Relevant bibliographies by topics / Analysis of investment portfolio effectiveness

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Analysis of investment portfolio effectiveness'

Author: Grafiati
Published: 3 June 2025
Last updated: 31 July 2025

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Journal articles on the topic "Analysis of investment portfolio effectiveness"

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Wen, Zhijian. "Theoretical Analysis of Modern Portfolio Theory." BCP Business & Management 47 (July 10, 2023): 99–104. http://dx.doi.org/10.54691/bcpbm.v47i.5177.

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The Modern portfolio theory has contributed to establishing the fundamental principles of portfolio management, and it is widely used in the finance industry to build diversified investment portfolios. The purpose of the proposed research is to evaluate the effectiveness of modern portfolio theory in the real estate industry by examining empirical evidence and case studies, assisting with real estate developers and property managers to make informed decisions about which properties to invest in and how to manage their real estate portfolios over time. Prior studies have primarily relied on his
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Bikas, Egidijus, and Algimantas Laurinavičius. "Aspects and Facilities of Financial and Real Estate Investment Portfolio Formation." Business: Theory and Practice 10, no. (2) (2009): 118–29. https://doi.org/10.3846/1648-0627.2009.10.118-129.

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The article examines a pressing problem of an effective investment portfolio formation. An effective investment portfolio is being formed from investments in the market for Lithuanian securities and real estate of Vilnius, considering the theoretical and practical aspects of forming an investment portfolio based on researches of foreign countries and Lithuanian investigation. An interpretation of different assets interaction allowed to reveal the suitability of real estate for investment portfolio diversification, safeguarding against cost rise, and the assurance of higher investment return. T
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Csesznik, Zoltán, Sándor Gáspár, Gergő Thalmeiner, and Zoltán Zéman. "Examining the effectiveness of fundamental analysis in a long-term stock portfolio." Economic Annals-ХХI 190, no. 5-6(2) (2021): 119–27. http://dx.doi.org/10.21003/ea.v190-11.

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Over the past decade, a number of modern and sophisticated methods have been developed to optimize the composition of equity portfolios. Most of these methods are based on complex mathematical or financial modelling. Less emphasis has been placed on companies’ internal data, while in recent years external data have become increasingly important. However, for long-term investments, the dominance of external data is not necessarily an efficient way to construct an appropriate portfolio. In this paper, we highlight the phenomenon that complex mathematical models, the based on simpler fundamental
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Zhen, Tiaoyao. "A Study on the Risk-Return Evaluation of Corporate Annuity Portfolios in China." Asian Trade Association 9, no. 1 (2022): 25–39. http://dx.doi.org/10.22447/jatb.9.1.202206.25.

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Purpose - The purpose of this study is to evaluate the risk-return of China’s corporate annuity portfolio. In addition, it aims to enhance the quality of corporate annuity principals to strengthen corporate annuity control and risk-return evaluation by setting performance benchmarks to evaluate the investment portfolio mechanism of the investment manager.
 Design/Methodology/Approach - This study combines modern portfolio theory, financial regulation theory, and risk management theory to analyze the risk-return of corporate annuity portfolios of Qiming Venture Partners. The three analysis
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Mats, Vladyslav. "Hedge performance of different asset classes in varying economic conditions." Radioelectronic and Computer Systems 2024, no. 1 (2024): 217–34. http://dx.doi.org/10.32620/reks.2024.1.17.

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In the realm of long-term investment, strategic portfolio allocation is an essential tool, especially in relation to risk management and return optimisation. There are many ways to pursue optimal portfolio composition, and their effectiveness depends on many factors, including the investor’s goals, risk appetite, and investment horizon. One of the primary means of portfolio optimisation is diversification. The core idea of diversification is to maintain a diverse portfolio with weakly correlated assets that can vastly reduce portfolio exposure to different market stress factors. Diversificatio
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ЛЮБИМОВ Н.А., ЛЮБИМОВ Н. А., and КУЗЬМИНА О. Ю. КУЗЬМИНА О.Ю. "ASSESSING THE EFFECTIVENESS OF INVESTMENT PORTFOLIO MANAGEMENT." Экономика и предпринимательство, no. 2(163) (May 9, 2024): 827–31. http://dx.doi.org/10.34925/eip.2024.163.2.162.

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В условиях интенсивного притока населения на фондовый рынок за последние несколько лет требуется более детальный анализ вопросов формирования инвестиционного портфеля. Статья посвящена исследованию оценки эффективности управления инвестиционным портфелем. Авторами рассматриваются различные показатели оценки уровня риска и доходности портфеля, предлагается ряд рекомендаций по учету этих параметров при конструировании портфеля новичками фондового рынка. Given the intense influx of people into the stock market over the past few years, a more detailed analysis of the issues of forming an investmen
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Ivanyuk, Vera A. "METHODOLOGY FOR DEVELOPING THE CONCEPT OF AN INVESTMENT PORTFOLIO BASED ON A SYSTEM ANALYSIS." SOFT MEASUREMENTS AND COMPUTING 12, no. 73 (2023): 56–69. http://dx.doi.org/10.36871/2618-9976.2023.12.006.

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This article proposes a new approach to the development of the concept of investment portfolio formation, based on the systematic deduction of the hierarchy of factors and the combination of evaluation, forecasting, and optimization mechanisms. This approach makes it possible to increase the efficiency of the portfolio by reducing periods of suboptimal conditions and quickly adapting to changes in investment conditions. The paper describes in detail the methodology for identifying significant factors, formalizing goals and strategies, and developing a mathematical model to determine the optima
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Komkov, Roman M., and Yuliya V. Semernina. "ANALYSIS OF THE EFFECTIVENESS OF STRATEGIES FOR DIVERSIFYING A STOCK PORTFOLIO ON THE RUSSIAN MARKET." EKONOMIKA I UPRAVLENIE: PROBLEMY, RESHENIYA 3/7, no. 144 (2024): 19–26. http://dx.doi.org/10.36871/ek.up.p.r.2024.03.07.002.

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This article is devoted to analyzing the effectiveness of an industry strategy for diversifying a portfolio of shares on the Russian stock market. In the current realities of sanctions and geopolitical instability of the Russian stock market, diversification plays a particularly important role in compiling and managing an investment portfolio. Spreading investments across different sectors of the economy helps mitigate potential losses in the event of force majeure in any one sector. The article emphasizes that this strategic decision also contributes to the creation of a more resilient portfo
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Myroshnychenko, Ihnat, Leonid Katranzhy, and Ganna Myroshnychenko. "CHARACTERISTICS OF BANKING INVESTMENT IN THE SECURITIES PORTFOLIO AND CRITERIAS FOR EVALUATION OF ITS EFFICIENCY." Economical 1, no. 25 (2022): 20–27. http://dx.doi.org/10.31474/1680-0044-2022-1(25)-20-27.

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Goal. Substantiation of the theoretical basis of the peculiarities of bank investment in the aspect of financial investment in accordance with the criteria for assessing the effectiveness of the securities portfolio.. Method. Substantiation of the theoretical basis of the features of bank investing is based on the methods of theoretical generalization, grouping and comparison. The study of the model of valuation of financial instruments of bank investment and criteria for the effectiveness of the securities portfolio is based on the methodology of system analysis and synthesis. Results. The pr
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Manap, Abdul, Yusnindar Yusnindar, Lilik Swartana Angga Buana, Saut Pane, and Mohamad Ramadhan Agung. "Financial Performance of Investment Companies Using the Treynor-Black Method: An Analysis of Risk-Adjusted Returns and Portfolio Optimization." RIGGS: Journal of Artificial Intelligence and Digital Business 4, no. 2 (2025): 83–90. https://doi.org/10.31004/riggs.v4i2.457.

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This study evaluates the financial performance of investment firms using the Treynor-Black Method, which optimizes portfolios by combining high-alpha assets with the market portfolio to enhance risk-adjusted returns. The study applies the method to a sample of investment firms to examine its effectiveness in improving key performance metrics, including the Sharpe Ratio, Treynor Ratio, and Jensen's Alpha. The findings indicate that the Treynor-Black Method substantially improves portfolio performance, with optimized portfolios exhibiting higher Sharpe and Treynor Ratios and positive Jensen's Al
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Dissertations / Theses on the topic "Analysis of investment portfolio effectiveness"

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Izadi, Selma. "Two Essays in Finance and Economics: “Investment Opportunities in Commodity and Stock Markets for G7 Countries” And “Global and Local Factors Affecting Sovereign Yield Spreads”." ScholarWorks@UNO, 2015. http://scholarworks.uno.edu/td/2087.

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In chapter 1, I investigate the return links and dynamic conditional correlations between the equity and commodity returns for G7 countries from 2000:01 to 2014:10. The commodity futures include BCOM Index which contains the futures and spot price of 22 commodities, Brent and Crude oil futures, gold and silver futures, Wheat, Corn and Soybean futures and CRB index. The finding indicates that during the full sample period GOLD, WHEAT and CORN have the smallest dynamic conditional correlations with all the Equity indexes. In addition, the correlations between the GOLD/Equity pairs are negative d
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Meave-Flores, Gerardo 1953. "Investment portfolio analysis: Energy and gold-minerals." Thesis, The University of Arizona, 1987. http://hdl.handle.net/10150/291766.

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The purpose of this research is to analyze the impact that a sample of securities blended together would have upon the variance of the expected returns of an energy and a gold-minerals portfolio. A framework based on the Markowitz model, but solved linearly, has been constructed in which the optimal weight of each security in its respective portfolio is determined in order to minimize variance given the expected portfolio returns. The data elaborated for each stock (price, return and dividend) were on an annual basis for a period of 16 years and are the basis from which the projections of both
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Patel, Sunaina Kilachand. "An analysis of foreign direct investment and portfolio investment into developing countries." Oberlin College Honors Theses / OhioLINK, 1996. http://rave.ohiolink.edu/etdc/view?acc_num=oberlin1347648507.

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Mills, Bradley. "Portfolio diversification utilising rolling economic drawdown constraints and risk factor analysis." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29201.

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This study investigates a new asset allocation technique termed Factor Adjusted Rolling Economic Drawdown (FAREDD), whereby resources are allocated to different assets by way of integrating Principle Component Analysis (PCA) with existing Rolling Economic Drawdown Methods (REDD). The primary purpose of this model is to create a portfolio with low drawdown levels, that can withstand turbulent market periods thus protecting portfolio value through providing stronger diversification benefits while still seeking to maximise risk adjusted and overall return. This will have strong implications for i
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Joubert, Hennie. "The allocation of real estate in an investment portfolio." Thesis, Stellenbosch : Stellenbosch University, 2015. http://hdl.handle.net/10019.1/97342.

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Thesis (MBA)--Stellenbosch University, 2015.<br>ENGLISH ABSTRACT: In this study investors were informed of the benefits of diversification and the reduction of systematic risk when property is included in an asset allocation portfolio. It also provided investors with information that will assist them in deciding on asset class allocations, specifically including real estate within a mixed-asset portfolio for both the short and long term. The method applied to answer the research questions started with a detailed literature review in order to gain a thorough understanding of the topic. The sec
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Cahill, Michael A. "The Role of U.S. Infrastructure Investment in Strategic Asset Allocation." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/560.

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This paper investigates the role of U.S. infrastructure investments in a multi-asset portfolio, by using monthly return data for eight different asset classes from the period December 2002 to March 2013. Applying mean variance, as well as mean-downside risk, optimization models, I show that U.S. infrastructure plays an important role in delivering better risk/return trade-offs than more traditional portfolios. Infrastructure proves to be most beneficial to moderate-risk portfolios where the standard deviation ranges from 2% to 6% and the maximum allocation to infrastructure is 65.49%. Additi
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Lotter, Rousseau. "The impact of equity analyst recommendations on market attention, price-consensus and the behaviour of other analysts." Thesis, Stellenbosch : Stellenbosch University, 2015. http://hdl.handle.net/10019.1/97986.

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Thesis (PhD)--Stellenbosch University, 2015.<br>ENGLISH ABSTRACT: Analysts are valuation specialists who advise both institutional clients and non-professional investors on the choice and timing of security purchases and sales. The analysts’ advice may have hugely beneficial or unfavourable outcomes for those who rely on them. This study investigated the possible influence of 901 local and international analysts’ recommendations that were issued from 1993 to 2011 on shares listed on the Johannesburg Stock Exchange (JSE). The short-term impact of recommendations on prices and possible behaviou
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Chiang, Yat-hung, and 蔣日雄. "Property investment in a portfolio context: analysis of risk and return of office property investment in HongKong." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1997. http://hub.hku.hk/bib/B31236728.

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Rosen, Jeffrey Scott. "Remittances, Investment, and Portfolio Allocations: An Analysis of Remittance Usage and Risk-Tolerance." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1172936345.

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Chow, Sai Hung. "Optimal consumption and portfolio selection problem : the martingale approach /." View Abstract or Full-Text, 2002. http://library.ust.hk/cgi/db/thesis.pl?MATH%202002%20CHOW.

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Thesis (M. Phil.)--Hong Kong University of Science and Technology, 2002.<br>Includes bibliographical references (leaves 35-36). Also available in electronic version. Access restricted to campus users.
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Books on the topic "Analysis of investment portfolio effectiveness"

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C, Brown Keith, ed. Investment analysis & portfolio management. South-Western Cengage Learning, 2012.

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Murphy, Austin. Scientific investment analysis. 7th ed. SIA Pub., 2010.

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Murphy, Austin. Scientific investment analysis. 6th ed. SIA Pub., 2009.

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Murphy, Austin. Scientific investment analysis. 4th ed. SIA, 2007.

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Murphy, Austin. Scientific investment analysis. SIA, 2008.

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Chandra, Prasanna. Investment analysis and portfolio management. McGraw-Hill, 2010.

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Chandra, Prasanna. Investment analysis and portfolio management. McGraw-Hill, 2010.

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Reilly, Frank K. Investment analysis and portfolio management. 3rd ed. Dryden Press, 1989.

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Reilly, Frank K. Investment analysis and portfolio management. 5th ed. Dryden Press, 1997.

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Reilly, Frank K. Investment analysis and portfolio management. 6th ed. South-Western/Thomson Learning, 2000.

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Book chapters on the topic "Analysis of investment portfolio effectiveness"

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Hult, Henrik, Filip Lindskog, Ola Hammarlid, and Carl Johan Rehn. "Quadratic Investment Principles." In Risk and Portfolio Analysis. Springer New York, 2012. http://dx.doi.org/10.1007/978-1-4614-4103-8_4.

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Hult, Henrik, Filip Lindskog, Ola Hammarlid, and Carl Johan Rehn. "Utility-Based Investment Principles." In Risk and Portfolio Analysis. Springer New York, 2012. http://dx.doi.org/10.1007/978-1-4614-4103-8_5.

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Busu, Mihail. "Portfolio Theory." In Essentials of Investment and Risk Analysis. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-15056-2_6.

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Nokeri, Tshepo Chris. "Investment Portfolio and Risk Analysis." In Implementing Machine Learning for Finance. Apress, 2021. http://dx.doi.org/10.1007/978-1-4842-7110-0_9.

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Laws, Jason. "Portfolio Analysis Using Excel." In Applied Quantitative Methods for Trading and Investment. John Wiley & Sons, Ltd, 2005. http://dx.doi.org/10.1002/0470013265.ch9.

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McIntosh, Angus P. J., and Stephen G. Sykes. "Portfolio Analysis and Property Performance." In A Guide to Institutional Property Investment. Palgrave Macmillan UK, 1985. http://dx.doi.org/10.1007/978-1-349-07154-8_12.

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Tao, Zheng, and Gaurav Gupta. "Stock Investment Strategies and Portfolio Analysis." In Advances in Intelligent Systems and Computing. Springer Singapore, 2022. http://dx.doi.org/10.1007/978-981-16-6887-6_32.

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Singh, Shveta, and Surendra S. Yadav. "Bond and Equity: Valuation and Investment Strategies." In Security Analysis and Portfolio Management. Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-2520-6_6.

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Savchenko, Serhii, and Vitaliy Kobets. "Increasing Investment Portfolio Profitability with Computer Analysis Trading Strategies." In Information and Communication Technologies in Education, Research, and Industrial Applications. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-48325-7_19.

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Sengupta, Jati K. "Diversification and Robustness in Portfolio Investment: An Empirical Analysis." In Stochastic Optimization and Economic Models. Springer Netherlands, 1986. http://dx.doi.org/10.1007/978-94-017-3085-3_6.

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Conference papers on the topic "Analysis of investment portfolio effectiveness"

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Almoussaoui, Mohamad, and Dhabia M. Al-Mohannadi. "A Modern Portfolio Theory Approach for Chemical Production with Supply Chain Considerations for Efficient Investment Planning." In The 35th European Symposium on Computer Aided Process Engineering. PSE Press, 2025. https://doi.org/10.69997/sct.165148.

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Commodity chemicals and energy supply chains are an essential part of the hydrocarbon industry in several countries. As these supply chains are susceptible to disruptions caused by various risks, the economies of countries that depend on the hydrocarbon sector as a major source of income might be negatively affected. One major risk is the price fluctuations of the resources used in the multiple stages of the supply chains. Investment decisions in this sector aim to secure the investment portfolio's financial returns against the risk of price fluctuations. This work introduces an adaptation of
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Zaman, Tanzina, and Abdel Bayoumi. "Estimation of Economic Effectiveness of HUMS Equipped AH-64 Aircraft: An ROI Approach." In Vertical Flight Society 72nd Annual Forum & Technology Display. The Vertical Flight Society, 2016. http://dx.doi.org/10.4050/f-0072-2016-11516.

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Cost-benefit analysis has always been a prime requirement to demonstrate the success of Condition-based Maintenance (CBM) practice in Army rotorcraft (Apache, Blackhawk, Kiowa, and Chinook, etc.). This study investigates whether the benefit of CBM practice in AH-64 aircraft over a 14-year period overweighs the investment cost. The benefit is calculated in terms of direct cost and operating cost analyzing maintenance logs and flight records. Direct cost is calculated in monetary value but operating cost is first calculated in hours and then converted into a monetary value. The direct and operat
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Harasymiuk, Jolanta, Elzbieta Szafranko, and Marlena Jurczak. "TOOLS FOR ENVIRONMENTAL PLANNING IN POLAND - HOW EFFECTIVE THEY ARE AND COULD BECOME." In SGEM International Multidisciplinary Scientific GeoConference. STEF92 Technology, 2024. https://doi.org/10.5593/sgem2024v/6.2/s25.25.

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The study attempts to examine the current and potential effectiveness of selected tools used in environmental planning of construction projects in Poland. Environmental planning is a complicated and demanding process, and as such it should be supported by the use of environmental management applications. At the early investment planning stage, it is necessary to verify whether a construction project to be developed, in addition to a building permit, does not require a decision on environmental conditions. This decision precedes the issuance of building permits for projects implemented as under
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Naghizadeh, M., Y. Savguira, and M. Fatakdawala. "Life-Cycle Cost Evaluation of Corrosion Mitigation Strategies in the Mining Industry." In CONFERENCE 2022. AMPP, 2022. https://doi.org/10.5006/c2022-18146.

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Abstract Corrosion-related challenges are usually addressed during the detailed engineering phase to meet the specified service life of the asset, but a comprehensive strategy to lower corrosion costs is rarely implemented. A life-cycle cost (LCC) analysis is often used to optimize the design and consider direct and indirect costs. The approach allows to quantify the capital and operating costs and costs associated with the failure of assets and potential implications associated with safety and environmental damage. The present paper explores the cost of corrosion in the mining industry and at
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Febrian, F. "Managing Oil and Gas Project Value By Prime (Pertamina Investment Management Engine)." In Digital Technical Conference. Indonesian Petroleum Association, 2020. http://dx.doi.org/10.29118/ipa20-bc-88.

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Oil and gas companies are facing an enormous challenge to create value from mature fields. Moreover, price volatility presents a massive impact on project uncertainties. Therefore, robust portfolio management is essential for oil and gas companies to manage critical challenges and uncertainties. The objective of this study is to develop a robust portfolio model to assist top management in oil and gas companies to drive investment strategy. PRIME (Pertamina Investment Management Engine) has been built to visualize advanced oil and gas project portfolio management. The engine observes the relati
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Cai, Xia. "Vector Autoregressive Weighting Reversion Strategy for Online Portfolio Selection." In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/616.

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Aiming to improve the performance of existing reversion based online portfolio selection strategies, we propose a novel multi-period strategy named “Vector Autoregressive Weighting Reversion” (VAWR). Firstly, vector autoregressive moving-average algorithm used in time series prediction is transformed into exploring the dynamic relationships between different assets for more accurate price prediction. Secondly, we design the modified online passive aggressive technique and advance a scheme to weigh investment risk and cumulative experience to update the closed-form of portfolio. Theoretical ana
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Wang, Zhehao, and Hussain Jobarah. "Predictive Analytics Method Underpin Planning and Budgeting Evolution." In Abu Dhabi International Petroleum Exhibition & Conference. SPE, 2021. http://dx.doi.org/10.2118/207666-ms.

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Abstract Predictive analytics has a wide range of applications in many industries operating on a routine basis. The oil industry is in a state of constant evolution, with events in 2020 being the highlight of volatility and unpredictability. The main objectives of this paper showcase that improved predictive analytics method can serve as the foundation within the decision-making process, that leads to the goal of accuracy planning and cost-effectiveness in the oil and gas industry. The initial step of the improved methodology is utilizing data, statistical algorithms, and machine learning tech
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Zhukov, Vladislav, Sergey Pogrebnyuk, Rinat Gazaliev, and Elena Bogdanovich. "Exploration Portfolio Optimization for Increase of Investment Effectiveness." In SPE Russian Petroleum Technology Conference. Society of Petroleum Engineers, 2018. http://dx.doi.org/10.2118/191602-18rptc-ms.

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Jia, Ziwei. "The Influencing Factors and Effectiveness of Family Investment Portfolio." In 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022). Atlantis Press, 2022. http://dx.doi.org/10.2991/aebmr.k.220307.313.

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Zhukov, Vladislav, Sergey Pogrebnyuk, Rinat Gazaliev, and Elena Bogdanovich. "Exploration Portfolio Optimization for Increase of Investment Effectiveness (Russian)." In SPE Russian Petroleum Technology Conference. Society of Petroleum Engineers, 2018. http://dx.doi.org/10.2118/191602-18rptc-ru.

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Reports on the topic "Analysis of investment portfolio effectiveness"

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Soldano, Miguel, Michelle Fryer, Ana María Linares, et al. Country Program Evaluation: Panama (2010-2014). Inter-American Development Bank, 2015. http://dx.doi.org/10.18235/0010618.

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This Country Program Evaluation (CPE) is the third independent evaluation of the country program of the Inter-American Development Bank (the Bank) with Panama. Past evaluations covered the periods 1991-2003 (RE-305), when the country was transitioning to full control of its prime economic asset, the Panama Canal, and the Canal Zone territory and infrastructure, and 2005-2009 (RE-359), a period characterized by extraordinarily good macroeconomic performance and significant fiscal reform. This CPE spans January 2010 to December 2014, years marked by an ambitious public investment program and a s
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Sembler, Jose Ignacio, Ernesto Cuestas, Roni Szwedzki, et al. Corporate Evaluation: Evaluation of IDB Invest. Inter-American Development Bank, 2023. http://dx.doi.org/10.18235/0005014.

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At the 2015 annual meeting in Busan, the Boards of Governors of the Inter-American Development Bank (IDB) and the Inter-American Investment Corporation (IIC) decided to consolidate the IDB Group's private-sector operations into the IIC. This process of consolidation and capitalization, known as the private sector merge-out, took effect on 1 January 2016. The Busan Resolution set forth a “Renewed Vision” for promoting development in the region through the private sector. This Renewed Vision provides a long-term framework (2016-2025) for IDB Invest and focuses on the objectives of: (i) strengthe
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McGill, Karis, and Eleanor Turner. Return on Investment Analysis of Private Sector Facilitation Funds for Rwandan Agribusinesses. RTI Press, 2020. http://dx.doi.org/10.3768/rtipress.2020.rr.0042.2008.

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This study analyzes the return on investment for an agribusiness facilitation fund implemented in Rwanda. Combining project monitoring data with supplementary surveys and interviews of recipient agribusinesses, we find a positive return on investment in terms of farmer income generated per dollar spent by the US government. To determine the commercial viability of the investments, we estimate the payback period and find the median time it will take a firm to recoup the entire investment through profits is 3.7 years. We estimate the net present value of the entire fund portfolio to be $12.5 mil
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Lerner, Josh, James Tighe, Steve Dew, et al. Excerpts from Impact of Early Stage Equity Funds in Latin America: Vox Capital. Inter-American Development Bank, 2016. http://dx.doi.org/10.18235/0006471.

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In April 2015, the Multilateral Investment Fund (MIF), a member of the Inter-American Development Bank (IDB) Group, commissioned the research team to prepare a report on the effectiveness of some recent venture capital (VC) fund investments in Latin America. This report contains the research team's findings. This report focuses on three funds in which the MIF has invested. Using these funds as case studies, chosen to represent different investment approaches and company stages, the team explores two dimensions of impact: first, the direct impact of fund managers on portfolio companies is consi
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Lerner, Josh, James Tighe, Steve Dew, et al. Excerpts from Impact of Early Stage Equity Funds in Latin America: NXTP Labs. Inter-American Development Bank, 2016. http://dx.doi.org/10.18235/0006470.

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Abstract:
In April 2015, the Multilateral Investment Fund (MIF), a member of the Inter-American Development Bank (IDB) Group, commissioned the research team to prepare a report on the effectiveness of some recent venture capital (VC) fund investments in Latin America. This report contains the research team's findings. This report focuses on three funds in which the MIF has invested. Using these funds as case studies, chosen to represent different investment approaches and company stages, the team explores two dimensions of impact: first, the direct impact of fund managers on portfolio companies is consi
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6

Lerner, Josh, James Tighe, Steve Dew, et al. Impact of Early Stage Equity Funds in Latin America. Inter-American Development Bank, 2016. http://dx.doi.org/10.18235/0006474.

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Abstract:
In April 2015, the Multilateral Investment Fund (MIF), a member of the Inter-American Development Bank (IDB) Group, commissioned the research team to prepare a report on the effectiveness of some recent venture capital (VC) fund investments in Latin America. This report contains the research team's findings. This report focuses on three funds in which the MIF has invested. Using these funds as case studies, chosen to represent different investment approaches and company stages, the team explores two dimensions of impact: first, the direct impact of fund managers on portfolio companies is consi
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7

Lerner, Josh, James Tighe, Steve Dew, et al. Excerpts from Impact of Early Stage Equity Funds in Latin America: Progresa Capital. Inter-American Development Bank, 2016. http://dx.doi.org/10.18235/0006472.

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Abstract:
In April 2015, the Multilateral Investment Fund (MIF), a member of the Inter-American Development Bank (IDB) Group, commissioned the research team to prepare a report on the effectiveness of some recent venture capital (VC) fund investments in Latin America. This report contains the research team's findings. This report focuses on three funds in which the MIF has invested. Using these funds as case studies, chosen to represent different investment approaches and company stages, the team explores two dimensions of impact: first, the direct impact of fund managers on portfolio companies is consi
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Mariño-Montaña, Juan Sebastián, Daniela Rodríguez-Novoa, and Camilo Sánchez-Quinto. Exploring the Flow-Performance Relation in Colombian Open-End Investment Funds. Banco de la República, 2025. https://doi.org/10.32468/be.1323.

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We provide the first comprehensive analysis of the flow-performance relation in Colombian open-end investment funds. We employ a rich dataset containing weekly information at the fund level, including balance sheets, portfolio holdings, liquidity indicators, capital flows, and returns, from January 2018 to December 2023. By analyzing fixed and variable-income funds separately, our empirical findings indicate that performance is relevant for the sensitivity of flows only in fixed-income funds. For these, outflows are more sensitive to poor performance than inflows to good performance. However,
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Marzani, Matías, Eduardo A. Cavallo, and Eduardo Fernández-Arias. Varieties of Saving and Crises. Inter-American Development Bank, 2016. http://dx.doi.org/10.18235/0009294.

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This paper shows, using probit analysis, that low national savings increase the risk of macroeconomic crisis. Foreign savings are a poor substitute of national savings not only for domestic investment (Feldstein-Horioka result), but also for stability. It is found that deeper financial integration does not cure low investment and can improve the situation only to the extent that the risks of the foreign saving portfolio can be kept under control. Overall, a fundamental conclusion is that strong national savings are key for robust growth. Extending the probit analysis, the paper shows that the
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Renshaw, Jonathan. Social Investment Funds and Indigenous Peoples. Inter-American Development Bank, 2001. http://dx.doi.org/10.18235/0008880.

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The aim of this paper is to offer a brief analysis of the social investment funds for indigenous people that have been financed by the Inter-American Development Bank (IDB) and to consider how far they have been effective in meeting the needs of indigenous people. This paper identifies two types of targeting mechanisms: 1) Inclusive funds that do not distinguish indigenous people from other sectors of society based on ethnicity; and 2) Exclusive funds or components intended only for the indigenous or ethnic population. The author discusses the merits of both approaches and identifies four fact
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