Relevant bibliographies by topics / Investment portfolio of assets / Dissertations / Theses
To see the other types of publications on this topic, follow the link: Investment portfolio of assets.

Dissertations / Theses on the topic 'Investment portfolio of assets'

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

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Investment portfolio of assets.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Lekander, Jon. "Institutional Real Investments : Real Estate in a Multi-Asset Portfolio." Doctoral thesis, KTH, Bygg- och fastighetsekonomi, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-196536.

Full text
Abstract:
The purpose of this thesis is to analyze real estate investments from the vantage point of an institutional multi asset investor perspective, both in terms of the potential benefits real estate can bring as well as the challenges it can pose. The thesis consists of six papers and approaches the research question from three distinct perspectives. The quantitative papers consists of paper 1 and 5. Paper 1 analyses the portfolio characteristics of domestic and international real estate in a mean variance framework over seven investor domiciles. It is found that the optimal allocation to real esta
APA, Harvard, Vancouver, ISO, and other styles
2

Huber, Florian, and Maria Teresa Punzi. "The shortage of safe assets in the US investment portfolio: Some international evidence." WU Vienna University of Economics and Business, 2017. http://epub.wu.ac.at/5460/1/wp243.pdf.

Full text
Abstract:
This paper develops a Bayesian Global VAR (GVAR) model to track the international transmission dynamics of two stylized shocks, namely a supply and demand shock to US-based safe assets. Our main findings can be summarized as follows. First, we find that (positive) supply-sided shocks lead to pronounced increases in economic activity which spills over to foreign countries. The impact of supply-sided shocks can also be seen for other quantities of interest, most notably equity prices and exchange rates in Europe. Second, a demand-sided shock leads to an appreciation of the US dollar and generall
APA, Harvard, Vancouver, ISO, and other styles
3

Полоз, К. С. "Інвестиційний портфель банку". Thesis, Одеський національний економічний університет, 2021. http://local.lib/diploma/Poloz.pdf.

Full text
Abstract:
Доступ до роботи тільки на території бібліотеки ОНЕУ, для переходу натисніть на посилання нижче<br>У роботі розглядаються теоретичні аспекти інвестиційного портфелю банку: поняття, функції інвестиційного портфеля банку, класифікаційні ознаки інвестиційного портфеля банку, структура та оцінка якості інвестиційного портфеля банку, концепція формування інвестиційного портфеля та інвестиційна політика банку. Проаналізовано загальну характеристику АТ КБ "ПриватБанк", характеристику інвестиційного портфеля банків України, формування інвестиційного портфеля АТ КБ "ПриватБанк", оцінена якість інвести
APA, Harvard, Vancouver, ISO, and other styles
4

Yamashita, Takashi. "Housing as an asset in portfolio decisions /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1999. http://wwwlib.umi.com/cr/ucsd/fullcit?p9949688.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Ahlersten, Krister. "Empirical asset pricing and investment strategies." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögskolan i Stockholm] (EFI), 2007. http://www2.hhs.se/efi/summary/726.htm.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Joubert, Hennie. "The allocation of real estate in an investment portfolio." Thesis, Stellenbosch : Stellenbosch University, 2015. http://hdl.handle.net/10019.1/97342.

Full text
Abstract:
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
APA, Harvard, Vancouver, ISO, and other styles
7

Cahill, Michael A. "The Role of U.S. Infrastructure Investment in Strategic Asset Allocation." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/560.

Full text
Abstract:
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
APA, Harvard, Vancouver, ISO, and other styles
8

Flavin, Thomas J. "Tactical asset allocation." Thesis, University of York, 1999. http://etheses.whiterose.ac.uk/2493/.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Ahlvar, Mathias, and Fredrik Berg. "Investment companies as an investment – Could a person without experience from investments bee helped by the active ownership of investment companies?" Thesis, KTH, Fastigheter och byggande, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-152601.

Full text
Abstract:
In this essay we have been studying the development of investment companies that is traded at Mid Cap and Large Cap at the Stockholm stock market. We took out five investment companies at random from the mentioned markets above. We used these companies as benchmarking for the study. To measure the development we looked at the change in the stock price and the total yield over the given time period, we then compared these to three random portfolios of 8 stocks each and the index called Six-Return index. All the companies in the random portfolios have another type of owner structure and lack Inv
APA, Harvard, Vancouver, ISO, and other styles
10

Lynch, Dustin Shane. "Asset Allocation Technique for a Diversified Investment Portfolio Using Artificial Neural Networks." Ohio University / OhioLINK, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1432805760.

Full text
APA, Harvard, Vancouver, ISO, and other styles
11

Usenko, A. V. "Alternative investment as a Tool of Risk Diversification in international Business: SWAG investments." Master's thesis, Sumy State University, 2019. http://essuir.sumdu.edu.ua/handle/123456789/75551.

Full text
Abstract:
У роботі досліджено функціонування сучасного ринку альтернативних інвестицій, зокрема інвестицій SWAG. Проведений аналіз основних показників альтернативних активів SWAG. Основною метою цього дослідження є розробка рекомендацій щодо вдосконалення інвестиційного портфеля інвестора у частині нетрадиційних реальних активів, зокрема активів SWAG.<br>The master’s thesis focuses on the functioning of the modern alternative investment market, in particular SWAG investments. The analysis of the main indicators of alternative SWAG assets was conducted. The main aim of this research is to develop practic
APA, Harvard, Vancouver, ISO, and other styles
12

Letho, Lehlohonolo. "Assessing the attractiveness of cryptocurrencies in relation to traditional investments in South Africa." Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/30406.

Full text
Abstract:
The dissertation examined the effect of cryptocurrencies on the portfolio risk-adjusted returns of traditional and alternative investments using daily arithmetic returns from August 2015 to October 2018 of traditional assets (South African stocks, bonds, currencies), alternative assets (commodities, South African real estate) and cryptocurrencies (Cryptocurrency index (CRIX) and ten other individual cryptocurrencies). This is worth investigating as cryptocurrencies have been performing well while the listed equities in South Africa and most alternative investments have been underperforming (Sr
APA, Harvard, Vancouver, ISO, and other styles
13

Niklewski, Jacek. "Multivariate GARCH and portfolio optimisation : a comparative study of the impact of applying alternative covariance methodologies." Thesis, Coventry University, 2014. http://curve.coventry.ac.uk/open/items/a8d7bf49-198d-49f2-9894-12e22ce2d7f1/1.

Full text
Abstract:
This thesis investigates the impact of applying different covariance modelling techniques on the efficiency of asset portfolio performance. The scope of this thesis is limited to the exploration of theoretical aspects of portfolio optimisation rather than developing a useful tool for portfolio managers. Future work may entail taking the results from this work further and producing a more practical tool from a fund management perspective. The contributions made by this thesis to the knowledge of the subject are that it extends literature by applying a number of different covariance models to a
APA, Harvard, Vancouver, ISO, and other styles
14

Solomina, Hanna Valeriivna. "Assessment of the efficiency of management of co-investment institutions." Thesis, National Aviation University, 2021. https://er.nau.edu.ua/handle/NAU/54023.

Full text
Abstract:
1. Gaidai, G.G. (2019). Investment portfolio of the enterprise as an important component of investment strategy. Herald of National Transport University, Series ”Economics”. Is. 2 (44), 48-55. DOI: 10.33744/2308-6645-2019-2-44-048-055. 2. Kosova Т.D., & Yaroshevska O.V. Concepts of financial regulation of stock activity of economic entities. (2019). In Theoretical and methodological bases of Ukraine's financial system development through innovation and investment strategies: collective monograph. In: Т.D. Kosova, N.О. Slobodianiuk (Eds.). Kryvyi Rih: DonNUET, 33-43. 3. V. Shvets, O. Tryfon
APA, Harvard, Vancouver, ISO, and other styles
15

Garaba, Masimba. "The current role of modern portfolio theory in asset management practice in South Africa." Thesis, Rhodes University, 2005. http://hdl.handle.net/10962/d1002699.

Full text
Abstract:
This research examines the role that modern portfolio theory (MPT) plays in current South Africa asset management practice in comparison to other portfolio management techniques and security evaluation methods. The purpose of asset management is to pool complementary financial market expertise, in order to generate returns in excess of the market return on the investments of the owners of financial resources that are entrusted to the firm, since the owners of financial resources might not be able to make superior investment decisions on their own. The research presents and discusses the litera
APA, Harvard, Vancouver, ISO, and other styles
16

Winhart, Stephanie. "Der Einfluss des Zeithorizonts auf die Asset Allocation in Abhängigkeit des Investment Opportunity Set und der individuellen Risikoaversion /." Bern [u.a.] : Haupt, 1999. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=008762195&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

Full text
APA, Harvard, Vancouver, ISO, and other styles
17

Chimhini, Joseline. "International portfolio diversification with special reference to emerging markets." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2001. https://ro.ecu.edu.au/theses/1076.

Full text
Abstract:
This study evaluates the potential benefits that investors obtain from diversifying their portfolios into emerging markets when the time varying behavior of assets is considered. It also tests whether the existing asset-pricing model developed in the context of developed markets, which assumes complete integration, can explain the expected returns in emerging markets and determines the risk of investing in these markets using cross section and time series data. An international capital asset pricing model (ICAPM) with time varying moments developed by Harvey (1991) is adopted. The conditional
APA, Harvard, Vancouver, ISO, and other styles
18

Jonsson, Robin, and Jessica Radeschnig. "Momentum Investment Strategies with Portfolio Optimization : A Study on Nasdaq OMX Stockholm Large Cap." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-24848.

Full text
Abstract:
This report covers a study testing the possibility of adding portfolio optimization by mean-variance analysis as a tool to extend the concept of momentum strategies in contrast to naive allocation formed by Jegadeesh &amp; Titman (1993). Further these active investment strategies are compared with a passive benchmark as well as a randomly selected portfolio over the entire study-period. The study showed that the naive allocation model outperformed the mean-variance model both economically as well as statistically. No indication where obtained for a lagged return effect when letting a mean-vari
APA, Harvard, Vancouver, ISO, and other styles
19

Ситник, К. І. "Інвестиційна діяльність страхових компаній в Україні". Master's thesis, Сумський державний університет, 2018. http://essuir.sumdu.edu.ua/handle/123456789/72017.

Full text
Abstract:
Дослідження теоретичних основ інвестиційної діяльності дозволило уточнити зміст поняття інвестицій та інвестиційної діяльності. Значення страхових компаній як ключових інвесторів обумовлюється тим, що в розпорядженні страхових компаній перебуває значний обсяг фінансових ресурсів, який потребує ефективного розміщення для одержання додаткового інвестиційного прибутку. Проведений нами наліз дозволяє говорити про двоїсту природу інвестиційної діяльності страхових компаній. У макроекономічному аспекті інвестиційна діяльність направлена на задоволення інвестиційних потреб економіки країни через фін
APA, Harvard, Vancouver, ISO, and other styles
20

Petzer, Greydon E. "Portfolio asset selection through the use of modified moving averages and steepest gradient techniques." Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/52406.

Full text
Abstract:
Thesis (MBA)--Stellenbosch University, 2001.<br>ENGLISH ABSTRACT: Many tracker funds exist in the South African market in which investors can invest their money. Growing in:popularity is the index funds that, instead of investing in individual shares invest into funds that track and guarantee returns related to specific indices. One such fund is the All Share Index 40 (ALSI40) Tracker Fund. The index is equity based to reflect the performance of the ordinary South African share market. Companies selected for inclusion in the ALSI40 Index are generally larger companies of sound financial
APA, Harvard, Vancouver, ISO, and other styles
21

Fragoso, Bruno Monteiro. "O Investimento Imobiliário nas Carteiras de Activos dos Fundos de Pensões e das Seguradoras em Portugal." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/3164.

Full text
Abstract:
Mestrado em Gestão e Avaliação Imobiliária<br>Este trabalho surgiu no sentido de tentar procurar uma resposta para a seguinte dúvida: se o imobiliário apresenta rentabilidades mais atractivas para horizontes de investimento de longo prazo, porque apresenta percentagens reduzidas no total das carteiras de activos dos investidores institucionais? Neste sentido, este trabalho terá como finalidade a caraterização do investimento imobiliário nas carteiras de activos dos fundos de pensões e das empresas seguradoras, em Portugal. As principais fontes de informação utilizadas, neste trabalho, foram os
APA, Harvard, Vancouver, ISO, and other styles
22

Matamba, Itani. "Estimating the cost of deposit insurance for a commercial bank following an optimal investment strategy." University of Western Cape, 2020. http://hdl.handle.net/11394/7845.

Full text
Abstract:
>Magister Scientiae - MSc<br>Commercial banks play a dominant role in facilitating the economic growth of a country by acting as an intermediary between the de cit spending unit (borrowers) and the surplus spending unit (lenders). In particular, they transform short-term deposits into medium and long-term loans. Due to their important role in the economy and the nancial system as a whole, commercial banks are subject to high regulation standards in most countries. According to an international set of capital standards known as the Basel Accords, banks are required to hold a minimum leve
APA, Harvard, Vancouver, ISO, and other styles
23

Du, Plessis Richard Michael. "Comparative performances of capital protection strategies in the South African market." Master's thesis, University of Cape Town, 2015. http://hdl.handle.net/11427/15497.

Full text
Abstract:
The performance of cash protection strategies implemented in the South African market are investigated in order to establish if investors are able to add value through the use of dynamic portfolio insurance methods. The analysis is performed, using monthly data, from January 1961 to August 2014 using six alternative methodologies including both a Fixed Rate and Rolling Average Stop-Loss approach, a Lock-In approach, a Constant Mix strategy, a Constant Proportion Portfolio Insurance ("CPPI") approach and an alternative CPPI approach using a Ratchet mechanism. The results indicate that the use o
APA, Harvard, Vancouver, ISO, and other styles
24

Kayal, Jean-Pierre, and Martin Norberg. "ASSET-LIABILITY MANAGEMENT FROM THE PERSPECTIVE OF A PENSION FOUNDATION : SIMULATION AND EVALUATION OF INVESTMENT- AND PORTFOLIO SELECTION STRATEGIES." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-171982.

Full text
Abstract:
Asset Liability Management is a current topic where accountability of asset management is of high importance. This is a result of continuously increasing investments in the stock market globally. The globalisation exposes a big part of the different markets to the same types of risk. This makes it harder to secure capital and assets through diversified investments. Further it has led to a more complex and resource demanding investment basis. The uncertainty of the future brings the focus of fund management to optimising and minimising risks, rather than trying to predict individual movements o
APA, Harvard, Vancouver, ISO, and other styles
25

Rey, David. "Stock market predictability and tactical asset allocation /." [S.l. : s.n.], 2004. http://www.gbv.de/dms/zbw/470721448.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
26

Saar, Helen. "Analysis of trade dependence and correlation of market returns between the United States and Nordic countries." CSUSB ScholarWorks, 2007. https://scholarworks.lib.csusb.edu/etd-project/3269.

Full text
Abstract:
The purpose of the present research paper was three fold. First, determine if there is a trade interdependence between the United States and Nordic countries (Denmark, Finland, Sweden, and Baltic States). Second, determine if there is correlation between the respective equity markets. Third, determine if the changes in the trade relations lead to the changes in stock market correlations. The hypothesis of the project was that weaker trade relations between two countries would lead to lower correlation between their stock markets, providing beneficial opportunities for portfolio diversification
APA, Harvard, Vancouver, ISO, and other styles
27

Selik, Michael Andrew. "Analysis of four alternative energy mutual funds." Thesis, Georgia Institute of Technology, 2010. http://hdl.handle.net/1853/37236.

Full text
Abstract:
We analyze four alternative energy mutual funds using a multi-factor capital asset pricing model with generalized autoregressive conditionally heteroskedastic errors (CAPM-GARCH). Our findings will help portfolio managers and others who seek to predict the return on investment in alternative energy firms. We find that alternative energy firms tend to be riskier than the general US stock market, have a low, but significant and positive response to oil prices, and have a significantly high and negative response to the value of the dollar relative to other currencies. Our results also suggest tha
APA, Harvard, Vancouver, ISO, and other styles
28

Chen, Hongqing. "An Empirical Study on the Jump-diffusion Two-beta Asset Pricing Model." PDXScholar, 1996. https://pdxscholar.library.pdx.edu/open_access_etds/1325.

Full text
Abstract:
This dissertation focuses on testing and exploring the usage of the jump-diffusion two-beta asset pricing model. Daily and monthly security returns from both NYSE and AMEX are employed to form various samples for the empirical study. The maximum likelihood estimation is employed to estimate parameters of the jump-diffusion processes. A thorough study on the existence of jump-diffusion processes is carried out with the likelihood ratio test. The probability of existence of the jump process is introduced as an indicator of "switching" between the diffusion process and the jump process. This new
APA, Harvard, Vancouver, ISO, and other styles
29

Добриніна, Л. В., та L. V. Dobrynina. "Формування інвестиційних стратегій підприємств України". Diss., Одеський національний економічний університет, 2021. http://dspace.oneu.edu.ua/jspui/handle/123456789/12841.

Full text
Abstract:
Поглиблення теоретичних засад і методичних підходів з формування інвестиційних стратегій підприємств на фінансовому ринку та розробки на цій основі практичних рекомендацій щодо їх удосконалення. У роботі приділено увагу теоретико-методичним підходам формування інвестиційних стратегій підприємств, що становить засади формування моделі інвестиційної стратегії, яка орієнтуються на оптимальне поєднання елементів інвестиційних ресурсів. Досліджено еволюцію наукових підходів до визначення поняття «інвестиційна стратегія», запропоновано авторське трактування поняття «стратегії підприємства на фінансо
APA, Harvard, Vancouver, ISO, and other styles
30

Limkriangkrai, Manapon. "An empirical investigation of asset-pricing models in Australia." University of Western Australia. Faculty of Business, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0197.

Full text
Abstract:
[Truncated abstract] This thesis examines competing asset-pricing models in Australia with the goal of establishing the model which best explains cross-sectional stock returns. The research employs Australian equity data over the period 1980-2001, with the major analyses covering the more recent period 1990-2001. The study first documents that existing asset-pricing models namely the capital asset pricing model (CAPM) and domestic Fama-French three-factor model fail to meet the widely applied Merton?s zero-intercept criterion for a well-specified pricing model. This study instead documents th
APA, Harvard, Vancouver, ISO, and other styles
31

Karlsson, Viktor, and Emil Nygren. "Beating the Swedish Market : A dynamic approach to Value Investing using Modern Portfolio Theory." Thesis, Södertörns högskola, Institutionen för ekonomi och företagande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16465.

Full text
Abstract:
Previous research has confirmed the existence of a value premium in a wide array of markets and using this value stock anomaly has yielded superior performance. This thesis investigates if one could take advantage of the existence of a value premium to deploy a dynamic investment strategy on the Swedish stock market (OMXS30) with focus on minimizing risk to achieve higher risk adjusted performance than the stock market index. The investment strategy implemented use Market-to-Book-Value to screen for both entry and exit signals and Modern Portfolio Theory, using the minimum-variance portfolio w
APA, Harvard, Vancouver, ISO, and other styles
32

Bui, Ba Tung, and Javier Jo. "Sustainable Bonds and Beyond: A Sustainable Alternative for Portfolio Diversification : An empirical study of sustainable bonds and existing asset classes from a volatility and correlation perspective in Sweden." Thesis, Umeå universitet, Företagsekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-172185.

Full text
Abstract:
Increasing awareness of sustainable issues is just one of the ways how modern society has evolved. Due to the growing challenges faced by climate change and societal issues, our world has grown to be more innovative in the fight and support towards initiatives that will contribute to the long-term of the world we live in. Capitalists have exploited the resources, and as such, it is the economy where we can make the most significant changes to reverse the negative consequences. Responsible investment has incorporated various financial tools oriented towards the support of environmental, societa
APA, Harvard, Vancouver, ISO, and other styles
33

Wang, Lulu. "The use of cointegration to assess international property investment portfolios." Thesis, Heriot-Watt University, 2006. http://hdl.handle.net/10399/1999.

Full text
APA, Harvard, Vancouver, ISO, and other styles
34

Carvalho, Tiago Lima de. "Asset-liability management in pension funds." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/21054.

Full text
Abstract:
Mestrado em Mathematical Finance<br>Os fundos de pensão têm uma participação representativa nos mercados financeiros, seja considerando o capital investido ou o perfil de escolha de ativos. Nos planos de pensão de benefício definido, o foco é assegurar cobrir os passivos com os ativos existentes. A gestão de ativos e passivos (em inglês ALM) é o conjunto de métodos e ferramentas projetadas com a finalidade de orientar como os fundos devem investir seus ativos a fim de que, em determinada data, seja possível pagar seus passivos. Este conceito é amplamente utilizado em empresas seguradoras e fu
APA, Harvard, Vancouver, ISO, and other styles
35

Shahin, Mahmoud. "Three essays on bank profitability, fragility, and lending." Thesis, University of Exeter, 2015. http://hdl.handle.net/10871/18675.

Full text
Abstract:
We present three chapters on theoretical issues of banking. These deal with bank runs, risk sharing, lending and profitability. In the first chapter, we examine the agency problem in the bank-depositor relationship. Depositors are the principals and banks are the agents. Banks choose investment portfolios and are subject to moral hazard in that they have incentive to take on more risk than desirable to depositors because they are residual claimants. We study an incentive-compatible mechanism that prompts banks to follow a safe investment policy. This mechanism leaves the bank a profit margin i
APA, Harvard, Vancouver, ISO, and other styles
36

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.

Full text
Abstract:
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
APA, Harvard, Vancouver, ISO, and other styles
37

Іванов, І. О. "Розробка та моделювання адаптивної саморегулюючої системи управління інвестиційним портфелем". Thesis, Одеський національний економічний університет, 2020. http://dspace.oneu.edu.ua/jspui/handle/123456789/12590.

Full text
Abstract:
В першому розділі кваліфікаційної роботи досліджено теоретичні аспекти сутності інвестиційного портфелю та особливостей його формування, визначено найбільш оптимальний підхід щодо класифікації активів, проведено оцінку інвестиційних якостей агрегованих на класи та підкласи активів на основі фінансових інструментів, що їх репрезентують, проаналізовано відмінності між активними та пасивними стратегіями управління інвестиційним портфелем та їх недоліки. В другому розділі проаналізовано існуючі системи управління інвестиційним портфелем, проведено регресійний аналіз факторів впливу на динаміку ак
APA, Harvard, Vancouver, ISO, and other styles
38

Bouhakkou, Léa. "Essays on investments, portfolio management and pensions." Thesis, Paris 10, 2019. http://www.theses.fr/2019PA100134.

Full text
Abstract:
Cette thèse étudie la stabilité financière des systèmes de retraite, le financement des retraites ainsi que les stratégies d’allocation de portefeuille optimales pour la gestion de l’épargne retraite. La stabilité financière des systèmes de retraite est une condition nécessaire afin que ces derniers puissent remplir leurs objectifs de redistribution des richesses, d’assurance contre les risques, de lissage de la consommation ainsi que de garantie d’une sécurité financière aux personnes retraitées. Cette thèse met l’accent sur les propriétés de diversification et de hedging intrinsèques au syst
APA, Harvard, Vancouver, ISO, and other styles
39

HELLGREN, ERIK, and FREDRIK UGGLA. "Asset allocation under Solvency II : Adjusting investments for capital efficiency." Thesis, KTH, Entreprenörskap och Innovation, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189494.

Full text
Abstract:
Solvens II är ett nytt regelverk för försäkringsbolag inom EU som ska träda i kraft 2016. Tidigare forskning har diskuterat effekterna av det nya regelverket och förutspår att det kommer att påverka försäkringsbolagens tillgångsallokering. Syftet med denna studie är att studera optimala tillgångsallokeringar för livbolag, både med avseende på interna krav på risk och avkastning och externa kapitalkrav i Solvens II. En fallstudie utförs på ett svenskt livbolag för att ta fram en modell för optimala tillgångsallokeringar, som även tar hänsyn till livbolagets framtida utbetalningar. En optimal al
APA, Harvard, Vancouver, ISO, and other styles
40

Gantz, Frederick Albrecht. "An overview of asset allocation processes and their importance in portfolio management." Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/52118.

Full text
Abstract:
Assignment (MComm)--University of Stellenbosch, 2001.<br>ENGLISH ABSTRACT: Rapid development of asset pricing models, asset return prediction models, information technologies, and the integration and globalisation of world economic markets, require the investor to have a fundamental understanding of the role of asset allocation (diversification) and the various strategies available in achieving investor's risk and return objectives. Assets are allocated across different asset classes in an attempt to optimise the combination of investment returns and investment risk. In this way your i
APA, Harvard, Vancouver, ISO, and other styles
41

Khayat, Sahar. "Developing countries' foreign direct investment and portfolio investment." Thesis, University of Leicester, 2016. http://hdl.handle.net/2381/38031.

Full text
Abstract:
This thesis is a collection of three empirical essays on foreign direct investment and cross-border portfolio investment. The objective of the first essay entitled: “Oil and the Location Determinants of Foreign Direct Investment in MENA Countries” is to investigate the effect of oil as a proxy for natural resources and the main location determinants of foreign direct investment. Moreover, this paper examines whether oil as a proxy for natural resources in the host countries alters the relationship between natural resources and institutional quality. The result of the interaction, which is the
APA, Harvard, Vancouver, ISO, and other styles
42

Gökkent, Giyas M. "Theory of foreign portfolio investment." FIU Digital Commons, 1997. https://digitalcommons.fiu.edu/etd/3986.

Full text
APA, Harvard, Vancouver, ISO, and other styles
43

VanOrden, Marc A. "Applying modern portfolio theory and the capital asset pricing model to DoD's information technology investments." Thesis, Monterey, California. Naval Postgraduate School, 2009. http://hdl.handle.net/10945/4795.

Full text
Abstract:
Approved for public release, distribution unlimited<br>Program Managers (PMs) throughout the Department of Defense (DoD) were directed by the DoD Chief Information Officer to manage information technology (IT) investments as portfolios (to include Mission Areas, Subportfolios, and Components) within the DoD Enterprise. Managing portfolios of capabilities aligns IT with the overall needs of the warfighter, as well as the intelligence and business activities which support the warfighter. This thesis provides the detailed steps that PMs and Program Executive Officers (PEOs) should follow to
APA, Harvard, Vancouver, ISO, and other styles
44

Pringle, Sammie VanOrden Marc A. "Applying modern portfolio theory and the capital asset pricing model to DoD's information technology investments." Monterey, Calif. : Naval Postgraduate School, 2009. http://edocs.nps.edu/npspubs/scholarly/theses/2009/March/09Mar%5FPringle.pdf.

Full text
Abstract:
Thesis (M.S. in Information Technololgy Management)--Naval Postgraduate School, March 2009.<br>Thesis Advisor(s): Housel, Thomas J. "March 2009." Description based on title screen as viewed on April 23, 2009. Author(s) subject terms: CAPM, Capital Asset Pricing Model, KVA, Knowledge Value Added, Real Options, ROI, Return on Investment, MPT, Modern Portfolio Theory. Includes bibliographical references (p. 37-39). Also available in print.
APA, Harvard, Vancouver, ISO, and other styles
45

Vontobel, Rachel. "Foreign Portfolio Investment in Vietnam A Review of Investment Conditions and Implications for Investment Promotion /." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03600905002/$FILE/03600905002.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
46

Umlauft, Roland. "Essays on liquidity and risk." Doctoral thesis, Universitat Pompeu Fabra, 2013. http://hdl.handle.net/10803/119822.

Full text
Abstract:
In Chapter 1 I investigate the economic importance of correlation in mutual fund flows for funds with overlapping portfolio positions. I illustrate theoretically that commonality in trading by funds due to flow correlation influences the optimal portfolio. Furthermore, I show that the expected return from an asset for a specific agent is conditional on correlation of this particular asset holder’s flows with his peers. Finally, I derive a theoretical upper bound of optimal flow correlation and hypothesize the existence of at least one optimal equilibrium outcome for any combination of pairwise
APA, Harvard, Vancouver, ISO, and other styles
47

Drut, Bastien. "Socially responsible investment and portfolio selection." Doctoral thesis, Universite Libre de Bruxelles, 2011. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209829.

Full text
Abstract:
This thesis aims at determining the theoretical and empirical consequences of the consideration of socially responsible indicators in the traditional portfolio selection. The first chapter studies the significance of the mean-variance efficiency loss of a sovereign bond portfolio when introducing a constraint on the average socially responsible ratings of the governments. By using a sample of developed sovereign bonds on the period 1995-2008, we show that it is possible to increase sensibly the average socially responsible rating without significantly losing in terms of diversification. The se
APA, Harvard, Vancouver, ISO, and other styles
48

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

Full text
Abstract:
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
APA, Harvard, Vancouver, ISO, and other styles
49

Enderli, Daniel. "Bewirtschaftung von non-maturing Assets & Liabilities." St. Gallen, 2006. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03604352001/$FILE/03604352001.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
50

Kraft, Holger. "Optimal portfolios with stochastic interest rates and defaultable assets /." Berlin [u.a.] : Springer, 2004. http://www.loc.gov/catdir/enhancements/fy0813/2004103617-d.html.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the bibliographies on the topic 'Investment portfolio of assets' for other source types:
Journal articles Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography