testing whether commodities decreasing a risk of investment portfolio. …

Nowadays, there is a growing interest in the application of quantitative methods in portfolio management, as the … results of their application can be used as guidelines for managing a successful investment portfolio, i.e., a portfolio that … method of forming a portfolio which would predominantly outperform the market. In order to test the strategy, data on stocks …

possibility of withdrawal in any moment without losing the cumulated gain, the administration of the portfolio by the professional …

financial behaviour of pension funds in these countries. A comparative analysis is thus provided of the volume, portfolio …

This paper develops a portfolio model for performance measurement and selection of investment securities for which … research can be used to develop portfolio measurement tools for these securities. …

The paper deals with three-asset portfolio. It focuses on ordinary investor, for whom the Markowitz’s theory of … selection of optimal portfolio is often too difficult to use in practise. In the paper, new formulas for calculation of the … weights of the assets in three-asset portfolio optimised according to the risk measured by standard deviation are being …

special emphasis on private portfolio equity investment into the emerging market economies. The paper begins with the analysis … causal factor behind a significant increase in the quantum of portfolio investment into the emerging market economies. These …

This paper deals with the problem of defining efficient portfolios of electricity production assets using the Portfolio … production technologies, considering the fact that the Portfolio Theory was initially proposed in the field of financial …

This paper examines how credit derivatives have changed the construction of an efficient portfolio. Credit derivatives …. The results show the advantages of credit derivatives for portfolio diversification, and the usefulness of leveraging this …