Relevant bibliographies by topics / Investment portfolio management

Contents

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

Academic literature on the topic 'Investment portfolio management'

Author: Grafiati
Published: 30 May 2022
Last updated: 31 July 2025

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Journal articles on the topic "Investment portfolio management"

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Attar, Arbaz, Pranay Mule, Piyush Kulkarni, Shubham Narale, and Prof Ms Jaitee Bankar. "Investment Portfolio Management System: A Survey." International Journal for Research in Applied Science and Engineering Technology 11, no. 5 (2023): 2966–68. http://dx.doi.org/10.22214/ijraset.2023.52241.

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Abstract: An investment portfolio management system is a highly sophisticated software application meticulously crafted to assist investors in the management of their investment portfolios. This innovative system provides investors with a centralized platform that empowers them to track their investments meticulously, closely monitor their performance, and judiciously make informed investment decisions. The system encompasses several advanced features such as portfolio analysis, risk management tools, asset allocation strategies, and performance reporting, that provide investors with a compreh
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Kiyko, S., L. Deineha, M. Basanets, D. Kamienskyi, and A. Didenko. "PORTFOLIO MANAGEMENT OF ENERGY SAVING PROJECTS BASED ON THE MARKOVITS THEORY." Integrated Technologies and Energy Saving, no. 3 (November 9, 2021): 79–91. http://dx.doi.org/10.20998/2078-5364.2021.3.08.

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The goal of the work was to identify research and compare methods of portfolio management of energy saving projects and to develop software for optimizing portfolio investments using several methods. The key elements and strategies of creating an effective investment portfolio are considered: diversification, rebalancing, active portfolio management, passive portfolio management.
 Given the basic principles of investment theory, the task of portfolio investment is to form an investment portfolio with known shares of certain assets to maximize returns and minimize risk. To solve this probl
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Usmonov, Xikmatilla. "BANK INVESTMENT PORTFOLIO DEVELOPMENT." INNOVATIONS IN ECONOMY 6, no. 3 (2020): 33–38. http://dx.doi.org/10.26739/2181-9491-2020-6-5.

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This article analyzes the development of the investment portfolio of commercial banks in Uzbekistan and their investment factors. In order to develop the investment portfolios of banks, recommendations were given on the use of international experience. Report on investment portfolio and commercial banks. It also covers the investment portfolio, the nature of investment asset management, the risks associated with it, the risks that affect the effectiveness of investment portfolio management, and the importance of effective investment portfolio management
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SARAL, KUNIKA. "Analyzing the Relationship between Real Estate Investments and Portfolio Diversification." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 05 (2024): 1–5. http://dx.doi.org/10.55041/ijsrem32966.

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Real estate has long been considered an attractive investment option for individuals and institutions seeking to build wealth and diversify their portfolios. Unlike traditional investment vehicles such as stocks and bonds, real estate offers unique characteristics that can potentially enhance returns and mitigate risk. This analysis aims to explore the role of real estate investments in portfolio diversification and assess their potential impact on overall portfolio performance. Portfolio diversification is a fundamental principle in investment management, as it helps to spread risk across dif
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Meng, Lingyan, and Dishi Zhu. "Application of Algorithms of Constrained Fuzzy Models in Economic Management." Complexity 2021 (April 15, 2021): 1–12. http://dx.doi.org/10.1155/2021/9912534.

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Stochasticity and ambiguity are two aspects of uncertainty in economic problems. In the case of investments in risky assets, this uncertainty is manifested in the uncertainty of future returns. On the contrary, the complexity of the economic phenomenon itself and the ambiguity inherent in human thinking and judgment are characterized by indistinct boundaries. For the same problem, research from different perspectives can often provide us with more comprehensive and systematic information. Currently, the expected value of return or the variance representing risk is still used as a rational inve
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Zavaleta Lamela, Rainer Víctor. "Investment Portfolio Management equities applying Markowitz Theory." SCIÉNDO 26, no. 2 (2023): 205–13. http://dx.doi.org/10.17268/sciendo.2023.030.

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Investment Portfolio Management equities is based on the investor reasoning behavior minimizing risks and maximizing profits, benefits offered by Markowitz Portfolios Theory (TPM onwards). The goal is to manage investment Portfolios equities applying TPM to determine from this one if a financial assets Portfolios negotiated in Standard y Poor's 500 (SyP 500) deals with the maximizing investor profits considering a minimal variance. The population was made by 505 enterprises composed by 11 economic sectors SyP 500 rate. Some basic analysis filters were used in order to obtain the same and 34 en
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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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Huang, Zi’an. "Investment Portfolio Management Based on Realistic US’s Stock Data with Two Models." BCP Business & Management 26 (September 19, 2022): 929–36. http://dx.doi.org/10.54691/bcpbm.v26i.2055.

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Portfolio theory is widely used in the financial field. Let us Suppose we combine the modern investment portfolio theory and diversify the investment portfolio. In that case, we can reduce investment risks and increase the possibility of satisfying all kinds of investors to obtain investment returns. In this article, we mainly consider applying the Markowitz model and the index model in portfolio theory, trying to explore its rate of return in the US market. We found that in the constructed investment portfolio, the portfolio’s return and Sharpe ratio constructed by the Markowitz model are con
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Juniastanti, Erwinda Anggraini, Nirdukita Ratnawati, Acep Riana Jayaprawira, Muhammad Nur Faaiz Fathah Achsani, and Zaenal Arief. "Liability Driven Investment Analysis for Hajj Financial Management Optimization using Analytic Network Process Approach." Global Review of Islamic Economics and Business 11, no. 2 (2023): 089–101. http://dx.doi.org/10.14421/grieb.2023.112-07.

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In this research, a liability-driven investment strategy is determined which aims to optimize hajj financial management using the Analytic Network Process approach. Based on the results of Benefit, Opportunity, Cost and Risk (BOCR) approach, it shows that in a liability-driven investment strategy, the benefit (excess) and risk components are the most important factors that investors pay attention to. In determining alternative liability-based investment strategies, there are 2 (two) approaches, either by carrying out portfolio immunization (duration matching) or cash flow matching (cash-flow m
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Wu, Chang. "Applications of Modern Portfolio Theory in Resource Allocation and Asset Management for Institutional Investors: A Review." Advances in Economics, Management and Political Sciences 199, no. 1 (2025): 77–83. https://doi.org/10.54254/2754-1169/2025.bj24978.

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Modern Portfolio Theory (MPT) provides a framework for constructing portfolios that minimize associated risk parameters. The author searched Google Scholar for applications of Modern Portfolio Theory from 2015 to 2024, with a focus on uses of the theory in investments. The article discusses some scenarios involving applying MPT. This mean-variance optimization approach revolutionizes investment strategies by replacing speculative decisions with systematic risk management. The studys applications extend beyond traditional equity markets to many other circumstances, such as resource allocation a
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Dissertations / Theses on the topic "Investment portfolio management"

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Žilinskij, Grigorij. "Investment portfolio solutions." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130129_192449-58952.

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The dissertation analyses the topic and problems of selection and management of investment portfolio in terms of market dynamics. The global financial crisis has revealed that investments bear not only return possibilities but also a relatively high risk of loss. The main aim of the Thesis is to propose and test empirically investment portfolio selection and management solutions matching the tendencies of modern markets for the investors with different investing preferences. The Doctoral Thesis consists of the introduction, three body chapters and conclusions. The introduction presents the sci
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Eftekhari, Babak. "Essays on risk and portfolio management." Thesis, University of Cambridge, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.363958.

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Musilika, Oskar. "Long term portfolio construction." Master's thesis, University of Cape Town, 2016. http://hdl.handle.net/11427/20977.

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Financial analyst commonly advice individual investors with a long investment horizon to invest in portfolios comprised more of equities. This advice is usually coupled with the practice of shifting the investor's portfolio from risky asset holdings towards bonds and cash as the investor's target date gets closer. This view rests on the notion that equities tend to be less risky over the long horizon and that stock returns exhibit mean reversion overtime. The purpose of this dissertation is to find the optimal asset allocation over various investment horizons; and investigate how
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List, Hans-Fredo. "Limited risk arbitrage investment management." Thesis, Imperial College London, 1996. http://hdl.handle.net/10044/1/8651.

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Grant, Peter. "Developing risk management strategies for stock market investment portfolio management." Thesis, Port Elizabeth Technikon, 2004. http://hdl.handle.net/10948/215.

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This study was conducted to establish whether risk management strategies could be developed to enable stock market investment portfolio managers to reduce the risk involved in stock market trading. The awareness of stock market risk elevates the requirement for risk management strategies as discussed in Chapter 1. The research scope is identified, and an overview of the study gives further guidance as to what lies ahead. The theory behind macroeconomic forces and how they influence share prices is discussed in Chapter 2. It is established that market sectors and companies within those sectors
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Nadarajah, Prashanthi Banking &amp Finance Australian School of Business UNSW. "Top management turnover: an empirical examination of changes in portfolio holdings and investment performance." Awarded by:University of New South Wales. Banking and Finance, 2004. http://handle.unsw.edu.au/1959.4/19356.

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This thesis presents two research projects examining the relationship between top management turnover (i.e. investment directors of funds management firms) and the performance of actively managed Australian institutional funds. Khorana (1996, 2001) studies this relationship from purely a performance perspective using U.S. managed funds. This thesis extends the work of Khorana (1996, 2001) by providing investors and other stakeholders with empirical evidence on performance, sources of performance and the dynamics of portfolios in the pre-and-post replacement periods. This issue is significan
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Polden, Stuart John. "An investigation into higher and partial moment portfolio selection frameworks." Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/30878.

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This dissertation highlights the importance of considering higher moments and partial moments of the distribution when conducting portfolio optimisation and selection. This is due partly to the weaknesses of mean-variance optimisation, as discussed throughout the dissertation, and the appropriateness of considering higher moments to better meet the investors utility functions. This dissertation investigates the usage of two bi-objective optimisation frameworks, a Skewness/Semivariance framework previously suggested by Brito et al (2016), and a proposed upside and downside semivariance framewor
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Otto, Hans-Philipp. "Portfolio optimization : equally weighting strategies vs. index investing vs. efficient frontier portfolios : an empirical analysis." Thesis, Stellenbosch : Stellenbosch University, 2012. http://hdl.handle.net/10019.1/95621.

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Thesis (MBA)--Stellenbosch University, 2012.<br>This research report is conducted in the field of portfolio optimization. Regarding the existing literature this research paper is set in context of the academic discussion triggered by DeMiguel, Garlappi and Uppal (2009) concerning the perfomance of the naïve investment strategy in comparison to optimized portfolios and extended by the indexing approach. Therefore, it investigates on the question whether the naïve investment strategies outperform the strategy of index investing as well as the minimum and mean variance portfolios in the investmen
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White, Derek Ronald. "Compensation design, incentives, and the portfolio manager /." Digital version accessible at:, 1998. http://wwwlib.umi.com/cr/utexas/main.

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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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Books on the topic "Investment portfolio management"

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

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L, Bernstein Peter, and Damodaran Aswath, eds. Investment management. J. Wiley, 1998.

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

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Dobbins, Richard. Portfolio theory and investment management. Basil Blackwell, 1986.

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Singer, Brian. Investment leadership & portfolio management. Wiley, 2009.

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Kolari, James W., Wei Liu, and Seppo Pynnönen. Professional Investment Portfolio Management. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-48169-7.

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Shenoy, Catherine. Applied Portfolio Management. John Wiley & Sons, Ltd., 2008.

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Cohen, Jerome Bernard. Investment analysis and portfolio management. 5th ed. Irwin, 1987.

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R, Randall Maury, ed. Investment analysis and management. 2nd ed. Allyn and Bacon, 1987.

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

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Book chapters on the topic "Investment portfolio management"

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Siegel, Laurence, and Barton Waring. "Understanding Active Portfolio Management." In Investment Management. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-88802-4_24.

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Jones, Colin A., and Edward Trevillion. "Property Portfolio Management." In Real Estate Investment. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-00968-6_8.

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Cowell, Frances. "Portfolio Transition and Transition Portfolios." In Practical Quantitative Investment Management with Derivatives. Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230501874_15.

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Kolari, James W., Wei Liu, and Seppo Pynnönen. "Portfolio Performance Measures." In Professional Investment Portfolio Management. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-48169-7_6.

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McIntosh, Angus P. J., and Stephen G. Sykes. "Active Portfolio Management." In A Guide to Institutional Property Investment. Palgrave Macmillan UK, 1985. http://dx.doi.org/10.1007/978-1-349-07154-8_11.

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Kolari, James W., Wei Liu, and Seppo Pynnönen. "Portfolio Theory and Practice." In Professional Investment Portfolio Management. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-48169-7_1.

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Cowell, Frances. "Portfolio Protection." In Practical Quantitative Investment Management with Derivatives. Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230501874_5.

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Kolari, James W., Wei Liu, and Seppo Pynnönen. "Net Long Portfolio Risk Analyses." In Professional Investment Portfolio Management. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-48169-7_9.

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Kolari, James W., Wei Liu, and Seppo Pynnönen. "General Equilibrium Asset Pricing Models." In Professional Investment Portfolio Management. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-48169-7_2.

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Kolari, James W., Wei Liu, and Seppo Pynnönen. "Building the Global Minimum Variance Portfolio G." In Professional Investment Portfolio Management. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-48169-7_7.

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Conference papers on the topic "Investment portfolio management"

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Garg, Aayushi, Aditya Pratap Singh, Anushka Saraswat, Avnish Kumar, and Anuradha Taluja. "Optimisation Techniques in Investment Risk Management :Scipy, SLSQP and Modern Portfolio Theory." In 2025 3rd International Conference on Intelligent Systems, Advanced Computing and Communication (ISACC). IEEE, 2025. https://doi.org/10.1109/isacc65211.2025.10969208.

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Ram, Kottooru Saaketh Raja, Selvaganapathy M, Nandhini I, Tamilselvi M, Kalaivani M, and Natarajan B. "Enhanced Investment Decision Making with a Reinforcement Learning-Based Multi-Agent Portfolio Management System." In 2024 International Conference on Data Science and Network Security (ICDSNS). IEEE, 2024. http://dx.doi.org/10.1109/icdsns62112.2024.10691210.

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Praveenraj, D. David Winster, Hemalatha D, Mohammed Al-Farouni, S. Priya, B. Arunkumar, and Prakhar Mittal. "Utilizing Transforming Portfolio Management Through Automation Using Advanced Deep Reinforcement Learning Algorithms for Optimized Investment Strategies." In 2025 International Conference on Automation and Computation (AUTOCOM). IEEE, 2025. https://doi.org/10.1109/autocom64127.2025.10956627.

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Maknickienė, Nijolė, Raimonda Martinkutė-Kaulienė, and Lina Rapkevičiūtė. "FAMILIARITY BIAS INVESTIGATIO IN PORTFOLIO CREATION." In 12th International Scientific Conference „Business and Management 2022“. Vilnius Gediminas Technical University, 2022. http://dx.doi.org/10.3846/bm.2022.775.

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The prevailing opinion exists that investors include to their portfolio what they know or what is located around them. Investment decision, which is impacted by familiarity bias, avoid including international companies to portfolio which might lead to lower performance compared to portfolio which has both, local and international, stocks in a portfolio. The aim of this study is to analyse the impact of familiarity bias on investment decision, to form port-folios from the stocks listed on the Nasdaq Baltic stock exchange and compare their performance to global portfolios, which are formed from
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Maknickienė, Nijolė, and Darius Sabaliauskas. "Investment portfolio analysis by using neural networks." In Contemporary Issues in Business, Management and Economics Engineering. Vilnius Gediminas Technical University, 2019. http://dx.doi.org/10.3846/cibmee.2019.028.

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Purpose – the purpose of the article is to compare the formation of portfolios and to make predictions about how it will change. Research methodology – for analysis, optimization and predictions use the neural network models that are created using a neural recurrent long short-term memory cell architecture network and Markowitz’s modern portfolio theory Findings – this article compares the portfolios of IT field with different instruments and level of optimization. Research limitations – the main limit of the article is that only historical data is used. The real-time investment would check th
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Ye, Yuxi. "Investment portfolio research on a multi-factor quantitative investment model." In IMMS 2024: 2024 the 7th International Conference on Information Management and Management Science. ACM, 2024. http://dx.doi.org/10.1145/3695652.3695670.

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Budík, Jan, Radek Doskočil, and Lenka Niebauerová. "Proposal of Investment Portfolio of Hedge Fund." In The 7th International Scientific Conference "Business and Management 2012". Vilnius Gediminas Technical University Publishing House Technika, 2012. http://dx.doi.org/10.3846/bm.2012.003.

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Marchev, Jr., Angel, and Angel Marchev. "Investment portfolio management from cybernetic point of view." In 39TH INTERNATIONAL CONFERENCE APPLICATIONS OF MATHEMATICS IN ENGINEERING AND ECONOMICS AMEE13. AIP, 2013. http://dx.doi.org/10.1063/1.4854796.

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Yuzkov, V. G. "Experimental Model for Management of an Investment Portfolio." In 2005 International Conference Modern Technique and Technologies (MTT 2005). IEEE, 2005. http://dx.doi.org/10.1109/spcmtt.2005.4493240.

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Marchev, Angel, and Angel Marchev. "Multi-stage selection procedure for investment portfolio management." In 2012 IEEE International Conference on Control Applications (CCA). IEEE, 2012. http://dx.doi.org/10.1109/cca.2012.6402732.

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Reports on the topic "Investment portfolio management"

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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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de Luis, Mercedes, Emilio Rodríguez, and Diego Torres. Machine learning applied to active fixed-income portfolio management: a Lasso logit approach. Banco de España, 2023. http://dx.doi.org/10.53479/33560.

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The use of quantitative methods constitutes a standard component of the institutional investors’ portfolio management toolkit. In the last decade, several empirical studies have employed probabilistic or classification models to predict stock market excess returns, model bond ratings and default probabilities, as well as to forecast yield curves. To the authors’ knowledge, little research exists into their application to active fixed-income management. This paper contributes to filling this gap by comparing a machine learning algorithm, the Lasso logit regression, with a passive (buy-and-hold)
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Blas de la Rosa, Pedro, Fernando David Catalano Rios, Joo Choe Gyoung, and Ruben Doboin. Fundraising for Venture Capital Funds in Latin America and the Caribbean. Inter-American Development Bank, 2024. http://dx.doi.org/10.18235/0013219.

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This inaugural edition on the state of Fundraising for Venture Capital (VC) Funds in Latin America and the Caribbean (LAC) is based on data collected from IDB Labs recent calls for proposals for investment management firms seeking equity financing for VC funds. This report provides a unique contribution to the regions VC knowledge base, offering valuable insights for both aspiring and experienced fund managers, limited partners, and other key stakeholders in the ecosystem. This report examines trends and patterns across investment theses, impact strategies, gender and diversity, funds terms an
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Perrault, Anne, and Stephen Leonard. The Green Climate Fund: Accomplishing a Paradigm Shift? Rights and Resources Initiative, 2017. http://dx.doi.org/10.53892/mkmz2578.

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The Green Climate Fund (GCF), established in 2010 at the 16th Conference of Parties (COP16) under the United Nations Framework Convention on Climate Change (UNFCCC), is now the world’s largest climate financing institution. It has a current investment portfolio of 43 approved projects totaling around US$2 billion, and has 48 Accredited Entities (AEs) to support implementation, including UN agencies, banks, NGOs, and private companies. Through its investments, the GCF aims to achieve a paradigm shift in developing countries, toward low-emissions development and climate resilience. GCF investmen
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Gonzalez Diez, Verónica M., John Redwood, and Lourdes Alvarez Prado. IDB-9: IDB Integrated Strategy for Climate Change Adaptation and Mitigation, and Sustainable and Renewable Energy. Inter-American Development Bank, 2013. http://dx.doi.org/10.18235/0010531.

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This paper reviews the Inter-American Development Bank¿s Integrated Strategy for Climate Change Adaptation and Mitigation, and Sustainable and Renewable Energy (CCS). The Strategy was produced as a requirement of the IDB-9 Agreement and approved by Board of Executive Directors in March 2011. Management produced an Action Plan for the CCS in February 2012. Although the IDB-9 also mentions "food security" as a sector priority, the CCS does not include this topic, nor does it discuss "protection of the environment" more generally. In reviewing this and other sector strategies mandated in IDB-9, t
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Alonso, Pablo, Basil Kavalsky, Jose Ignacio Sembler, et al. How is the IDB Serving Higher-Middle-Income Countries?: Borrowers' Perspective. Inter-American Development Bank, 2013. http://dx.doi.org/10.18235/0010547.

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This evaluation assesses how well IDB's current mode of engagement meets the needs and expectations of countries that have relatively higher income levels and increasing access to diverse funding sources.For the purpose of this evaluation OVE selected 10 countries as case study countries using three objective indicators: (a) income level, (b) level of access to international financial markets, and (c) the weight of the country in IDB's lending portfolio. The countries, labeled higher middle income countries (HMICs) in this evaluation, are Argentina, Brazil, Chile, Colombia, Mexico, Panama, Per
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Szwedzki, Roni, Jose Fajgenbaum, Ana Ramirez-Goldin, et al. Country Program Evaluation: Costa Rica (2011-2014). Inter-American Development Bank, 2015. http://dx.doi.org/10.18235/0010606.

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This document presents the results of the evaluation of the Bank's country program with Costa Rica for the period 2011-2014. This is the fourth time the Office of Evaluation and Oversight (OVE) has provided an independent review of the Bank's program with Costa Rica. The first Country Program Evaluation (CPE) in 2003 covered the period 1990-2001, during which an open trade model was consolidated, leading to substantial foreign direct investment. The second CPE covered the period 2002-2006, in which the country was heavily exposed to external shocks. The third and most recent evaluation, coveri
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Mercer Clarke, Colleen S. L., Alexander J. Clarke, Murray Simpson, John D. Clarke, and Daniel Scott. Coastal Setbacks in Latin America and the Caribbean: A Study of Emerging Issues and Trends that Inform Guidelines for Coastal Planning and Development. Inter-American Development Bank, 2012. http://dx.doi.org/10.18235/0009056.

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Bank investments in tourism and other coastal development projects have been on the rise, generating an interest in the development of instruments and tools that would more effectively inform Bank staff on critical issues, and support the management of the environmental and social risks of the Bank's portfolio. Coastal areas, which are home to the majority of the population of the LAC Region, are challenged by rising populations, sprawling and sometimes unplanned development, and the associated pressures of pollution, overexploitation of marine and freshwater resources, loss of biodiversity, s
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García-Mantilla, Daniel. PLAC Network Best Practices Series: Target-Income Design of Incentives, Benchmark Portfolios and Performance Metrics for Pension Funds. Inter-American Development Bank, 2021. http://dx.doi.org/10.18235/0003599.

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In defined contribution systems, at the end of the accumulation phase the assets in the retirement account are exchanged for a pension. The conversion rate from assets to retirement income (which depends on the level of interest rates) is very volatile, and its variations constitute the main investment risk facing pension fund affiliates. In this sense, performance metrics, management fees and benchmark portfolios that focus on assets (and asset returns) and ignore the variations in the conversion rate, embed several problems: i. they send wrong signals to regulators, fund managers and workers
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10

Ocampo-Gaviria, José Antonio, Roberto Steiner Sampedro, Mauricio Villamizar Villegas, et al. Report of the Board of Directors to the Congress of Colombia - March 2023. Banco de la República de Colombia, 2023. http://dx.doi.org/10.32468/inf-jun-dir-con-rep-eng.03-2023.

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Banco de la República is celebrating its 100th anniversary in 2023. This is a very significant anniversary and one that provides an opportunity to highlight the contribution the Bank has made to the country’s development. Its track record as guarantor of monetary stability has established it as the one independent state institution that generates the greatest confidence among Colombians due to its transparency, management capabilities, and effective compliance with the central banking and cultural responsibilities entrusted to it by the Constitution and the Law. On a date as important as this,
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