can reduce the share of risky assets in a household's portfolio. In fact, if its utility function exhibits decreasing …

A multi-country model of intertemporal portfolio choice and the foreign exchange risk premium which incorporates both … nominal price and relative price risk is developed. Portfolio demands are derived and interpreted in terms of diversification …

under which all risk-averse individuals, when presented with a given portfolio, prefer to increase the share of one risky … in their portfolio when assets' returns are correlated. MCSD criteria are expressed in terms of the probability … distributions of the assets and of the underlying portfolio. An empirical application of MCSD is provided using stocks traded on the …

Forecasting the mean returns vector and the covariance matrix is a key feature in implementing portfolio theory. The … sales) was compared with that of seven other estimation methods, and three alternative portfolio selection techniques. This … portfolio performance was clearly improved, although there was little to choose between the various estimation methods. …

The development of a customer portfolio is a logical process for the development of a business. Conceptual work, using … have been documented. Shows how a fabric supplier has developed a system for customer portfolio construction based on …

Portfolio analysis has been subjected to considerable scrutiny in recent years. Describes an attempt to recast it in … does not introduce another new portfolio matrix. Rather it describes a broadly based approach that gives users more control … over portfolio design and analysis. Describes a data‐driven approach to the analysis of competitive position that has its …

investors, aware of the need to incorporate climate change as an additional risk factor into portfolio management, show a …

-cycle portfolio choice model, allowing for these rich features of earnings dynamics helps to better understand the limited …