The analysis of existing methods of managing the portfolio of projects showed that current approaches and methods are … portfolio, or involve complex calculation procedures and baseline information, which in reality, as a rule, is absent. Most of … the methods are oriented to the solution of specific tasks of portfolio management, primarily on its formation and …

portfolio of rural livelihood options have occurred; where the risk of investment in agriculture by the poor has been lowered …

determine an optimal portfolio of assets given their view on the risks in the economy. The emphasis is on risk management … through portfolio diversification and the use of a simple hedge strategy. The overall aim was to introduce the students to the … basics of portfolio management, as many work in this industry for their industrial placements and when they graduate. The …

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 USA and Europe, we investigate portfolio strategies of US-American and European VC firms active in this sector. We …

The Value at Risk of a portfolio differs from the sum of the Values at Risk of the portfolio's components. In this … paper, we analyze the problem of how a single economic risk figure for the Value at Risk of a hypothetical portfolio … portfolio. We assume a reduced-form model and neglect the effects of a potential bankruptcy of one of the banks. We analyze …

a portfolio component. We use a unique dataset describing 642 US-American portfolio companies with 3620 private equity … variations and even higher rates of failure. It is in this category in particular that high average portfolio returns are …. There is a high marginal diversifiable risk reduction of about 80% when the portfolio size is increased to include 15 …

Kapitalmarktes. Der Nominalumsatz wird in 2009 erstmals die Grenze von über 1 Mrd. € überschreiten. Um ein Portfolio in optimaler …

portfolio, i.e. a portfolio that gives the optimal hedge of the squared market return; it contributes to the skewness risk … market return. When the skewness portfolio does not replicate the squared market return, a tracking error appears; this …