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 …

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 …

, different international portfolio scenarios are created by using Markowitz mean-variance model. These findings suggest that … Turkish portfolio managers are able to monitor their asset allocations and minimize risks if they obtain a better …

the optimal portfolio as a function of the optimal consumption and show the impact of optimal consumption on the optimal … portfolio. …

the optimal portfolio as a function of the optimal consumption and show the impact of optimal consumption on the optimal … portfolio. …

program as well as the optimal split between a funded part and a paygo part by means of a theoretical portfolio choice …

testing whether commodities decreasing a risk of investment portfolio. …

portfolios, we propose simple adjustments to portfolio selection strategies that utilize centralization measures from financial … network-based asset allocation strategies improve key portfolio return characteristics in an out-of-sample framework, most … notably, risk and left-tail risk-adjusted returns. Resolving portfolio model selection uncertainties further improves risk …

computation of the real total portfolio return of households in Germany. Besides bank deposits, this return is also determined by …