pdf

... the portfolio as a ...and portfolio risk management should include a review of portfolio objectives and risk tolerance levels, portfolio diversification and concentrations, loan policies, loan ...

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Optimazed Mutual Funds Investment Portfolio Through Good Corporate Governance And Financial Banking Performance

Optimazed Mutual Funds Investment Portfolio Through Good Corporate Governance And Financial Banking Performance

... funds portfolio investment could be achieved by 6-7 kind of equity mutual funds, nine to ten per kind of balanced mutual funds, 13-14 kind of fixed income mutual funds and 12-13 kind of money market mutual funds, ...

9

Modelling emerging market risk premia using higher moments

Modelling emerging market risk premia using higher moments

... Mean of Market Portfolio Standard Deviation of Market Portfolio Market Crash of October 1987 Included Skewness of Market Portfolio -1.5855 Kurtosis of Market Portfolio 8.3215 GMM Estimat[r] ...

52

Problem formulation in a South African organization  Executive summary

Problem formulation in a South African organization Executive summary

... This case is described in Portfolio Report 1 (pages 18 to 20). A newly-formed business unit took over the provision of telecommunications services to the Eskom head office, in which over 3 000 telephone extensions ...

121

Carnivalesque expressions in musical composition: a Colombian perspective - volume 1: analytical commentary; volume 2: portfolio

Carnivalesque expressions in musical composition: a Colombian perspective - volume 1: analytical commentary; volume 2: portfolio

... The process of problematisation has been embodied in different ways in the pieces comprising my portfolio. Some of them constitute a reflection on the coexistence of music with environmental noise, including ...

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Analytical Portfolio Value at Risk

Analytical Portfolio Value at Risk

... shares portfolio and the market bonds portfolio such as in Campbell et ...the portfolio VaR and how would the proportions of the two portfolios influence this overall portfolio VaR? Usually, ...

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ANALYSIS OF PORTFOLIO PERFORMANCE EVALUATION IN 2008 AND 2013 CRISIS YEAR, INCLUDED PERFORMANCE SIMULATION IN RECENT 2018 YEAR (THE CASE OF JAKARTA ISLAMIC INDEX-JII STOCK ON INDONESIAN STOCK EXCHANGE)

ANALYSIS OF PORTFOLIO PERFORMANCE EVALUATION IN 2008 AND 2013 CRISIS YEAR, INCLUDED PERFORMANCE SIMULATION IN RECENT 2018 YEAR (THE CASE OF JAKARTA ISLAMIC INDEX-JII STOCK ON INDONESIAN STOCK EXCHANGE)

... that portfolio performance of big cap stock on the Indonesian Stock Exchange is better than small cap stock in the bearish market (crisis) condition in 2010-2015 ...stock portfolio on the Malaysian Stock ...

18

Understanding the Impact of Weights Constraints in Portfolio Theory

Understanding the Impact of Weights Constraints in Portfolio Theory

... variance portfolio (MIN) and the MDP/MSR ...the portfolio concentration and the ...the portfolio is rebalanced every end of the ...MIN portfolio contains 14 stocks whereas the MSR ...

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