causality between per capita GDP growth, Foreign Direct Investment (FDI) inflows, portfolio inflows and the real effective …

sustainable individual or household portfolio. It can generate higher investment returns for an investor and, moreover, make the …

. Out-of-sample forecast and portfolio exercise further shows the superior forecasting performance of the EHEAVY model, in …

and used a new model with continuous double auction markets, stylized trading agents, and two kinds of portfolio trading … agents. Both portfolio trading agents had trading strategies incorporating Markowitz's portfolio optimization. Additionally …, one type of portfolio trading agent was under regulation. From the simulations, we found that portfolio optimization as …

position, we leveraged the resultant portfolio of 60/40 to match that of the equity position. When we compare the two …

find out that current research focused rarely on portfolio diversification using bibliographic analysis in VOSviewer. We … think that portfolio diversification is extremely important on the crypto market for most investors because virtual … currencies are very risky compared to traditional assets. The primary aim is to construct an optimal portfolio consisting of …

Traditional measures of assessment of mutual fund performance (alpha) are based mostly on Capital Assets Pricing Model … altering the portfolio in response to changes in macroeconomic indicators. Therefore, this study examines the existence of …