A Scalable Method for Visualising Changes in Portfolio Data

A S alable Method for Visualising Changes in Portfolio

Visualising changes in fund manager holdings in two and a half-dimensions

We explore a multiple-view, or overview and detail, method for visualising a high dimensional portfolio holdings data-set with attributes that change over time. The method employs techniques from multidimensional scaling and graph visualisation to find a two dimensional mapping for high dimensional data. In both the overview and detail views, time is mapped to the third dimension providing a tw...

Three steps method for portfolio optimization by using Conditional Value at Risk measure

Comprehensive methods must be used for portfolio optimization. For this purpose, financial data of stock companies, inputs and outputs variable, the risk measure and investor’s preferences must be considered. By considering these items, we propose a method for portfolio optimization. In this paper, we used financial data of companies for screening the stock companies. We used Conditional Value ...

Portfolio Performance Evaluation in a Modified Mean-Variance-Skewness Framework with Negative Data

   The present study is an attempt toward evaluating the performance of portfolios using mean-variance-skewness model with negative data. Mean-variance non-linear framework and mean-variance-skewness non- linear framework had been proposed based on Data Envelopment Analysis, which the variance of the assets had been used as an input to the DEA and expected return and skewness were the output. C...

Achieving Regional Convergence through the Role of Foreign Direct Investment and Portfolio Investment: Evidence from ASEAN+3

T he purpose of this study is to analyze the effect of foreign direct investment and portfolio investment on the convergence occurrence of economic growth of countries in the ASEAN + 3 region and to determine the time or speed required to achieve convergence. The type of data used in this research is secondary data panel which is combination between time series data and cross-section...