نتایج جستجو برای: weight method enables investors to form multiple portfolios
تعداد نتایج: 11198187 فیلتر نتایج به سال:
We propose a new multiple-benchmark tracking-error model for portfolio selection problem. The tracking error of a portfolio from a set of benchmark portfolios is defined as the difference between its return and the highest return from the set of benchmarks. We derive closedform solution of our portfolio strategy, whose main component is the sum of the benchmark portfolios weighted by their resp...
Institutional investors enjoy a significant influence on the corporations and play a strategic role because of owning a considerable portion of corporate shares and due to their supervision role. Moreover, they have sufficient incentives and authority to closely monitor the managers and make changes in the corporate structures. This paper is to examine the effects of the presence of institution...
abstract this study is an attempt to determine the effect of nano- technology education on science lesson for fifth grade in primary school in the city of kermanshah. this research is experimental and is conducted in the from of pre-test and post- test for the control group. an achievement test was administered to determine the rate of learning in the students. the research is an applied one. ...
This study constructs active Islamic portfolios using a multi-style rotation strategy, derived from the three prominent styles, namely, momentum, value, and quality investing. We use the stocks that are consistently listed in the U.S. Dow Jones Islamic index for a sample period from 1996 to 2012. We also include two macroeconomic mimicking portfolios to capture the premiums of industrial produc...
This study investigates the patterns of integration emerging and frontier equity markets with US stock market during period 2002–2014 characterised by financial turmoil instability. To add rigour to study, overcome limitations simple correlation analysis integration, produce more robust results, we propose a nested analytical approach based on three-tiered research design. The first level uses ...
The paper deals with the application of stochastic optimization principles for investment decision making. authors present management system based on an adequate portfolio model. For optimal construction and stock selection, method stochastically informative expertise ranging is used. Investment portfolios in equity currency markets are formed considering investor risk tolerance preference leve...
implicit and unobserved errors and vulnerabilities issues usually arise in cryptographic protocols and especially in authentication protocols. this may enable an attacker to make serious damages to the desired system, such as having the access to or changing secret documents, interfering in bank transactions, having access to users’ accounts, or may be having the control all over the syste...
The article contains an analysis of stock exchange trading on the market in terms attracting speculative capital. authors emphasize that index is a complex indicator calculated through system grouping prices for various financial assets with different price boundaries, respectively; this brings into one indicator. It has been proven futures and options contracts individual institutional investo...
In investing, investors will try to limit all the risks in managing their investments. Investor strategies minimize investment risk are diversification by forming portfolios, one of which is Mean-Variance without risk-free assets. The calculation results show composition optimum portfolio return for each stock that forms portfolio. Optimum obtained with wT = (0.39853, 0.25519, 0.13644, 0.09788,...
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