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Illiquid financial products and distribution policies : new insights
Polato, Maurizio; Floreani, Josanco - In: Journal of applied finance & banking 1 (2011) 2, pp. 155-172
certain degree of financial education in order to proper understand all the risks entailed by the investment. Less expert …
Persistent link: https://www.econbiz.de/10010009072
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Most admired companies : admirable performance
Sum, Vichet - In: Journal of applied finance & banking 2 (2012) 6, pp. 191-199
This paper shows that most admired companies generate admirable stock performance relative to the market. The current study analyses risk premiums and risk-adjusted excess returns of a portfolio of firms ranked as the most admired companies in the United States from 2006 to 2011. The results...
Persistent link: https://www.econbiz.de/10010118415
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Diversification of investment portfolios as an instrument used by institutional investors in the capital management process
Trippner, Paweł - In: E-Finanse : finansowy kwartalnik internetowy 7 (2011) 3, pp. 85-93
The paper presents the essence and ways of limiting the level of investment risk through the processes of diversifying … the composition of investment portfolios. The paper shows types of deposit portfolios. The author analyzed the … recession in 2007-2008 on the profitability of particular investment portfolios. -- collective investor ; investment portfolio …
Persistent link: https://www.econbiz.de/10009959717
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The impact of educational qualifications, experience and venture capital awareness on co-ownership of small enterprises in Nigeria
Rosemary, Obasi; Pat, Donwa - In: Journal of applied finance & banking 3 (2013) 1, pp. 137-146
investment angels who would provide funds for beginners and government should provide incentive for SMEs who will be willing to … thieve and convert into limited liability companies after ten to fifteen years of existence. -- venture capital ; investment …
Persistent link: https://www.econbiz.de/10010118430
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Asignación óptima de capital en base al perfil de riesgo de las instituciones de inversión colectiva : una aplicación de las medidas de riesgo distorsionadas
Belles-Sampera, Jaume; Santolino, Miguel - In: Revista de métodos cuantitativos para la economía y … 15 (2013), pp. 65-86
analyze the liquidity coefficients of Collective Investment Schemes (IIC) belonging to a Management Company of Collective … Investment Schemes. In this new context, the risk undertaken by each IIC is assessed with alternative distortion risk measures …
Persistent link: https://www.econbiz.de/10010160662
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Investment style of Jordanian mutual funds
Hacini, Ishaq; Dahou, Khadra; Benbouziane, Mohamed - In: International journal of economic sciences and applied … 5 (2012) 2, pp. 113-127
The study investigates the mutual funds investment style in the Jordanian context. It uses monthly returns of five … a variable that account for momentum effect. These factors are used as benchmarks to investigate the investment style …. The results indicate that mutual funds returns tend to follow those of the market portfolio. In terms of investment style …
Persistent link: https://www.econbiz.de/10010039588
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Mutual fund performance evaluation using data envelopment analysis with higher moments
Pendaraki, Konstantina - In: Journal of applied finance & banking 2 (2012) 5, pp. 97-112
investment institutions. This paper proposes Data Envelopment Analysis, a nonparametric approach, for the evaluation of mutual …
Persistent link: https://www.econbiz.de/10010058695
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Volatility impact of stock index futures trading : a revised analysis
Matanovic, Eva; Wagner, Helmut - In: Journal of applied finance & banking 2 (2012) 5, pp. 113-126
The recent financial crisis renewed concerns about a possible destabilizing impact of derivatives trading. Despite a very active research, the question whether or not derivatives tend to destabilize financial markets has not yet been answered to satisfaction. This contribution aims to revise the...
Persistent link: https://www.econbiz.de/10010058694
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DrawDown constraints and portfolio optimization
Davidsson, Marcus - In: Journal of finance and investment analysis 1 (2012) 1, pp. 93-105
The seminal work by Markowitz in 1959 introduced portfolio theory to the world. The prevailing notion since then has been that portfolio risk is non linear i.e. you cannot use Linear Programming (LP) to optimize your portfolio. We will in this paper show that simple portfolio drawdown...
Persistent link: https://www.econbiz.de/10010079544
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Is stock always the right choice? : should naive investors avoid stock markets?
Donadelli, Michael - In: Advances in management & applied economics 1 (2011) 3, pp. 93-113
on them can be very low. It can be shown that, in absence of any wiseʺ investment scheme, unpleasant results emerge. A … assets. In such circumstances, investors might make the wrong choice. -- asset allocation ; investment strategies ; stock …
Persistent link: https://www.econbiz.de/10010009044