Ethical investments have become increasingly popular over the past years. Ethical funds restrict their investment based …. The analysis of the portfolio composition shows that there are small differences in the structure of portfolios concerning …

closely tied to the “financial health” of the fund. Setting up and managing complex investment portfolios requires that … pension administrators use scientific models of portfolio selection and optimization based on the risk-expected return … relationship. Most investment portfolios are modified in time as result of changing stock prices and investment policy objectives …

Feldstein-Horioka criterion. More precisely, we test the cross-correlation of savings and investment rates across European Union … the regional level. Furthermore, the testing of the relationship between savings and investment in consistent sub …

Diversifikations- und M&A-Forschung wird dem Corporate Portfolio Management (CPM) und CPM Instrumenten seit den 1980er Jahren kaum … portfolio management (CPM) and CPM tools receive considerably less regard since the 1980s, as our review of the literature in …

results reveal that i) purely tactical and myopic investment behaviors are unambiguously rejected, ii) strategic portfolio …This paper analyzes the important time variation in U.S. aggregate portfolio allocations. To do so, we first use … flexible descriptions of preferences and investment opportunities to derive optimal decision rules that nest tactical, myopic …

Market participants' risk attitudes, wealth and portfolio composition influence their positions in a pegged foreign …

direct investment (illiquid investments in the target currency) make crises more likely. Our results extend linearly to a …

and investment portfolios. It has intuitive appeal because its historical counterpart, the geometric average, provides a … textbooks and other reference sources. Even the supposedly straightforward calculation of weighted average portfolio return …