Portfolio Optimization deals with optimal allocation of investors fund to the most desirable proportion of securities … being essential to maintain ideal cut-off rate having maximum expected portfolio return attributed with minimum risk … and foods processing industries for construction of diversifiable portfolio with having optimal risk and return having had …

Duration and convexity are important measures in fixed-income portfolio management and help develop methodologies in … related indirectly and insignificantly to the immunization risk inherent in a bond portfolio. The main goal of this study is …

high "yield alpha" may be especially rewarding portfolio candidates for institutions with low tax rates. Furthermore, just … must be used with care. Too aggressive pursuit of the optimal portfolio may lead to excessive trading costs. On the other …