contrarian strategy by believing that loser portfolio will experience of rebound conversely degradation at share winner portfolio …

Mutual Funds are the most common form of investment for the average household. They offer a fair amount of return for a … limited amount of risk. Segregated Funds, which are, simply put, mutual funds with additional features, have grown in … popularity as of late. It is something of great interest to understand the risks and returns of the fund types and better grasp …

useful treatment to the problems of asset pricing and diversification. Hence, the new approach contained in the post …

-stage deals. Risk appetite has also declined post the financial crisis. …

degree of diversification. The performance of the banks is measured by the return on assets ratio (ROA) and the Risk Adjusted …The current paper analyzes the performance and the choice of portfolio in Islamic banks. We consider a sample of 8 … Return On Capital ratio (RAROC). Finally, we use the Modern Portfolio Theory (MPT) of Markowitz to define the efficient …

. It has been theoretically argued that this culminates in suboptimal portfolio diversification which in turn adversely … invariably handicapped in terms of portfolio diversification. We also explored dimensions which may account for differences in … relative investment performance between Islamic and conventional portfolios such as portfolio constraints, length of investment …

This paper studies the particularities of portfolio selection on the Romanian stock market using the risk-return …

the Gibbs sampler. An application to the global portfolio diversification is also discussed. …Departure from normality poses implementation barriers to the Markowitz mean-variance portfolio selection. When assets …