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 …

Cartera (Portfolio Theory) en el aspecto concreto de la eficiencia o performance en la gestión de carteras realizando una … Portfolio Theory, namely that of efficiency or performance in portfolio management, one that reflects an appropiate interacion …

Using a portfolio built from bonds (investment without volatility) and shares (investment with volatility … investment or proportional to the amount of investment in shares, the optimal portfolio consists only of investment in shares …. When the premium is defined more suitable, e.g. proportional to the loss, the optimal portfolio is built by an investment …

advances a new method for using modern portfolio theory to choose lands to protect that yield total conservation returns with … less uncertainty. It explores the implications for portfolio recommendations of variation in the correlations between … taken to simplify analysis, identifying problems that arise if conservation costs are ignored in portfolio analysis and …

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

diversified portfolio, composed by stocks, bonds, gold and dollar, between August of 1994 and December of 2007, when were studied … maturity. Using he Portfolio Theory, results in biannual analysis and over the time periods 1994-1998 and 1999-2003 showed … improvement in portfolio efficiency, but without statistical significance, according methodology used by Gibbons, Ross e Shanken …

The objective of this paper is to propose an econometric analysis of the impact of financial variables on investment … behavior in Sub-Saharan African countries. More specifically, the study estimates an investment function using cointegration … techniques with a view to highlight the impact of Stock Exchange prices on the evolution of long-term investment and its …

to lower the risk of delays that are costly to the manufacturer. When investment is contractible, we show that issuing … disruptions increases. When investment is not contractible, we show that large orders can be used as an incentive devise. Thus …