نتایج جستجو برای: international portfolio diversification
تعداد نتایج: 346550 فیلتر نتایج به سال:
This report was commissioned by the IRPA President to provide an assessment of the impact on members of IRPA Associate Societies of the introduction of ICRP recommendations for a reduced dose limit for the lens of the eye. The report summarises current practice and considers possible changes that may be required. Recommendations for further collaboration, clarification and changes to working pr...
In this work we address the following problem: Having chosen a well diversified portfolio, show how to improve on its return, maintaining diversification. order achieve boost return construct neighborhood of portfolio and find that maximizes in neighborhood. For use method maximum entropy mean yields any possible up within The implicit bonus is if benchmark has acceptable risk diversification, ...
The International Commission on Radiological Protection (ICRP) system of protection consists of existing, planned, and emergency exposure situations. With the 2007 Recommendations in ICRP Publication 103, a coherent approach has been established that emphasises the optimisation of protection with appropriate constraints or reference levels in each exposure situation. Existing exposure situation...
An international portfolio allows simultaneous investment in both domestic and foreign markets. It hence has the potential for improved performance by exploiting a wider range of returns, and diversification benefits, than portfolios investing in just one market. However, to obtain the most efficient portfolios (along with the usual management of assets) the risks from currency fluctuations nee...
Abstract Analyzing several developed and emerging international markets, I test the ability of global, regional, local models to explain a large set 134 cross-sectional anomalies. My main finding is that both global regional factor create substantially larger average absolute alphas than models. Annual (absolute) anomaly portfolio are on 1.7 1.1 percentage points higher, respectively, with Even...
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