Impact of Portfolio Strategies on Portfolio Performance and Risk

the impact of portfolio assessment on iranian efl students essay writing: a process-oriented approach

this study was conducted to investigate the impact of portfolio assessment as a process-oriented assessment mechanism on iranian efl students’ english writing and its subskills of focus, elaboration, organization, conventions, and vocabulary. out of ninety juniors majoring in english literature and translation at the university of isfahan, sixty one of them who were at the same level of writing...

Investment Strategies, Fund Performance and Portfolio Characteristics

This paper provides extensive evidence on portfolio characteristics of mutual funds and studies the relation between fund performance and the fund manager's investment strategy. The results show that neither momentum characteristics nor the valuation of stocks can explain differences in fund performance. However, the paper finds a negative firm-size effect that partly explains previous findings...

On portfolio risk estimation

Price Impact and Portfolio Impact ∗

We study survival, price impact and portfolio impact in heterogeneous economies. We show that, under the equilibrium risk-neutral measure, long-run price impact is in fact equivalent to survival, whereas longrun portfolio impact is equivalent to survival under an agent-specific, wealth-forward measure. These results allow us to show that price impact and portfolio impact are two independent con...

Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters

When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy minimizes a weighted combination of the expected value and the variance of the execution cost, where the weight is given by a nonnegative risk aversion parameter. The execution cost is determined from price impact func...