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PARTICULARITIES CONCERNING THE PROFITABILITY AND THE FINANCIAL INSTRUMENTS PORTFOLIO RISK
MINEA, Valentina; MANEA, Liliana; LUPU, Maria - In: Internal Auditing and Risk Management 2 (2013) 30, pp. 189-201
helped the portfolio management named also the management of financial assets to enter into a most favorable environment. The …
Persistent link: https://www.econbiz.de/10010726388
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Forward dynamic utilities: a new model and new results
Moawia, Alghalith - Volkswirtschaftliche Fakultät, … - 2010
, we introduce Hausdorff-continuous viscosity solutions to the portfolio model. …
Persistent link: https://www.econbiz.de/10008633344
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General closed-form solutions to the dynamic optimization problem in incomplete markets
Moawia, Alghalith - Volkswirtschaftliche Fakultät, … - 2009
the optimal portfolio as a function of the optimal consumption and show the impact of optimal consumption on the optimal … portfolio. …
Persistent link: https://www.econbiz.de/10008457184
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GENERAL CLOSED-FORM SOLUTIONS TO THE DYNAMIC OPTIMIZATION PROBLEM IN INCOMPLETE MARKETS
Alghalith, Moawia - Department of Economics, University of the West Indies - 2009
the optimal portfolio as a function of the optimal consumption and show the impact of optimal consumption on the optimal … portfolio. …
Persistent link: https://www.econbiz.de/10008459964
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THE INTERACTION BETWEEN THE FINANCIAL SECTOR AND THE REAL SECTOR: A STOCHASTIC MODEL
ALGHALITH, MOAWIA; POLIUS, TRACY - In: Annals of Financial Economics (AFE) 07 (2012) 02, pp. 1250009-1
Using a stochastic factor model, we devise a method to estimate the marginal impact of real GDP on the stock market. We apply our approach to the Jamaican financial market.
Persistent link: https://www.econbiz.de/10010699490
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Formalization of Investment Process in Portfolio Game
Jančar, Martin - In: Bulletin of the Czech Econometric Society 7 (2000)
Portfolio space (first time published at [1]) enables us to formalize economic activities in bookkeeping framework. In … of one new product. In paper [3] portfolio play was emiched about relative price of money interest rate and also unit … was defmed. In this paper author has defined some key vectors of investment decision process. The process is decomposed …
Persistent link: https://www.econbiz.de/10008528788
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RISK MEASUREMENT USING THE ? (BETA) COEFFICIENT FOR FINANCIAL INVESTMENT COMPANIES
Berceanu, Dorel; Sichigea, Nicolae; Militaru, Daniel - In: Annals of University of Craiova - Economic Sciences Series 1 (2014) 42, pp. 279-288
coefficient at financial investment companies (FICs). Thus, of the 82 companies listed on the first three categories of the …
Persistent link: https://www.econbiz.de/10010798215
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New methods of estimating stochastic volatility and the stock return
Alghalith, Moawia - Volkswirtschaftliche Fakultät, … - 2010
We present a new method of estimating the asset stochastic volatility and return. In doing so, we overcome some of the limitations of the existing random walk models, such as the GARCH/ARCH models.
Persistent link: https://www.econbiz.de/10008623472
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A new approach to stochastic optimization: the investment-consumption model
Moawia, Alghalith - Volkswirtschaftliche Fakultät, … - 2009
We derive general explicit solutions to the investment-consumption model without the restrictive assumption of HARA or …
Persistent link: https://www.econbiz.de/10008587467
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Disappearing dividends: the case of Thai listed firms
Ronapat, Malinee - 2004
, investment opportunities and firm size. The analysis uses firm characteristics for predicting the dividend policies of listed … suggests that firms which pay dividends tend to be large and highly profitable, although they possess low investment … firms, changes in these characteristics and the propensity to pay dividends when identifying opportunities for investment. …
Persistent link: https://www.econbiz.de/10009475186