randomly composed portfolio. The latter model is the one in which the weight of shares is chosen without reference to any … theory. The purpose of the paper is to examine the usefulness of the models in composing the portfolios of investment in the … the randomly selected portfolio, the comparative analysis was done. It was observed that the portfolios composed on the …

macroeconomic risk, investors reduce direct investment and hold more bank deposits. This ‘flight to quality’ leaves banks flush with … scarce liquidity so as to boost investment …

a portfolio component. We use a unique dataset describing 642 US-American portfolio companies with 3620 private equity … and simultaneous investment simulation in stocks, as well as the construction of stock portfolios for benchmarking … outperforms stock investment. In earlier years private equity was underperforming its stock benchmarks. Within the overall class …

In dealing with traded assets, portfolio considerations have been acore component of modern finance. However … problems with losses on credits. Thecrucial ingredients for any portfolio consideration are the correlationsof returns on loans … portfolio composition and to discover further dimensions responsiblefor the magnitude of the effect.Banks as well as regulatory …

position, we leveraged the resultant portfolio of 60/40 to match that of the equity position. When we compare the two …