portfolio investments
The Patterns of cross border portfolio investments in the GCC region: do institutional quality and the number of expatriates play a role?
... massive investments of GCC oil revenues in US and European markets have so- lidified political relationships with the West and have provided the much needed protection to keep the political landscape intact, ...
27
Co-movement of Foreign Direct and Portfolio Investments in Central and Eastern Europe
... ABSTRACT: This paper empirically examines short- and long-run relationships between foreign direct investments (FDI) and volatility of foreign portfolio investments (FPI) in 12 Central and Eastern ...
8
Foreign bias in bond portfolio investments : the role of economic and non-economic factors and the impact of the global financial and sovereign debt crises
... Table VIII Importance of Economic and Non-Economic Factors During Eurozone Debt Crisis The dependent variable is foreign bias FBIAS, the log ratio of the share of a host country country [r] ...
52
Journal of Business and Management Sciences
... and portfolio investments affected economic growth in long run in Central and Eastern Europe, Albulescu contributed to the literature interesting empirical results with a panel ...and portfolio ...
6
An Analysis into Interrelationship between Foreign Institutional Investments, Stock Market Returns and Exchange Rate Movement
... Indian Capital markets have seen a surge of Capital inflow post 1992 after Securities Exchange Board of India was incorporated. One of the major economic reforms in the capital market was to allow Foreign ...
8
Sub-optimal international portfolio allocations and cost of capital
... of portfolio allocation, the ICAPM prescribes that equity portfolio investors should hold a well-diversified world portfolio as the benchmark (see Solnik, 1974; Adler and Dumas, 1983; Lewis, ...
42
FOREIGN DIRECT INVESTMENT IN INDIAN RETAIL SECTOR Sushil Kumar*
... Foreign investments have played a pivotal role in India to supplement the low level of domestic ...foreign investments in India takes the form of direct investment and portfolio investment which are ...
7
An Analytical study on Foreign Direct Investment in India
... Foreign direct investment (FDI) has become increasingly important in the developing world, During the past two decades, with a growing number of developing countries succeeding in attracting substantial and rising ...
5
Shanghai Hong Kong stock connect: an analysis of Chinese partial stock market liberalization impact on the local and foreign markets
... liberalization focusing primarily on the liberalized domestic market, we focus on comparing the liberalization impacts on both emerging and mature markets. 2) Unlike two existing studies (Huo and Ahmed, 2017; Lin, 2017) ...
50
Portfolio in Turkish Economy, and A Long Termed Relation Between Foreign Direct Investments and The Growth, and The Structural Breakage Analysis (1980 2012)
... direct investments and portfolio investments on the growth that is theoretically presented for the finance of ...foreign investments and growth in the Turkish ...capital investments ...
13
Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice
... intertemporal portfolio choice requires dynamic program- ming, or numerical ...Continuous-time portfolio choice provides useful understanding of strategic asset allocation in terms of hedging and ...
22
RiskDecomposition f o r P o r t f o l i o S i m u l a t i o n s
... We describe a method to compute the decomposition of portfolio risk in additive asset components suitable for numerical simulations. The standard results in the covariance frame- work provide risk components ...
17
ESSAYS ON INVESTMENTS
... A portfolio long funds in the bottom quintile and short funds in the top quintile of momentum over the past two quarters produces an annualized abnormal return of ...
81
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 ...
40
ICT Diffusion, Innovation Systems, Globalisation and Regional Economic Dynamics: Theory and Empirical Evidence ESRI WP233 April 2008
... for investments in ICT is by no means simple for several ...the investments are of at least four kinds: hardware, software, network infrastructure (communications equipment), and, in principle also training ...
94
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
... 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
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 ...
31
Real Time Investments with Adequate Portfolio Theory
... adequate portfolio theory it is necessary to analyse the geometric image of investment ...the portfolio risk is deferred in abscissa, portfolio profitability possibilities – in ordinate, and the ...
16
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