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Journal articles on the topic 'Investment portfolio structure'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

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1

Zverev, Alexei, Victoria Mandron, Tatiana Rebrina, Maria Mishina, and Yulia Karavaeva. "Investment policy of the banking sector: data from Russia." Revista Amazonia Investiga 10, no. 42 (2021): 149–62. http://dx.doi.org/10.34069/ai/2021.42.06.14.

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The growing investment activity of banking sector organisations is an important condition for securing diversification of assets and obtaining additional sources of income, as well as maintaining the required level of liquidity. Economic crises and instability of stock markets affect the investment policy of a bank, the quality of its investment portfolio, and the scope of investment transactions with securities. The purpose of the research is to carry out a comprehensive analysis of the investment mechanism of the Russian banking sector and its organisation, to characterise the investment pol

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Qi, Yue, and Xiaolin Li. "On Imposing ESG Constraints of Portfolio Selection for Sustainable Investment and Comparing the Efficient Frontiers in the Weight Space." SAGE Open 10, no. 4 (2020): 215824402097507. http://dx.doi.org/10.1177/2158244020975070.

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Sustainable investment is typically fulfilled by screening of environmental, social, and governance (ESG); the screening strategies are practical and expedite sustainable-investment development. However, the strategies typically build portfolios by a list of good stocks and ignore portfolio completeness. Moreover, there has been limited literature to study the portfolio weights of sustainable investment in the weight space. In such an area, this article contributes to the literature as follows: We extend a conventional portfolio-selection model and impose ESG constraints. We analytically solve

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MISHIN, ANDREY A. "ALLOCATION TO THEMATIC INVESTMENTS: A NEW APPROACH TO PORTFOLIO CONSTRUCTION." Scientific Works of the Free Economic Society of Russia 245, no. 1 (2024): 210–22. http://dx.doi.org/10.38197/2072-2060-2024-245-1-210-222.

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The article discusses the concept of thematic investment in asset allocation as an additional investment dimension that goes beyond asset classes, regions, sectors and styles, and suggests a structure for the distribution of thematic investments at the strategic level of asset allocation. The approach uses a structure based on reliable portfolio optimization, which takes into account the expected excess return from the impact of the topic and from exposure to traditional risk factors, and provides an example illustrating how thematic investments fit into traditional portfolios with multiple as

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Bekareva, Svetlana Viktorovna, Anna Vladimirovna Getmanova, and Anastasiya Igorevna Ivanova. "Effectiveness of an interactive method in teaching investment literacy: Factors determining the return of beginning investors’ portfolios." Science for Education Today 12, no. 5 (2022): 137–61. http://dx.doi.org/10.15293/2658-6762.2205.08.

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Introduction. The article examines how certain factors influence the efficiency of forming virtual portfolio of financial assets. The purpose of the article is to identify the factors that contribute to the investment return of beginning investors. Materials and Methods. The methodological basis of the study includes Russian and international research articles devoted to enhancing financial and investment literacy on the national level, the role of financial education in successful investments, and the factors of return estimations for various groups of investors, including young people and be

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Mitsel, Artur A., and Elena V. Viktorenko. "Dynamic model of BSF portfolio management." Russian Technological Journal 13, no. 2 (2025): 93–110. https://doi.org/10.32362/2500-316x-2025-13-2-93-110.

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Objectives. The work compares studies on BSF portfolios consisting of a risk-free Bond (B) asset, a Stock (S), and a cash Flow (F) that represents risky asset prices in the form of a tree structure. On the basis of existing models for managing dynamic investment portfolios, the work develops a dynamic model for managing a BSF portfolio that combines risk-free and risky assets with a deposit. Random changes in the prices of a risky asset are reflected in the developed model according to a tree structure. Two approaches to portfolio formation are proposed for the study: (1) initial capital is in

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Boldyreva, Natalia, and Liudmila Reshetnikova. "Effectiveness of investment activities of managers in the mandatory pension insurance system." St Petersburg University Journal of Economic Studies 36, no. 3 (2020): 483–513. http://dx.doi.org/10.21638/spbu05.2020.306.

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This article examines reasons for the low efficiency of investment activity by pension asset managers, and pension investment rules are formulated. These rules are based on the Asset Allocation strategy, taking into account the long-term pension investments and the life-cycle investment strategy. All pension portfolios of Russiаn managers have weak diversification by asset classes, a high share of fixed income financial instruments, and a mismatch of the portfolio structure with the risk profile of the beneficiary. The pension industry has high costs. We evaluated the real efficiency of invest

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Stepanyuk, O., Y. Senyk, O. Vinchura, A. Senyk, and K. Lishchynska. "Simulation of decision-making processes regarding the formation of an invest-ment portfolio using IT." Scientific Messenger of LNU of Veterinary Medicine and Biotechnologies 26, no. 103 (2024): 17–22. http://dx.doi.org/10.32718/nvlvet-e10303.

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Significant changes observed in the global economy and in particular in Ukraine in recent years have significantly increased interest in the problems of investment theory. An example of this is the intensification of trading in shares of large and medium-sized international companies and cryptocurrencies, which causes a rapid increase in their values. It is known that in the theory of investments, the task of optimizing the set of components of investment portfolios is considered as a special case. As you know, the issue of decision-making regarding the formation and optimization of an investm

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Zhang, Yunhe. "Research on the Process of the Formation of an Optimal Investment Portfolio." Advances in Economics, Management and Political Sciences 8, no. 1 (2023): 334–40. http://dx.doi.org/10.54254/2754-1169/8/20230338.

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In the financial market, there are different types of financial instruments, such as equities, bonds, and mutual funds, and investors can build an investment portfolio through their buying and selling activity in the market. Limited-experienced individual investors are often attracted to stocks or bonds with high returns when trading in the financial market and building an investment portfolio. This could make them underestimate the adverse impact brought by investment risks on their expected returns for the portfolio. An optimal investment portfolio should be aimed at with a step-by-step proc

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9

Hadaś-Dyduch, Monika. "The structure and rate of return on portfolios investment." Wiadomości Statystyczne. The Polish Statistician 61, no. 4 (2016): 31–49. http://dx.doi.org/10.5604/01.3001.0014.0973.

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The aim of the article is to assess the effectiveness of investment portfolios. Portfolios are established under the proprietary algorithm that is described in detail in the article. The proposed method of construction of investment portfolios and their evaluation, requires the determination of the volatility and average return included in the portfolio of structured products, as well as determine the risk for each product. These parameters are calculated from the number of data obtained by applying a ”backward the window”, consisting in the fact that each structured product included in the st

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10

GRINEVA, NATALIA. "DYNAMIC OPTIMIZATION OF THE INVESTMENT PORTFOLIO MANAGEMENT TRAJECTORY." Economic Problems and Legal Practice 17, no. 3 (2021): 73–77. http://dx.doi.org/10.33693/2541-8025-2021-17-3-73-77.

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The task of control from the position of mathematical tools application is discussed, economic statement and mathematical model of optimization problem are formulated, the sequential realization of the research aim - the mechanism of optimal portfolio management strategy formation - is presented. The results of dynamic optimization of decisions made at each step form the optimum law of the portfolio management. Scientific novelty of the study consists in the fact that the constructed portfolio takes into account the real incompleteness of the initial data on the processes of change in the yiel

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Plastun, Alex, Inna Makarenko, Yulia Yelnikova, and Diana Bychenko. "Optimal investment portfolio selection from the largest Ukrainian companies: comparative study of conventional and responsible portfolios." Public and Municipal Finance 8, no. 1 (2019): 44–53. http://dx.doi.org/10.21511/pmf.08(1).2019.04.

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This paper is devoted to the comparing stock portfolios of the largest conventional and responsible Ukrainian companies as the basis for substantiating the structure of an optimal investment portfolio in the current conditions of development of the financial market of Ukraine. The empirical basis of the research was the data of quotations of shares of 6 most liquid conventional and 6 responsible companies in the Ukrainian and Warsaw exchanges. The methodological basis of calculations was the classic Markowitz portfolio optimization model. The key hypothesis of the research was to check that th

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Medynska, T. V., N. M. Rushchyshyn, and U. M. Nikonenko. "Tax Regulation of Investment Activity of Ukrainian Banks." Business Inform 11, no. 514 (2020): 316–24. http://dx.doi.org/10.32983/2222-4459-2020-11-316-324.

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The article is aimed at researching the tax regulation of investment activity of banks of Ukraine in the current conditions of development of the national economy; identifying the tax stimuli and deterrent factors of investment activity of banking institutions in the formation of investment portfolio. Tax regulation of the banking system directly influences the development of not only the monetary system, but also the national economy in general. Tax instruments for stimulating investment activity of banks are proposed to be grouped depending on the mechanism of influence, goals and types of i

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Medynska, T. V., N. M. Rushchyshyn, and U. M. Nikonenko. "Tax Regulation of Investment Activity of Ukrainian Banks." Business Inform 11, no. 514 (2020): 316–24. http://dx.doi.org/10.32983/2222-4459-2020-11-316-324.

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The article is aimed at researching the tax regulation of investment activity of banks of Ukraine in the current conditions of development of the national economy; identifying the tax stimuli and deterrent factors of investment activity of banking institutions in the formation of investment portfolio. Tax regulation of the banking system directly influences the development of not only the monetary system, but also the national economy in general. Tax instruments for stimulating investment activity of banks are proposed to be grouped depending on the mechanism of influence, goals and types of i

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14

Zhantaeva, A. A. "ALTERNATIVE OPTIONS FOR THE PLACEMENT OF ASSETS OF THE UNIFIED ACCUMULATIVE PENSION FUND." Statistika, učet i audit 83, no. 4 (2021): 22–31. http://dx.doi.org/10.51579/1563-2415.2021-4.03.

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In this situation, the peculiarity of managing pension assets is that there are certain requirements for the structure of the investment portfolio, that is, the introduction of preliminary restrictions on the upper share of various categories of instruments in the investment portfolio. They are: by assets, by risk, by concentration of ownership, by issuer and by type of securities. Therefore, in the process of forming a portfolio of assets (shares), assets with the least volatility are selected, i.e. the initial goal is to preserve assets, then profitability. In this regard, investment portfol

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15

Son, Nguyen Phuc, Pham Hoang Uyen, and Nguyen Dinh Thien. "On some nonlinear dependence structure in portfolio design." Science & Technology Development Journal - Economics - Law and Management 2, no. 1 (2018): 91–97. http://dx.doi.org/10.32508/stdjelm.v2i1.505.

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Constructing portfolios with high returns and low risks is always in great demand. Markowitz (1952) utilized correlation coefficients between pairs of stocks to build portfolios satisfying different levels of risk tolerance. The correlation coefficient describes the linear dependence structure between two stocks, but cannot capture a lot of nonlinear independence structures. Therefore, sometimes, portfolio performances are not up to investors' expectations. In this paper, based on the theory of copula by Sklar (see [19]), we investigate several new methods to detect nonlinear dependence struct

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16

Fasa, Rayyan Al Muddatstsir, Sukono Sukono, and Yasir Salih. "Mean-Variance Portfolio Optimisation Model for Comparison of Stock Portfolio Composition on the American Stock Exchange before and after the Boycott of Companies Supporting Israel (Case Study: AAPL, SBUX, AMZN, GOOGL, MCD)." International Journal of Quantitative Research and Modeling 5, no. 3 (2024): 228–40. https://doi.org/10.46336/ijqrm.v5i3.744.

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The background of this research is related to the boycott of companies that support Israel, which affects the composition of stock portfolios on the American Stock Exchange. The focus of this research is on key companies such as Apple (AAPL), Starbucks (SBUX), Amazon (AMZN), Google (GOOGL), and McDonald's (MCD). The problem to be solved is the identification of changes in optimal asset allocation in investment portfolios before and after the boycott. Using a mean-variance portfolio optimization model, historical stock price data is analyzed to model the transformation of portfolio composition

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17

Liu, Daobai. "Bond portfolio's duration and investment term-structure management problem." Journal of Applied Mathematics and Stochastic Analysis 2006 (May 7, 2006): 1–19. http://dx.doi.org/10.1155/jamsa/2006/76920.

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In the considered bond market, there are N zero-coupon bonds transacted continuously, which will mature at equally spaced dates. A duration of bond portfolios under stochastic interest rate model is introduced, which provides a measurement for the interest rate risk. Then we consider an optimal bond investment term-structure management problem using this duration as a performance index, and with the short-term interest rate process satisfying some stochastic differential equation. Under some technique conditions, an optimal bond portfolio process is obtained.

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18

ARSHAKYAN, Roza A. "Investment structure of Russia’ population under sanctions and economic instability (2022–2024)." Finance and Credit 31, no. 6 (2025): 178–90. https://doi.org/10.24891/taqimx.

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Subject. The article deals with household investments in Russia in conditions of sanctions and economic instability. Objectives. The purpose of this study is to analyze the investment structure of Russia’ population for 2022–2024, given the sanctions policy, economic instability, and the start of the special military operation. Methods. The study employs statistical and graphical analyses to assess changes in the structure of population investments. The analysis revealed the reasons for changes in financial markets and the dynamics of various investment instruments. The examined profitability

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19

Hodgson, T. M., S. J. Breban, C. L. Ford, M. P. Streatfield, and R. C. Urwin. "The Concept of Investment Efficiency and its Application to Investment Management Structures." British Actuarial Journal 6, no. 3 (2000): 451–545. http://dx.doi.org/10.1017/s1357321700001884.

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ABSTRACTInvestment efficiency is a function of the risk, return and total cost of an investment management structure, subject to the fiduciary and other constraints within which investors must operate. Institutional investors implement their investment policies through investment management structures. In this paper the aim is to enhance the investment management structure by broadening the financial objectives, by recognising the effect of behavioural issues and by incorporating governance constraints. We therefore suggest that investment efficiency should be considered as a combination of fi

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20

Vitaliy, Zakharchenko, and Velychko Maryna. "Optimization of investment risk using the instigator of its diversification." Economic journal Odessa polytechnic university 1, no. 7 (2019): 13–18. https://doi.org/10.5281/zenodo.3405966.

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An additional explanation is offered to the portfolio theory, which examines the ratio of the yield of a security to the level of risk and allows a rational investor to form an optimal investment portfolio using diversification. Diversification leads to averaging market risk and can significantly reduce entrepreneurial risk. In accordance with the method of forming the optimal investment portfolio, the investor needs to evaluate the expected returns and variances of all the securities in question. Also, all the covariances of these securities must be estimated and the risk-free interest rate d

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Ngoc, Anh N.V., and Tien Hoang Van. "Optimization of Investment Portfolio Structure Using the Markowitz Model." International Journal of Management and Economics Invention 10, no. 07 (2024): 3342–48. https://doi.org/10.5281/zenodo.12696683.

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ABSTRACT : This study examines the application of the Markowitz model, an innovative portfolio optimization technique developed in the 1950s, in the context of the Russian stock market. The main objectives of this study are to study the theoretical foundations of the Markowitz model, analyze the current state and prospects of the Russian stock market and, ultimately, use the model to build an optimal portfolio structure. By integrating the Markowitz model with the dynamics of the Russian stock market, this study aims to contribute to the understanding of portfolio management and offer practica

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22

СМАГЛИЙ, Н. В., Е. Е. ТЮРИН, and В. В. ДРАГУЛЕНКО. "METHODS FOR OPTIMIZING PORTFOLIO INVESTMENTS UNDER CONDITIONS OF UNCERTAINTY." Экономика и предпринимательство, no. 1(162) (February 11, 2024): 804–8. http://dx.doi.org/10.34925/eip.2024.162.1.154.

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Инвестиционный портфель, как интегрированный комплекс разнообразных активов, принадлежит либо индивидуальному инвестору, либо юридическому лицу. В рамках индивидуальных инвестиций, он охватывает диапазон активов, включая ценные бумаги, валютные активы и прочие виды инвестиций, целью которых является реализация определенных финансовых стратегий. Формирование эффективного портфеля требует оптимизации соотношения риска и потенциальной доходности. В этом контексте нельзя не упомянуть фундаментальный вклад Г. Марковица, чья публикация «Выбор портфеля» положила начало портфельной теории. Марковиц пе

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Kuznetsova, Inna, and Tetiana Kublikova. "Technologies of real investment management of the enterprise." Economic Analysis, no. 33(4) (2023): 207–15. http://dx.doi.org/10.35774/econa2023.04.207.

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Introduction. The subject of our research is the scientific generalization of various innovative-investment approaches to management decisions in the context of real investment aimed at ensuring sustainable competitive advantages for the enterprise. The study covers both theoretical and practical aspects of technology management of real investments of enterprises in the conditions of instability of the domestic market environment. The purpose and objectives of the study are to study and scientifically analyze approaches to the management of real investments in enterprises to determine their po

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Shtefan, N. M. "Bank's credit and investment portfolio structure optimization." Economic Bulletin of Dnipro University of Technology 75 (December 2021): 145–56. http://dx.doi.org/10.33271/ebdut/76.145.

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25

Mishenin, Yevhen, Iryna Marekha, Inessa Yarova, Olha Kovalova, and Tetiana Pizniak. "Optimizing a portfolio of agri-environmental investments." Agricultural and Resource Economics: International Scientific E-Journal 8, no. 1 (2022): 115–32. http://dx.doi.org/10.51599/are.2022.08.01.06.

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Purpose. The purpose of the article is to substantiate theoretical-and-methodological provisions for building investment portfolios in agribusiness by the criterion of minimizing environmental risk of selected investment-financing strategies. Methodology / approach. In the article, on the basis of the dialectical method of cognition, the following methods were used: abstract-logical – in the systematization of scientific papers on the problem of diversification and optimization of the agricultural investment portfolio; system analysis and comparison – in the study of portfolio theories a

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Messmore, Tom, and Travis L. Jones. "Pricing three cases of performance fees using options methodology." Managerial Finance 46, no. 1 (2019): 56–71. http://dx.doi.org/10.1108/mf-03-2019-0143.

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Purpose Prior research has demonstrated that investment management performance fees have the characteristic of a call option. It is important to examine whether these performance fees are consistent with traditional fee structures used by investment managers. It is also worth examining whether clients or managers benefit significantly more than the other party under performance fee structures. The paper aims to discuss these issues. Design/methodology/approach The authors use Black-Scholes options pricing methodology to examine three cases of performance fee structures. The Absolute Hurdle cas

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Živanović, Vladimir, and Jelena Vitomir. "New technologies and the role of cryptocurrency at the level on an investment portfolio." Megatrend revija 19, no. 1 (2022): 1–16. http://dx.doi.org/10.5937/megrev2201001z.

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New technologies have a significant role in modern financial markets. The application of new technologies, application and software solutions has enabled financial institutions and individual and institutional investors to use mathematical-statistical and econometric models, which are based on analysis and evaluation of investment portfolios, financial risk assessment and extrapolation, as well as predictability related to cyclical economic trends, which are directly reflected in the investment portfolio. Due to the impact of the financial crisis, and especially due to global negative economic

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Shlonchak, Vasyl. "Diversification of the banks investment portfolio: an adaptive management model in the conditions of financial volatility." Galician economic journal 94, no. 3 (2025): 91–101. https://doi.org/10.33108/galicianvisnyk_tntu2025.03.091.

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In the context of increased financial volatility and macroeconomic instability, enhancing the efficiency of banks’ investment activity has become a strategic imperative. One of the most relevant approaches is the structural optimization of investment portfolios through asset diversification. However, existing models often fail to fully consider the correlation between portfolio components, their volatility, and market sensitivity, which significantly limits the accuracy of investment decision-making. This research aims to develop a scientifically grounded approach to improving the efficiency o

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Abramov, A., A. Radygin, M. Chernova, and K. Akshentseva. "Effectiveness of Pension Saving Management: Theoretical and Empirical Aspects." Voprosy Ekonomiki, no. 7 (July 20, 2015): 26–44. http://dx.doi.org/10.32609/0042-8736-2015-7-26-44.

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The paper analyzes the impact of regulation and supervision on the effectiveness of investment of pension savings based on international practice. It examines the factors which can potentially affect the real return of pension portfolios in different countries. The authors study the impact of more liberal investment limits on the composition and structure of pension investment portfolio, as well as anti-inflationary policy, on raising the real return. They also examine the factors which predict the degree of severity of asset allocation requirements for pension portfolios in different countrie

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Hotra, Victoria V., та Olena Yu Ganushchak. "АКТИВІЗУВАННЯ ПРОЦЕСІВ УПРАВЛІННЯ ІНВЕСТИЦІЙНИМ ЗАБЕЗПЕЧЕННЯМ ПІДПРИЄМНИЦТВА В СУЧАСНИХ УМОВАХ". Bulletin of the Kyiv National University of Technologies and Design. Series: Economic sciences 151, № 5 (2021): 113–19. http://dx.doi.org/10.30857/2413-0117.2020.5.12.

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The study argues that in modern realia, investment activity is a powerful driver for sustainable growth and dynamic economic development in Ukraine as well as a robust foundation to facilitate further reproduction and expansion of operational and innovation potential of business structures and to boost their competitiveness and performance efficiency. However, the lack of a comprehensive highly effective investment management framework which is capable to provide an adequate response to rapidly changing market environment and is aimed at ensuring the rational use of investment resource challen

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Chernova, Natalia L., Olena A. Serhiienko, and Ostap B. Huz. "Oil and Gas Industry Companies’ Classification and Ordering by the Level of Investment Attractiveness Algorithm." PROBLEMS OF ECONOMY 3, no. 61 (2024): 308–17. http://dx.doi.org/10.32983/2222-0712-2024-3-308-317.

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Investment development of industries is an important factor in their overall development, therefore the issue of classification and ordering of companies in the oil and gas industry by the level of investment attractiveness becomes particularly relevant. The aim of the article is the construction and practical implementation of an algorithm for the classification and ordering of companies in the oil and gas industry according to the level of investment attractiveness, the application of which will increase the efficiency of decisions regarding the formation of appropriate investment portfolios

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Philip, Agyei Peprah, Hongxing Yao, and Geraude Fortune KOUNDE. "Impact of International Capital flow on Host Countries-Differentiating the Impact of FDI with Portfolio Investment." International Journal of Management Sciences and Business Research 8, no. 6 (2019): 26–34. https://doi.org/10.5281/zenodo.3496617.

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One of the major aspects of movement towards economic globalisation or integration through the world economy is international capital flows. The extraordinary surge in global capital flows in the recent few years and the resulting fluctuations in the ‘globalised markets’ have encouraged scholars’ interest to inspect both hypothetically and empirically the impelling factors and implications of international capital structure. FDI and portfolio investment have long been reflected as sovereign forms of foreign capital flow. This paper has analysed the impacts of FDI on portfolio

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Miziołek, Tomasz. "Active Management in Polish Domestic Treasury Bond Funds." Annales Universitatis Mariae Curie-Skłodowska, sectio H – Oeconomia 57, no. 1 (2023): 137–53. http://dx.doi.org/10.17951/h.2023.57.1.137-153.

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Theoretical background: An increase in the interest in passive investing has been one of the most important trends on financial market over the last two decades. However, passive portfolio management is not limited to index funds and passive exchange-traded funds (ETFs). Despite the declared active approach to investing, in practice some active fund managers construct portfolios whose structure is quite similar to the index (usually a fund benchmark). Simultaneously, these funds charge relatively high fees, inadequate to the involvement in the investment process. In order to estimate the scale

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Polіakov, M. А. "Investment Securities in the Operational Activities of Commercial Banks." Management of Economy: Theory and Practice. Chumachenko’s Annals, no. 2024 (2024): 281–89. https://doi.org/10.37405/2221-1187.2024.281-289.

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The article examines the problems and scientific substantiation of the concepts of investment activity of commercial banks, distinguishes between the concepts of “investment credit”, “investment operations” and “bank investments”. The investment activity of commercial banks in Ukraine with the beginning of a full-scale invasion was analyzed and it was determined that the investment activity of commercial banks is carried out through a developed and implemented investment policy that depends on the financial condition, level of liquidity and solvency and other financial indicators. It has been

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Galitskikh, Vladimir N., Darya V. Presnyakova, and Andrey A. Presnyakov. "MARKETING SOLUTIONS IN MANAGING THE INVESTMENT PORTFOLIO OF A COMMERCIAL BANK." EKONOMIKA I UPRAVLENIE: PROBLEMY, RESHENIYA 2/5, no. 143 (2024): 106–11. http://dx.doi.org/10.36871/ek.up.p.r.2024.02.05.012.

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Investments occupy an important place in ensuring the financial stability and efficiency of a commercial bank. Marketing analysis of the stock market makes it possible to make a management decision on the formation of an optimal investment portfolio. This helps to provide competitive advantages over other credit institutions and expand its share in the financial market. The development of marketing activities is carried out taking into account the formation of a financial strategy and ensuring profitability from active operations. The obtained data on the dynamics of sectors of the economy mak

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Bala Ado, Abdullahi, Amina Dahir Salman, Bala Ado Kofar Mata, and Aminu Kado Kurfi. "THE RELATIONSHIP BETWEEN THE INVESTMENT PORTFOLIO AND BANKING FINANCIAL PERFORMANCE IN NIGERIA." Asian People Journal (APJ) 3, no. 1 (2020): 141–51. http://dx.doi.org/10.37231/apj.2020.3.1.171.

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The study aims to investigate the relationship between the investment portfolio and banking financial performance in Nigeria. The study took an ex post factor research design and firm was used as the unit of analysis. A population of the 15 commercial banks was taken but Skye Bank was screened out due to the unavailability of data and 14 banks were used as the sample for this study. Panel data analysis was used to analyze the data with E-views version 9 using the three models; without effect, random effect and fixed effect. The study reveals that investment in bond has a significant but negati

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Garafutdinov, Robert. "APPLICATION OF THE LONG MEMORY MODELS FOR RETURNS FORECASTING IN THE FORMATION OF INVESTMENT PORTFOLIOS." Applied Mathematics and Control Sciences, no. 2 (August 16, 2021): 171–91. http://dx.doi.org/10.15593/2499-9873/2021.2.10.

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This paper continues research within the framework of the scientific direction in econophysics at the Department of Information Systems and Mathematical Methods in Economics of the faculty of Economics of PSU. This paper describes the method of formation investment portfolios of four assets based on forecasted returns obtained using long memory econometric models and tests the hypotheses that the optimization of portfolio structure by forecasted returns obtained using such models (by the example of ARFIMA) allows to improve portfolio characteristics in comparison to the optimization by histori

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КУЖЕЛЬНЫЙ Д.С., КУЖЕЛЬНЫЙ Д. С., МАТЕРОВА Е. С. МАТЕРОВА Е.С., РУЖАНСКАЯ Н. В. РУЖАНСКАЯ Н.В., and ШАРАФУЛЛИНА Р. Р. ШАРАФУЛЛИНА Р.Р. "ORGANIZATION AND OPTIMIZATION OF THE INVESTMENT PORTFOLIO OF SHARES OF RUSSIAN COMPANIES." Экономика и предпринимательство, no. 3(164) (June 20, 2024): 711–16. http://dx.doi.org/10.34925/eip.2024.164.3.135.

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Инвестиционный портфель представляет собой прием управления своими финансами. Портфельные инвестиции решают множество инвестора, улучшают структуру его капитала. Портфельное инвестирование становится все более популярным способом приумножения активов. Проблему формирования инвестиционного портфеля изучали многие экономисты. Проблема оценки и анализа риска и доходности инвестиционного портфеля является довольно сложной, поскольку включает в себя достаточно трудоемкие расчеты. Также, были рассмотрены различные способы и методы оптимизации портфеля, с целью получения большей доходности и сокращен

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Makushina, Elena. "Identification of Dependence Between Financial Instruments for Structuring a Venture Round of Financing and the Portfolio Company’s Investment Stage of Development." Vestnik Volgogradskogo gosudarstvennogo universiteta. Ekonomika, no. 4 (February 2022): 163–79. http://dx.doi.org/10.15688/ek.jvolsu.2021.4.13.

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The purpose of this article is to identify the financial instruments that a venture capital fund uses when structuring а round of financing and the investment stages of development of a portfolio company. Based on a systematic literature review we investigated the portfolio companies’ investment stages, at which venture capital investments are made: seed stage, start-up stage, early stage, expansion stage. As a result of this study the definition of “venture investments” has been clarified. This article examines the financial instruments that venture capital funds use to structure a deal with

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Garafutdinov, Robert. "Development and approbation of a software solution for the investment portfolios formation using fractal analysis and predictive models." Applied Mathematics and Control Sciences, no. 4 (December 12, 2022): 201–23. http://dx.doi.org/10.15593/2499-9873/2022.4.11.

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This paper describes the development and approbation of the software solution, which implements the methodology of forming recommendations for the composition of investment portfolios using fractal analysis and long memory predictive models, which is the result of research conducted over several years at the Department of Information Systems and Mathematical Methods in Economics of PSU. The general algorithm of the program includes four main steps: 1) obtaining and preparing data; 2) sorting assets by the fractal dimension of their price series; 3) forecasting asset returns; 4) forming portfol

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Lyandres, Evgeny, Maria-Teresa Marchica, Roni Michaely, and Roberto Mura. "Owners’ Portfolio Diversification and Firm Investment." Review of Financial Studies 32, no. 12 (2019): 4855–904. http://dx.doi.org/10.1093/rfs/hhz050.

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Abstract Portfolio diversification of firms’ controlling owners influences their firms’ capital investment. Empirically, the effect of owners’ portfolio diversification on their firms’ investment levels is positive for publicly traded firms and tends to be negative for privately held ones. These findings are consistent with predictions of a model in which a risk-averse investor simultaneously chooses her portfolio structure, and both the level and riskiness of capital investment of the firm she controls, and in which the firm can be potentially constrained in its capital investment choices. Ov

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Klepikova, Ekaterina E., Laszlo Ungvari, and Yuriy Yu Kochinev. "MODELING THE DISTRIBUTION OF RETURNS ON INVESTMENTS IN A STOCK PORTFOLIO." SOFT MEASUREMENTS AND COMPUTING 10, no. 83 (2024): 93–102. https://doi.org/10.36871/2618-9976.2024.10.008.

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In the modern world, understanding and the ability to predict investment returns comes to the fore for investors. Modeling the profitability of a stock portfolio using the mathematical Monte Carlo method involves the use of random numbers and statistical data to predict possible investment returns. The method analyzes the simulation of market scenarios, allowing you to assess the likely change in the structure of instruments and the portfolio as a whole. This article examines the distribution of profitability of a portfolio consisting of nine shares of companies in different sectors of the eco

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Balaeva, Anastasia Yu, and Andrey A. Belyakov. "Methodology for calculating risk factors and assessing the sensitivity of portfolio asset returns when investing in personnel." Vestnik of Samara University. Economics and Management 12, no. 2 (2021): 171–79. http://dx.doi.org/10.18287/2542-0461-2021-12-2-171-179.

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The authors previously proposed an economic and mathematical model of investing in personnel and also the algorithm for determining of risk-free and the size of non-market risks. The goals of the article are to develop the threat rates and risk sensitive search methods during engineering of investment portfolio through arbitrage pricing theory for investment in personnel to return on investment. Questions of risk evaluation when choosing assets to invest in human capital of a company are fully provided. The covariance structure of allocation of funds of risk-free part of investment portfoliois

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YUZVOVICH, Larisa I., Maiya I. L’VOVA, and Vyacheslav Yu YARIN. "Building a pension portfolio based on modeling the structure of pension savings." Finance and Credit 29, no. 9 (2023): 1973–95. http://dx.doi.org/10.24891/fc.29.9.1973.

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Subject. The study investigates the process of building a pension portfolio based on modeling the structure of pension savings. Objectives. The aim is to develop a science-based approach to the formation of an investment portfolio of pension savings of private investors by modeling the structure of pension savings, taking into account risk-orientation tools and profitability in a changing financial market environment to obtain substantial retirement income through self-accumulation. Methods. The study applies general scientific methods of cognition, economic and statistical methods of informat

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Gouglas, Dimitrios, and Kevin Marsh. "Prioritizing investments in rapid response vaccine technologies for emerging infections: A portfolio decision analysis." PLOS ONE 16, no. 2 (2021): e0246235. http://dx.doi.org/10.1371/journal.pone.0246235.

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This study reports on the application of a Portfolio Decision Analysis (PDA) to support investment decisions of a non-profit funder of vaccine technology platform development for rapid response to emerging infections. A value framework was constructed via document reviews and stakeholder consultations. Probability of Success (PoS) data was obtained for 16 platform projects through expert assessments and stakeholder portfolio preferences via a Discrete Choice Experiment (DCE). The structure of preferences and the uncertainties in project PoS suggested a non-linear, stochastic value maximization

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Bekishev, Sergei V., Natalia G. Viktorova, and Rinat V. Fayzullin. "USING THE BLACK-LETTERMAN MODEL TO OPTIMIZE AN INVESTMENT PORTFOLIO." SOFT MEASUREMENTS AND COMPUTING 10, no. 83 (2024): 15–25. https://doi.org/10.36871/2618-9976.2024.10.002.

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The Black–Letterman model is a mathematical financial model designed to optimize the allocation of assets in a portfolio, taking into account investor opinions and market equilibrium. This model allows investors to use their own preferences to set up asset allocation in a portfolio. It is based on the basic principles of modern portfolio theory, which emphasizes the relationship between risk and return on investments in the context of their impact on the overall risk profile and return on the portfolio. According to portfolio theory, an investor can construct a portfolio of various assets that

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Kiptum, Timothy. "Does Investment Structure Matters in the Nexus Between Income Diversification and Financial Performance in Comesa Region? Evidence from Commercial Banks in Kenya." Journal of Advanced Research in Economics and Administrative Sciences 3, no. 2 (2022): 33–49. http://dx.doi.org/10.47631/jareas.v3i2.496.

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Purpose: The article examines whether investment structure moderates the relationship between income diversification and financial performance of Commercial banks in COMESA region. Approach/Methodology/Design: The study adopted positivist research paradigm and explanatory research design. The data was collected from 31 commercials banks in Kenya from 2008 to 2019.The study considered the following variables: Income Diversification, Investment Structure and Financial Performance. Modern portfolio theory, Agency theory and resource based view theory were adopted. Findings: The study established

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Bivainis, Juozas. "Real Estate Investment Trusts: a Place in The Diversity of Investment Funds." Business: Theory and Practice 9, no. (3) (2008): 149–59. https://doi.org/10.3846/1648-0627.2008.9.149-159.

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Economies and social sectors of the 21<sup>st</sup> century states are hard to picture without investment funds. The extent of investments, the variety of funds as well as the opportunities for investment are constantly increasing. Of this variety, the real estate investment trusts are subject to the most controversial opinions. This article includes the results of a research on REITs as an alternative for investment. A three-criterion set – return on investments, risk and correlation of return with investments in different types of assets – has been used to assess the role and the significanc

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Okolie, Joseph O. and Ehiedu, Victor C. "FOREIGN PORTFOLIO INVESTMENT FLOW (FPIF) AND NIGERIAN STOCK EXCHANGE (NSE)." International Journal of Management & Entrepreneurship Research 5, no. 2 (2023): 85–98. http://dx.doi.org/10.51594/ijmer.v5i2.441.

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This work scrutinized the association linking Foreign Portfolio Investment Flow (FPIF) and Nigerian Stock Exchange NSE) (1981-2022). To accomplish the primary goal, FPIF was represented by Equity Foreign Portfolio Investment (EFPI), Bond Foreign Portfolio Investment (BFPI), Money Market Instrument Foreign Portfolio Investment (MMIFPI), and Nigeria Stock Exchange represented by Total Market Capitalization (TMKTC). An ex-post facto research design was used for this investigation. Data for investigation was primarily secondary data; from NSE reports, CBN statistical Bulletins, World Development I

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Kononchuk, Oleg. "Evaluation of financial resources of households of Ukraine: income, costs, investment tools." Market Relations Development in Ukraine 123, no. 10(281) (2024): 110–17. https://doi.org/10.5281/zenodo.14368584.

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Subject of the research – financial resources of Ukrainian households in terms of their incomes, expenses and investment tools in conditions of economic instability and martial law.The aim of the article is to assess the current state of banking services for managing investment resources of households and to propose approaches for their improvement under conditions of financial uncertainty. Methodology – a systematic approach, statistical analysis of the structure of household expenditures and incomes, as well as methods of comparison and generalization were used to identify the ma

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