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guidance on how to operationalize the concept. We adapt financial portfolio theory as a method for EBFM that accounts for …
Persistent link: https://www.econbiz.de/10005232932
portfolio containing both domestic short-run assets and foreign short-run assets, exposed to exchange risk, will always have … less portfolio risk than a portfolio of either domestic short-term assets, or foreign short-run assets covered in the …
Persistent link: https://www.econbiz.de/10005466771
We show that optimal delegated portfolio management contracts-which serve to screen out uninformed agents and reward …
Persistent link: https://www.econbiz.de/10005474747
The need to develop securities market has, following the recent international financial crises, increasingly attracted the attention of national and international policy makers. Never before have developed and developing countries shared such a strong interest in ensuring the stable growth of...
Persistent link: https://www.econbiz.de/10005561601
variable. We also apply the Monte Carlo method in the invest ment decision-making procedure. For finding an "optimal" portfolio … portfolio form of shares funds. …
Persistent link: https://www.econbiz.de/10011195101
This paper deals with the estimation of portfolio returns and Value at Risk (VaR), by using a class of Gaussian mixture … portfolio, and to evaluate the VaR. We demonstrate the model theoretically and provide some applications. …
Persistent link: https://www.econbiz.de/10011206126
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 …
Persistent link: https://www.econbiz.de/10012176194
Diversifikations- und M&A-Forschung wird dem Corporate Portfolio Management (CPM) und CPM Instrumenten seit den 1980er Jahren kaum … portfolio management (CPM) and CPM tools receive considerably less regard since the 1980s, as our review of the literature in …
Persistent link: https://www.econbiz.de/10010307742
Diversifikations- und M&A-Forschung wird dem Corporate Portfolio Management (CPM) und CPM Instrumenten seit den 1980er Jahren kaum … portfolio management (CPM) and CPM tools receive considerably less regard since the 1980s, as our review of the literature in …
Persistent link: https://www.econbiz.de/10009422081
International and national investors are often exposed to real wealth risks, stemming from volatile asset prices and inflation uncertainty, making it difficult to stabilize consumption patterns. However, investors can enter futures markets to hedge against these risks. The paper develops a...
Persistent link: https://www.econbiz.de/10010296789