Septima Conferencia Iberoamericana de Complejidad, Informatica y Cibernetica, CICIC 2017 - 7th Ibero-American Conference on Complexity, Informatics and Cybernetics, CICIC 2017; Orlando; United States; 21 March 2017 through 24 March 2017; Code 131437 / The digital management model portfolio emerges as an alternative for the evaluation of the learning that acts as support in the performance of the process of teaching and the continuous improvement of the students learning process, in the course thesis of the computing and systems engineering program, providing the opportunity for being the host of his own learning. The main feature of this tool is that allows the evidence management and the self-assessment of this learning involving cognitive and metacognitive processes leading to consider it one of the most important educational innovations in the university environment.

This paper analyzes theperformance of five commercial real estate property types (office, retail, industrial, apartment, and hotel) between 2000 and 2012 to determine the U.S. housing crisis'simpact on Real Estate investing. Under the concept of Modern Portfolio Theory, the data was analyzed using investment analysis programs to determine correlation, risk/return characteristics, and trade-offs (Sharpe ratio) as well as the optimal allocation among the individual property types. In light of the results, each property type plays a different role in investment strategies in various economic cycles. Some assets are attractive solely based onpotential return, or risk for return tradeoffs; however, through diversification, other property types play valuable roles in hedging risk on investors' target returns.

Thesis (MBA)--Stellenbosch University, 2015. / ENGLISH ABSTRACT: The academic view on project portfolio management is not as well formulated as in commercial literature (PMI / APM / IPMA). It is not understood if there is sufficient agreement in academia for a universally accepted definition of project portfolio management and its value contribution. A structured literature review was conducted to determine if there are commonly reoccurring project portfolio management principles identified in academic literature and to find the most suited definition of PPM. The research revealed a number of principles that are consistently referenced by the various articles. A suitable definition to satisfy the majority of the articles was not identified and the author proposes a definition to suit the academic content.

published_or_final_version / Business Administration / Master / Master of Business Administration

published_or_final_version / Mathematics / Master / Master of Philosophy

No description available.

Studien undersöker vad fyra studenter på studie- och yrkesvägledarprogrammet anser karriärportföljen tillför gällande kompetensutveckling, lärande och självinsikt. Syftet med studien är att undersöka erfarenheter av att använda karriärportföljen som verktyg och hur studenterna anser att de kompetensutvecklats. Arbetet belyser hur studenterna resonerar kring karriärportföljen. Starka sidor är det överblickande perspektivet av studierna och hur det påverkar kompetensutveckling, lärandeprocessen och självinsikten. Det belyser även påverkansfaktorer som medför att studenterna inte använder karriärportföljen under alla kurser. Resultatet av undersökningen visar dels att studenterna saknar formell återkoppling och att de anser att det blir betungande att arbeta extra med karriärportföljen utöver kursens vanliga arbeten. Dessutom visar resultaten behov av att revidera syftet samt strukturen och ramarna för karriärportföljen. På så vis skapas en tydlig målbild som motiverar studenterna att använda portfolion.

This project has three parts. The first part is to use the efficient frontier and find the tangency portfolio to form our optimal portfolio. We built our portfolio using the Interactive Brokers software and rebalanced every week for 4 holding periods to see the relationship between our projected returns and actual market returns. In the second part we considered the Capital Asset Pricing Model (CAPM) and ran linear regressions on the stocks we chose in the first part of the project. This process is based on our idea of finding the systematic risk in each stock to improve our stock choosing ability. In the last part we introduce the concept of factor models and add more factors into our original CAPM model. Via a back-testing method, we test the reasonability of our factors and give advice to further improve our portfolio optimization project.

Student Number : 0204111E - M Com research report - School of Economic and Business Sciences - Faculty of Commerce / As organisations continuously attempt to do more with less, Chief Information Officers (CIOs) must manage their portfolio of IT investments more effectively and efficiently. In order to achieve this, CIOs can adopt a portfolio management approach; however, there are barriers to the adoption to IT portfolio management. The purpose of this research was to explore the barriers to adoption of IT portfolio management. The barriers were identified by respondents from various sectors and across various levels in their organisations and then ranked in order to determine the most critical factors that impede adoption of IT portfolio management. Data was collected using the Delphi ranking type method, and targeted at CIOs, IT executives, and project managers. The questionnaire was designed to identify perceptions of the most significant barriers to IT portfolio management adoption and strategies for mitigating the effects of these barriers were drawn from the literature. The rank order of 11 barriers was determined from the individual ratings and rank orders of 38 respondents in the final phase with ‘the lack of executive sponsorship, support, and understanding of IT portfolio management’ being ranked as the most critical barrier.

This study contributes to the debate on active and passive portfolio management by providing an alternate means of constructing an active portfolio. This “fusion strategy” has underpinnings in the realm of behavioural finance, namely the value-growth phenomenon and the momentum effect. The fusion strategy developed in this study was compared against two passive benchmarks and four active benchmarks. All returns are calculated net of transaction costs, initially set to 1% per month per share. Statistical testing, done via stochastic dominance, yielded inconclusive results in the majority of cases. The exception however, was that Fund B stochastically dominated the fusion strategy at second order. This implies that a risk-averse investor would prefer to invest in Fund B. By the use of Sharpe and Treynor ratios, the results were also inconclusive. However, the Sortino ratio shows that the fusion strategy outperforms all benchmarks chosen, except Fund A. The performance of the fusion strategy was also not induced by either a sector rotation strategy, the existence of the January effect or by the level of transaction costs.