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Portfolio Management - Project Selection & PrioritisationLiu, Cheng-Wei January 2012 (has links)
Selecting the right project is critical for an organisation's success because resources are limited. From an economics perspective, the loss in opportunity for an organisation in doing the wrong project is expensive. This investment can be used for doing the right project for achieving competitive advantage and implementing business strategies. As a result, there are many frameworks with techniques and tools available in the literature for assisting organisations in project selection and prioritisation. All techniques or tools have their own advantages and disadvantages and these frameworks do not fit “one for all”. The framework can be business specific; therefore it is necessary to understand what the targeted industry considers as the “best practice”.
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Portfolio selection using Archimedean copula methods06 June 2012 (has links)
M.Comm. / This study analyzes the effect of the subprime crisis on portfolio allocation from the perspective of dependence structure. Empirical evidence has proved that the multivariate normal distribution is inadequate to model portfolio asset return distribution - firstly because the empirical marginal distributions of asset returns are skewed and fat tailed; and secondly because it does not consider the possibility of extreme joint co-movement of asset returns (Fama and French, 1993; Richardson and Smith, 1993; Géczy, 1998; Longin and Solnik, 2001; Mashal and Zeevi, 2002). This study employs Archimedean copulas to capture both the dependence structure and the asymmetry of asset returns in the tails of the empirical distributions.
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Mapeamento/posicionamento do Portfolio de soluções na EFACEC SEVieira, Bruno Miguel Martins January 2009 (has links)
Estágio realizado na EFACEC, S.E. e orientado pelo Eng.º Rui Lameiras / Tese de mestrado integrado. Engenharia Industrial e Gestão. Faculdade de Engenharia. Universidade do Porto. 2009
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Stock market predictability and tactical asset allocation /Rey, David. January 2004 (has links)
Thesis (doctoral)--Universität St. Gallen, 2004.
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Branchenstrategien in der integrierten Asset-Allocation /Niebuhr, Philippe. January 2001 (has links) (PDF)
Diss. Wirtsch.-wiss. St. Gallen, 2000 ; Nr. 2464. / Literaturverz.
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Portfolio of compositionsSomerville, Ryan Thomas January 2014 (has links)
No description available.
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An Explanation of "Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification"Taylor, Fred C 01 January 2016 (has links)
This paper explains the mathematics behind the model for portfolio selection presented by Boyle et al. in their 2012 paper, Keynes Meet Markowitz: The Trade-Off Between Familiarity and Diversification. First, I unpack the theoretical background of portfolio selection, as developed by Harry Markowitz and William Sharpe. Second, I explain the model proposed by Boyle et al. and also connect their work to their theoretical forefathers. Lastly, I replicate some of the results of their paper and comment on the significance of their model.
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The Floating WorldHopkins, John January 2000 (has links)
No description available.
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Constructing efficient portfolios : alternative models and discrete constraints - a computational studyHorniman, Michael David January 2001 (has links)
No description available.
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Reputation, opportunism and crowd behaviour in debt marketsMorrison, Alan D. January 2000 (has links)
No description available.
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