A prerequisite for preserving and increasing the value of pension funds is to make an appropriate investment with them …; for this purpose most countries have issued regulation to guide the pension investment. After conducting an empirical … analysis of different investment portfolios, e.g. Bank deposit, Treasury bond, and Equity in China, this paper reaches the …

investment and expected returns. In imperfectly competitive industries, a firm's exposure to systematic risk is jointly affected … by its own investment strategy and the investment strategies of its industry peers, such that the dynamics of its …

The risk conscious investor is defined as the maximizer of a conservative valuation or dynamically a nonlinear …

"opportunistic" in their pursuit of investment goals. In this paper, Robert Maynard, Chief Investment Officer for the Public Employee … traditional investment plans. He advocates policies that are simple, transparent, and focused rather than adopting increasingly … popular "alternative" tactics such as illiquid instruments and vehicles, leverage, and complex, opaque investment strategies …

when planning an investment for a finite time horizon. These are points where marginal increases in reward with respect to … risk peaks. We analyze the properties of inflection points for a mix of one risky asset and one risk-free asset and …

, and corruption and corporate-governance issues, as well as a variety of restrictions, make direct investment in Chinese … example, we will examine the lower-risk strategies of investing in companies not necessarily domiciled in China but that sell … the best risk/reward trade-off for investors …

cryptocurrencies as individual investment opportunities, and as components of optimal portfolios.Design/methodology/approach – The mean …-variance optimization technique of Merton (1990) is applied to develop the risk and return characteristics of the efficient portfolios … single investment, the best cryptocurrency is Ripple, followed by Bitcoin and Litecoin. Furthermore, cryptocurrencies have a …

This chapter encapsulates the most recent findings on sovereign wealth fund (SWF) investment activity globally. The key …, SWF allocation strategies, their recent investment behavior and its likely evolution in the foreseeable future …

The beta space is a powerful way to map the investment strategies of semi-diversified investors. Three metrics define … innovation hazards; and a combination of the two — the total betas (t-βs). The beta space is the first to endow unsystematic risk …