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Journal articles on the topic 'Investment profit stochasticity assessment portfolio'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

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1

Rutkauskas, Aleksandras Vytautas, and Donatas Valiulis. "With Double Trump Portfolio through Whirls of Financial Crisis." Business: Theory and Practice 10, no. (4) (2009): 259–68. https://doi.org/10.3846/1648-0627.2009.10.259-268.

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In the article decision management in global currency market FOREX model is presented. The model is based on the adequate for investment profit stochasticity assessment portfolio; earlier suggested by the author; including portfolio and currency exchange rates fluctuations forecasting system; used to evaluate decisions reliability. The possibilities of model practical application are presented. Experimental results of model application enable us to state; that global currency and capital markets are not homogeneous; that is; almost always there are possibilities to find decision management str

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2

Rutkauskas, Aleksandras Vytautas, Vytautas Lukoševičius, and Vaidotas Jakštas. "Twofold Trump Portfolio Application for Decision Management in a Global Currency Exchange Market." Business: Theory and Practice 7, no. (2) (2006): 55–72. https://doi.org/10.3846/btp.2006.08.

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In the article decision management in a global currency market "FOREX"" model is presented. The model is based on the adequate for investment profit stochasticity assessment portfolio earlier suggested by the author, including portfolio and currency exchange rates fluctuations forecasting system, used to evaluate decisions reliability. The possibilities of model practical application are presented. Experimental results of the model application enable us to state that global currency and capital markets are not homogeneous, that almost always there are possibilities to find a decision managemen

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3

Rutkauskas, Aleksandras Vytautas, and Jelena Stankevičienė. "FORMATION OF AN INVESTMENT PORTFOLIO ADEQUATE FOR STOCHASTICITY OF PROFIT POSSIBILITIES." Journal of Business Economics and Management 4, no. 1 (2003): 3–12. http://dx.doi.org/10.3846/16111699.2003.9636033.

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The paper deals with the conception of integrated bank assets and liabilities portfolio adequate to stochastic nature of assets profitability and liabilities expenditures. Two interconnected situations are considered. Firstly, the principles of construction of an investment portfolio, adequate to stochastic nature of an investment yield arc considered. Further, the idea of consideration and optimal selection of integrated assets and liabilities portfolio is considered. These problems are solved on the basis of the authors’ idea of investment portfolio adequate for stochastic nature of investme

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4

Sayyed, Irfan. "Formation of adequate Investment Portfolio for Stochasticity of Profit Possibilities." International Journal of Mathematics Trends and Technology 28, no. 1 (2015): 34–51. http://dx.doi.org/10.14445/22315373/ijmtt-v28p508.

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5

Rizky, Bimbi Ardhana, Sudarno Sudarno, and Diah Safitri. "PENGUKURAN RISIKO KREDIT DAN PENGUKURAN KINERJA DARI PORTOFOLIO OBLIGASI." Jurnal Gaussian 7, no. 1 (2018): 43–53. http://dx.doi.org/10.14710/j.gauss.v7i1.26634.

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Except getting coupon as a profit, there is loss probability in bond investment that is credit risks investment. One way to measure the credit risk of a bond is to use the credit metrics method. It uses the ratings of the bond issuer company and the transition rating issued by the rating company for its calculations. Mean Variance Efficient Portfolio (MVEP) can be used to make an optimal portfolio so that risk can be obtained to a minimum. An assessment of portfolio performance is needed to increase confidence to invest. Sharpe index can measure portfolio performance based on return value of b

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6

Yuzvovich, L. I., and M. I. Lvova. "Asset Allocation and Risk Assessment in the Securities Portfolio Management System." Finance: Theory and Practice 29, no. 2 (2025): 94–106. https://doi.org/10.26794/2587-5671-2025-29-2-94-106.

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The agro-industrial complex is an important component of the economy. However, this sector is characterized by a complex structure, limited resources and dependence on government actions. For these reasons, portfolio management in the agro-industrial sector requires special attention when developing the investment strategy. In this regard, the study of the strategy and methodology of managing the securities portfolio of the agro-industrial complex is an urgent topic in the context of restructuring of the Russian economy. The main task in managing the securities portfolio is to attract the fina

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7

Safitri, Kristika, Tarno Tarno, and Abdul Hoyyi. "PENGUKURAN KINERJA PORTOFOLIO OPTIMAL SAHAM LQ45 MENGGUNAKAN METODE CAPITAL ASSET PRICING MODEL (CAPM) DAN LIQUIDITY ADJUSTED CAPITAL ASSET PRICING MODEL (LCAPM)." Jurnal Gaussian 10, no. 2 (2021): 230–40. http://dx.doi.org/10.14710/j.gauss.v10i2.29414.

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Investment is planting some funds to get profit and the stock is one of the type of investment in fincancial that the most interested for investors. To avoid the risk of investing, investors try to diversify their invesments by using portfolio. Stock portfolio is investment which comprised of various stocks from different companies, with the expect when the price of one stock decreases, while the other increases, then the investments do not suffer losses. Models that can be used to make a portfolio, one of them is Capital Asset Pricing Model (CAPM) and Liquidity Adjusted Capital Asset Pricing

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8

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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9

yadav, Bineet. "THE INVESTMENT PATTERN AND BANKING NEEDS OF THE HOUSING SOCIETIES." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 04 (2024): 1–5. http://dx.doi.org/10.55041/ijsrem32916.

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THE INVESTMENT PATTERN AND BANKING NEEDS OF THE HOUSING SOCIETIES THE INVESTMENT PATTERN AND BANKING NEEDS OF THE HOUSING SOCIETIES. UNDER THE GUIDANCE OF Prof. Reji john SOB, GALGOTIAS UNIVERSITY SUBMITTED BY Bineet yadav 22GSOB2010640 MBA 2022-2024 SCHOOL OF BUSINESS GALGOTIAS UNIVERSITY ABSTRACT This study delves into the investment patterns and banking requirements of housing societies, examining their financial management practices for sustainability and growth. Through a comprehensive analysis of market dynamics, company performance, risk assessment, valuation methods, investment strateg

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10

Sulistianingsih, Evy, Dedi Rosadi, and Maharani Abu Bakar. "Credible Delta Gamma (THETA) Normal Value at Risk for Assessing European Call Option Risk." Sains Malaysiana 53, no. 9 (2024): 3197–213. http://dx.doi.org/10.17576/jsm-2024-5309-23.

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The current research introduces a novel risk metric called credible delta-gamma (theta)-normal Value-at-Risk (CredDGTN VaR) for the purpose of the option risk assessment. CredDGTN VaR represents an extension of the credible Value-at-Risk (CredVaR) framework, whereby risk assessment is conducted through the integration of CredVaR with delta-gamma(theta)-normal VaR. The present study introduces a novel approach that is deemed suitable for evaluating the risk of a portfolio of European call options. The proposed method takes into account the nonlinear interdependence of the market risk factors de

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11

Babaeva, N. M. "Ways to Increase the Efficiency of Investment Activities of Insurance Companies in Uzbekistan." Economics: the strategy and practice 19, no. 1 (2024): 116–35. http://dx.doi.org/10.51176/1997-9967-2024-1-116-135.

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This article aims to develop scientific and methodological proposals and practical recommendations to improve the methodology for assessing the effectiveness of investment activities of insurance organizations. The work uses scientific methods for studying the processes of economic reality - systematic analysis, generalization, grouping, observation, logical and comparative methods of analysis, abstract logical thinking, comparative analysis, mathematical modeling, econometric analysis, actuarial calculations, etc. Based on the systematization of information on investment activities, investmen

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12

Dobrovolskiy, Vladimir. "Optimization of Portfolio of federal loan bonds and RE-PO trades." Economics and the Mathematical Methods 58, no. 3 (2022): 129. http://dx.doi.org/10.31857/s042473880018212-2.

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Within the framework of the considered model, the Investor can make transactions for the buying and sailing of federal loan bonds (OFZ), as well as direct and reverse REPO deals secured by OFZ. Transactions are made for liquidity management and increasing interest income. This paper discusses the problem of constructing an optimal portfolio of such transactions. The paper considers the approach for the generation of scenarios for OFZ price changes, the mathematical formulation of the optimization problem, the assessment of its dimension depending on the number of assets and the number of scena

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13

Mukherjee, Debangshu. "Analysis of financial performance parameters of five FMCG companies by MCDM techniques." International Scientific Journal of Engineering and Management 04, no. 05 (2025): 1–7. https://doi.org/10.55041/isjem03303.

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Abstract: Social economic development was highly devastated due the pandemic situation of COVID 19. The bigger organizations are facing financial crisis that leads to financial distress. Many companies are suffering from financial losses due to lack of proper decision making which leads to unachievable organizational goal. Financial performance evaluation is crucial for decision- making in corporate finance, investment analysis, and risk assessment. Multi-Criteria Decision Making (MCDM) techniques help evaluate financial performance by considering multiple conflicting criteria. According to th

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14

Arkadeva, Olga G., and Mariya A. Petrova. "Assessment of the Investment Attractiveness of VTB Bank Shares." Oeconomia et Jus, no. 4 (December 25, 2024): 15–32. https://doi.org/10.47026/2499-9636-2024-4-15-32.

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The study of VTB Bank's investment attractiveness is undoubtedly relevant due to the fact that deterioration of the geopolitical situation, the bank's inclusion in the sanctions list, as well as tightening of the monetary policy of the Bank of Russia, a pronounced weakening of the national currency had a negative impact on the activities of this commercial bank, the second most important for the Russian banking system, and in 2022 it received a record the loss; in addition, the bank's equity was significantly affected. In 2023, VTB Bank's operations began to recover, and in 2024, the bank carr

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15

Polozhyentsyeva, YUliya, and A. Tarasova. "MANAGING BUSINESS REPUTATION RISKS FOR THE SUSTAINABLE DEVELOPMENT OF A BUSINESS ORGANIZATION." Actual directions of scientific researches of the XXI century: theory and practice 10, no. 1 (2022): 171–79. http://dx.doi.org/10.34220/2308-8877-2022-10-1-171-179.

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Business reputation management occupies a central place as a key business issue in most organizations around the world. First of all, the interest in business reputation lies in the emergence of a new doctrine of values, in which the main place is occupied by the desire for higher and higher quality activities in business organizations. In the modern world, understanding reputation is an asset that is capitalized and allows you to solve important business tasks to obtain a stable profit. Business reputation is included in the "business organization development portfolio" as an intangible asset

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16

Ghising, Tilak. "Social Performance Management and Sustainability of Microfinance Institutions." International Research Journal of MMC 3, no. 4 (2022): 17–20. http://dx.doi.org/10.3126/irjmmc.v3i4.48858.

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Social performance management refers to the ability to achieve social goals by putting customers at the center of strategy and operations in microfinance institutions. The social performance of a microfinance institution means its effectiveness in achieving social goals and creating value for customers. This is just one aspect of social performance management. Social performance management examines the whole process through which an effect occurs. In the present study, social performance is considered as an assessment of social goals such as targeting the poor and marginalized, an adaptation o

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17

Пригодич, И. А., И. А. Конончук та А. В. Киевич. "ЗОВНІШНЬОЕКОНОМІЧНА ДІЯЛЬНІСТЬ ЯК ФАКТОР АКТИВІЗАЦІЇ ІНВЕСТИЦІЙ В БРЕСТСЬКА ОБЛАСТЬ БІЛОРУСІЇ". TIME DESCRIPTION OF ECONOMIC REFORMS, № 2 (20 липня 2020): 38–44. http://dx.doi.org/10.32620/cher.2020.2.05.

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Investment in the country is the most effective and efficient driver of the economy. Their availability will inevitably lead to effective employment through the creation of new jobs, and deep modernization. Increasing the competitiveness of goods will contribute to the growth of sales, exports and foreign exchange earnings in the country. The purpose of the article is to characterize foreign economic activity as a factor in intensifying investments in the Brest region of Belarus. Methods used in the study. The use of the induction method allowed us to identify areas for improving the procedure

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18

Terletska, V. "VENTURE BUSINESS EFFICIENCY MANAGEMENT." Journal of Lviv Polytechnic National University. Series of Economics and Management Issues 5, no. 1 (2021): 187–94. http://dx.doi.org/10.23939/semi2021.01.187.

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Purpose. Since the venture business is a catalyst for structural adjustment and technological renewal of the country’s economic complex, small firms with the support of venture capital effectively create and sell innovations that become the basis of new economy sectors. Effective organization of venture activity requires analysis of the main trends in developing organizational forms of venture business and the creation of venture funds. This article aims to form a coherent system of indicators for evaluating the effectiveness of venture projects to manage the energy of venture business and the

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19

Boschee, Pam. "Comments: Global Registry of Fossil Fuels Launched." Journal of Petroleum Technology 74, no. 10 (2022): 8–9. http://dx.doi.org/10.2118/1022-0008-jpt.

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_ A database for tracking the world’s fossil fuel production, reserves, and emissions launched on 19 September, coinciding with climate discussions taking place at the 77th session of the United Nations General Assembly in New York. Developed jointly by Carbon Tracker, an independent financial think tank, and the Global Energy Monitor, which tracks global energy projects, the Global Registry of Fossil Fuels is the first open-source database that translates fossil fuel reserves and production data into greenhouse-gas emissions expressed in CO2 equivalents. It was built using data for more than

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20

Muhammad Ryan Romadhon and Siti Mutmainah. "Islamic Capital Market Integration in 5 ASEAN Countries in the Covid-19 Era." Jurnal Ekonomi Syariah Teori dan Terapan 10, no. 3 (2023): 262–74. http://dx.doi.org/10.20473/vol10iss20233pp262-274.

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ABSTRACT The purpose of this study was to analyze the short-term and long-term relationship between the Islamic capital markets of 5 selected countries in the Covid-19 era. This study used a quantitative approach using weekly secondary data from January 2020 to December 2022. The data analysis model used Vector Auto Regression (VAR) analysis. The results of this study show that in the short term, variants in the capital market will change due to shocks in other ASEAN Islamic capital markets, but short-term deviations in the Islamic capital market will adjust in the long term. meanwhile, in the

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21

Basiura, Beata, and Joanna Motyczyńska. "The Application of genetic algorithms for the selection of WSE companies in Warsaw for the investment portfolio." Decision Making in Manufacturing and Services 14, no. 1 (2020). http://dx.doi.org/10.7494/dmms.2020.14.1.3809.

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Portfolio analysis is a tool particularly intended for investors. Risk assessment and risk specification make the investor able to properly diversify and offset the portfolio. Broadly speaking, there are multiple tools destined for building up an efficient set of portfolios.One of them is Markowitz’s model theory postulating building up a portfolio determined on the basis of equilibrium between expected profit level as well as accepted level of risk assessment.In the context of this paper, the objective is to shed some light on creating investment portfolios based on either Markowitz's portfol

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22

Kochetkov, Volodymyr, Mykyta Dragovoz, and Oleksandra Kochetkova. "ASSESSMENT OF THE IMPACT OF FOREIGN INVESTMENT FOR THE DEVELOPMENT OF UKRAINE'S AGRICULTURE." PROBLEMS OF SYSTEMIC APPROACH IN THE ECONOMY, no. 3(92) (2023). http://dx.doi.org/10.32782/2520-2200/2023-3-4.

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Investment refers to the long-term investment of capital in various sectors of the economy, including infrastructure, social programs and environmental protection, both at home and abroad. In many market economies, a significant part of investments is financial. Investments play a significant role at both the macro and micro levels. Investments are a key factor in determining the future not only of the country as a whole, but also of individual business entities, and they are the driving force for economic development. The formation of an investment portfolio is an important component of inves

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23

KESOYAN, Narek, and Mesrop MESROPYAN. "QUANTITATIVE ASSESSMENT OF CREDIT RISK." ALTERNATIVE, 2022, 86–92. http://dx.doi.org/10.55528/18292828-2022.1-86.

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Currently, various mathematical methods and models are used for quantitative assessment for risks, most of which are linear, as in case of nonlinear models normal distribution of random variables is assumed. This approach, in our opinion, significantly devalues the model, since other distributions of random variables that change over time are more common. It is known that the financial and credit policy pursued by banks in connection with large investments is carried out in conditions of certain risks. As a result, we come to a situation where there is some degree of uncertainty, when the expe

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24

Muldavin, Scott, Chris R. Miers, and Ken Mcmackin. "Buildings emerge as drivers of health and profits." Corporate Real Estate Journal, December 1, 2017. http://dx.doi.org/10.69554/mwad7611.

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A confluence of factors has moved buildings to the forefront of efforts to promote the health and wellness of employees. This paper addresses why this has occurred, and how it will influence corporate real estate (CRE) and human resource decisionmaking in the future. The paper continues by describing and documenting a methodology for assessing the financial performance of health and wellness investments that can be used to analyse property and portfolio decisions (Property Health and Wellness ROI Model [The ROI Model]). The ROI Model is then applied to a hypothetical investment in the WELL Bui

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25

Guareschi, Stefania, Maddalena Ravasi, Danila Baldessari, et al. "The positive impact on translational research of Fondazione italiana di ricerca per la Sclerosi Laterale Amiotrofica (AriSLA), a non-profit foundation focused on amyotrophic lateral sclerosis. Convergence of ex-ante evaluation and ex-post outcomes when goals are set upfront." Frontiers in Research Metrics and Analytics 8 (August 4, 2023). http://dx.doi.org/10.3389/frma.2023.1067981.

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Charities investing on rare disease research greatly contribute to generate ground-breaking knowledge with the clear goal of finding a cure for their condition of interest. Although the amount of their investments may be relatively small compared to major funders, the advocacy groups' clear mission promotes innovative research and aggregates highly motivated and mission-oriented scientists. Here, we illustrate the case of Fondazione italiana di ricerca per la Sclerosi Laterale Amiotrofica (AriSLA), the main Italian funding agency entirely dedicated to amyotrophic lateral sclerosis research. An

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