Portfolio Decisions
Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting
... and portfolio decisions of time-inconsistent individuals by incor- porating the stochastic hyperbolic preferences of Harris and Laibson (2013) into the classical model of Merton (1969, 1971) with constant ...
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INVESTMENT DIVERSIFICATION FACTORS ON PORTFOLIO DECISIONS WITH REFERENCE TO RRT INDUCEMENT
... a portfolio of investments. The portfolio is likely to comprise financial assets (bank deposits, bonds, stocks, and so on) and real assets (motorcycle, house, and so ...The portfolio may be the ...
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Risk overhang and loan portfolio decisions
... loan portfolio composition away from their current (perhaps illiquid) loan portfolio ...lending portfolio concerns such as loan overhang should loom larger for small banks than for large ...
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Investment and portfolio decisions with uncertainty and market frictions: theory and application to microfinance
... The idea of the CAPM was extended by Merton (1971, 1973) to a continuous time setup with dynamic portfolio choice, called the intertemporal capital asset pricing model (ICAPM). Arbitrage pricing theory (APT) as ...
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Using Project Management Information Systems (PMIS) To Improve R&D Portfolio Decisions
... •Probability of technical success •Market valuation Project Reports Capacity Reports SAP Business Warehouse Actual LRL Global Employees Time Entry Financial Plan Functional Capacity Pl[r] ...
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Optimal life cycle portfolio choice with housing market cycles
... their statistical signicance. Given the low statistical signicance, there is an intense debate on whether the serial correlation is just spurious (Lanne (2002)) while the large string of portfolio choice ...
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8-13-2013 12:00 AM The Role of Self-Brand Overlap in Consumer Evaluations of Brand Portfolio Management Decisions
... conditions. Furthermore, those in the high overlap condition were more likely to hold negative views of the corporation than those low in self-brand overlap when their brand is eliminated. However, considering that this ...
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The Capacity Implications of the Search for Alpha
... This view of hedge fund management has a direct impact on the potential capacity of the hedge fund industry. To figure out the capacity of the hedge fund industry, we start by quoting from Cochrane [1999]: “… the average ...
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On flexibility, capital structure, and investment decisions for the insured bank
... Our findings show that with no opportunities to revise portfolio decisions, optimal bank financing and investment policies are bang-bang; that is, shareholders will either fully prot[r] ...
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Chapter 4.3 Using the Analytic Hierarchy Process to Improve Enterprise Project Portfolio Management
... project portfolio management (PPM) decisions in both commercial and government ...complex portfolio decisions, to reach consensus on project priorities, and to measure portfolio ...best ...
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A Brief Survey on Equity investors Risk Perception and Portfolio Management
... on portfolio decisions is critical to comprehend their diverse investment ...for portfolio decisions and temporarily examines effects of risk resilience and risk discernment on their ...
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Constructing Empirical Likelihood Confidence Intervals for Medical Cost Data with Censored Observations
... right portfolio decisions are nearly ...the portfolio outcome may drive managers to make educated guesses based on past experiences with portfolio successes and ...The portfolio ...
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Understanding the Best Approaches and Tools to Manage the Complexity of Innovation
... The other important aspect that successful innovation management programs have is effective technology solutions that adequately support the business strategy and processes. Companies need to look for technology ...
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Operational risk in current assets investment decisions: Portfolio management approach in accounts receivable
... the portfolio management theory to determine the level of accounts receivable in a ...the portfolio management approach could increase the ...the portfolio theory as well as gau- ging the potential ...
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RiskDecomposition f o r P o r t f o l i o S i m u l a t i o n s
... of a portfolio. The expected shortfall, the average of all losses exceeding a given percentile, is a very useful risk measure and is widely used in many risk management applications. However, particularly when ...
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The Impact of Ownership Structure on Firm Performance: Evidence From a Large Emerging Market
... While our prior results indicate that foreign institutional share holdings have no significant impact on firm performance as measured by ROA, the results show that there is a significant positive relationship when firm ...
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An i n t r o d u c t i o n t o Mo d e r nP o r t f o l i o T h e o r y : Ma r k o w i t z , C A P - M APT a n d B l a c k - L i t t e r m a n
... If, for example, we have one view, namely that one of the stocks is going to perform better than the return found in the previous section, the portfolio with views will be broadly similar to the market ...
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Turning Portfolio Management into Decisions
... • Strategic Alignment of projects and programs with the Strategic Alignment of projects and programs with the Mission and Enterprise Goals. Mission and Enterprise Goals[r] ...
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Transformation of Business Process Outsourcing
... A Portfolio Company of Undisclosed Value A Portfolio Company of Acquired by Undisclosed Value Sale to A Portfolio Company of Undisclosed Value A Portfolio Company of Sale to Undisclos[r] ...
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Determining the Optimal Portfolio Size on the Nairobi Securities Exchange
... optimal portfolio size for investors on the Nairobi Securities Exchange in ...the portfolio risk was computed. The study found that portfolio risk reduced as the number of securities in the ...
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