portfolios, we propose simple adjustments to portfolio selection strategies that utilize centralization measures from financial … network-based asset allocation strategies improve key portfolio return characteristics in an out-of-sample framework, most … notably, risk and left-tail risk-adjusted returns. Resolving portfolio model selection uncertainties further improves risk …

. Out-of-sample forecast and portfolio exercise further shows the superior forecasting performance of the EHEAVY model, in …

computation of the real total portfolio return of households in Germany. Besides bank deposits, this return is also determined by …

and incorporated consistently to arrive at and .These new parameters can then be used in the portfolio optimization … Kovarianz-Matrix weiterverarbeitet werden. Diese angepassten Parameter dienen dann als Ausgangspunkt fur die Portfolio …

altering the portfolio in response to changes in macroeconomic indicators. Therefore, this study examines the existence of …

portfolio; however, the ideal lending portfoliocomposition in Islamic banks should be an equity-based lending portfolio. This … article explores the effects of the internal governance factors on lending portfolio compositionofIslamic banks in the GCC … size and Shariah board cross-membership, have significant effects on lending portfolio composition of Islamic banks in the …

with that, rationally allocating investment resources. The proposed system is based on the adequate portfolio model … portfolio of the interaction of macroeconomic indicators with USA, UK, and Lithuanian data is developed. Such results could be …