return on a portfolio
Volatility - return paradigm of foreign private portfolio investment in Nigeria
... private portfolio investment volatility as a determinant of its ...private portfolio investment volatility explains foreign private portfolio investment ...private portfolio returns while ...
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Leverage, return, volatility and contagion: Evidence from the portfolio framework
... the return and volatility in relation to leverage by considering different sized portfolios constructed based on the firm ’s level of debt and taken from a panel of 320 firms distributed over eight European ...
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A RISK-RETURN ANALYSIS ON OPTIMUM PORTFOLIO OF VARIOUS ASSET CLASSES
... in return could very easily affect the entire investment of an ...assets. Portfolio diversification was done within the group that is same industry, it involved ...
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Risk Return Relationship in the Portfolio Selection Models
... (target portfolio return), the rank order of risk or variance-covariance ( υ ) can ...a portfolio using different kinds of means may well give different rankings depending on what k value one is ...
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M2 – An Inclusive Measure of Portfolio Risk Adjusted Return
... adjusted return should give the same set of top 10 performing ...adjusted return measure for evaluating portfolio performance or not, in the developing market – ...
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How to Calculate your Portfolio s Rate of Return A guide to better understanding and calculating various portfolio returns
... of return, enabling them to compare their performance to the appropriate ...Which return measurement should be used, and what are the differences between them? How should they account for contributions to ...
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Kelly's Criterion in Portfolio Optimization: A Decoupled Problem
... general, portfolio optimization problems aim to determine an optimal allocation of wealth among a pool of candidate assets or ...securities. Portfolio optimization was first discussed in 1952 by Harry ...
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Total Return Tax-Free Municipal Bond Portfolio Style
... a portfolio manager for municipal bond ...manage portfolio construction, management, analysis, trading, and research for both tax-free and taxable bond ...
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The Mean Variance Model Revisited with a Cash Account
... required return is lower than the expected return on the portfolio corresponding to the point of intersection be- tween the traditional efficient frontier and the straight line that passes through ...
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INVESTMENT DIVERSIFICATION FACTORS ON PORTFOLIO DECISIONS WITH REFERENCE TO RRT INDUCEMENT
... factors, portfolio investment schemes, risk, return and time period ...reduce portfolio loss and volatility during uncertainty ...and return aspects associated with time period to the ...
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Optimizing pension asset & simulated derivative in Nigeria with minimum required return
... AES portfolio returns with simulated returns of a theoretical call option created from stock price ...AES portfolio returns and AES plus simulated call option return was tested to see if there exist ...
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Optimization of a Portfolio of Indian Companies Using WDO, GA and ALO
... stocks, return remain same or increases but risk start ...expected return, actual return comes ...actual return comes ...actual return comes ...actual return , one must invest in ...
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ROBUSTNESS OF THE HEADQUARTERS-CITY EFFECT ON STOCK RETURNS. Abstract
... market portfolio factor but an equally weighted headquarters-city ...empirical return model, a small firm’s return tends to load on the returns of its city ...city portfolio HML sensitivities ...
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ARTICLE IN PRESS. Journal of Financial Economics
... stock return standard deviation during the past ...time-series return regressions. EXCOMP is the excess monthly return net of the risk-free rate for an equal-weighted portfolio of sin stocks ...
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How to Calculate Retirement Withdrawal and Portfolio Volatility
... expected return of your ...cash return can serve as a ...long-term return to help safeguard against unanticipated expenses and/or burdens on the ...retiree’s portfolio should be built to ...
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Chapter 5 Department of Finance Collection of Accounts Receivable
... 5.70 By contract with the Province, a third party service provider manages all student loans during the time the student is in school, in compliance with repayment agreements or when the loan is less than 270 days in ...
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NZC Strand NZQA Personal Financial Management Credits Achievement Unit Standard 1 What is Money? Level 1 Money General Knowledge
... Level 3 Demonstrate understanding of risk and return for a personal financial investment portfolio. 4 AME PFM16.[r] ...
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Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem
... Modern performance measures differ from the classical ones since they assess the per- formance against a benchmark and usually account for asymmetry in return distributions. The Omega ratio is one of these ...
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Global Style Portfolios Based on Country Indices
... shows portfolio performance statistics for global factor portfolios constructed using equal ...alternative portfolio construction methodologies. Equal portfolio weights is a simple and robust ...
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Online Full Text
... and return for portfolio optimization, performance evaluation and asset ...the portfolio optimization process from traders’ point of ...and return data to portfolio optimization problem ...
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