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Portfolio Management for Privately-Held Securities: Investment Selection and Performance Measurement
Dorsey, Terry - In: Journal of Small Business Finance 3 (1994) 2, pp. 171-176
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 can be used as the basis of research to measure the risk/retum properties of privately-held securities, and such …
Persistent link: https://www.econbiz.de/10011310336
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SECURITIES MARKETS AND SOCIAL CAPITAL INTEGRATION IN AFRICA: RISKS AND POLICY OPTIONS
NWAOBI, GODWIN - EconWPA - 2005
The need to develop securities market has, following the recent international financial crises, increasingly attracted …
Persistent link: https://www.econbiz.de/10005561601
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Mutual fund performance in changing economic conditions : evidence from an emerging economy
Agarwal, Pankaj K.; Pradhan, H. K. - In: Cogent economics & finance 7 (2019) 1, pp. 1-24
altering the portfolio in response to changes in macroeconomic indicators. Therefore, this study examines the existence of …
Persistent link: https://www.econbiz.de/10014232629
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The Implications of Passive Investing for Securities Markets
Sushko, Vladyslav - 2018
securities markets in two key ways. First, it could result in higher correlation of returns and less security-specific price …
Persistent link: https://www.econbiz.de/10012925144
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Geschlossene Schifffonds - Portfolio- und Marktrisiken. Eine empirische Untersuchung anhand von Zweitmarktkursdaten
Küster Simic, André; Thönnessen, Rasmus - 2008
Kapitalmarktes. Der Nominalumsatz wird in 2009 erstmals die Grenze von über 1 Mrd. € überschreiten. Um ein Portfolio in optimaler …
Persistent link: https://www.econbiz.de/10010302751
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Mutual fund performance in changing economic conditions: Evidence from an emerging economy
Agarwal, Pankaj K.; Pradhan, H. K. - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-24
altering the portfolio in response to changes in macroeconomic indicators. Therefore, this study examines the existence of …
Persistent link: https://www.econbiz.de/10014001560
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Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias
Gorman, Larry R.; Jorgensen, Bjorn N. - In: Multinational Finance Journal 6 (2002) 3-4, pp. 131-166
The observed international home bias has traditionally been viewed as an anomaly. This paper provides statistical evidence contrary to this view within a mean-variance framework. Two methods of estimating the expected return and covariance parameters are investigated: (i) the traditional...
Persistent link: https://www.econbiz.de/10010937106
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Geschlossene Schifffonds - Portfolio- und Marktrisiken. Eine empirische Untersuchung anhand von Zweitmarktkursdaten
Küster Simic, André; Thönnessen, Rasmus - Hamburg School of Business Administration (HSBA) - 2008
Kapitalmarktes. Der Nominalumsatz wird in 2009 erstmals die Grenze von über 1 Mrd. € überschreiten. Um ein Portfolio in optimaler …
Persistent link: https://www.econbiz.de/10008728031
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IMMUNIZATION STRATEGY IN A FUZZY ENVIRONMENT
Terceño Gómez, A.; Brotons Martínez, J. M.; … - In: Fuzzy Economic Review XII (2007) 2, pp. 95-116
date departing from an initial portfolio. As in the crisp case, in a fuzzy environment, one of the goals is the … determination of the duration of a bond and of a bond portfolio, when the interest rate is a fuzzy number. After that, we will be …
Persistent link: https://www.econbiz.de/10004992730
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Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management.
Browne, S. - Graduate School of Business, Columbia University - 1996
We study a variety of optimal investment problems for objectives related to aataining goals by a fixed terminal time.
Persistent link: https://www.econbiz.de/10005776744