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1

Perera, Ryle S. "Provisions for bank deposit withdrawals and portfolio selection." International Journal of Financial Engineering 07, no. 01 (2020): 1950037. http://dx.doi.org/10.1142/s2424786319500373.

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The primary economic function of a bank is to redirect funds from savers to borrowers in an efficient manner, while increasing the value of the bank’s asset holdings in absolute terms. Within the regulatory framework of the Basel III accord, banks are required to maintain minimum liquidity to guard against withdrawals/liquidity risks. In this paper, we analyze a continuous-time mean-variance portfolio selection for a bank with stochastic withdrawal provisioning by relating the reserves as a proxy for the assets held by the bank. We then formulate an optimal investment portfolio selection for a
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2

Zhao, Lin. "Portfolio Selection with Jumps under Regime Switching." International Journal of Stochastic Analysis 2010 (July 28, 2010): 1–22. http://dx.doi.org/10.1155/2010/697257.

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We investigate a continuous-time version of the mean-variance portfolio selection model with jumps under regime switching. The portfolio selection is proposed and analyzed for a market consisting of one bank account and multiple stocks. The random regime switching is assumed to be independent of the underlying Brownian motion and jump processes. A Markov chain modulated diffusion formulation is employed to model the problem.
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3

Pratiwi, Ariani Dian, Idqan Fahmi, and Rifki Ismal. "Optimal Hajj Funds Management by Islamic Bank." ETIKONOMI 18, no. 2 (2019): 303–14. http://dx.doi.org/10.15408/etk.v18i2.10938.

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The purpose of this paper is to find the optimal portfolio of Hajj fund management by the Islamic banks in Indonesia. BPKH, as an authority, can place the Hajj fund on Islamic bank deposits. However, Islamic banks limited the expected returns and risks set by BPKH so that the appropriate strategy is required to establish the optimal of portfolio. Islamic banks face a trade-off because of the increased level of risk constrains the intention to get higher returns. This study uses a mean-variance portfolio optimization theory to construct such an optimal portfolio. Finally, this study recommends
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4

Tansakul, Nantasak, and Pisal Yenradee. "Fuzzy Improvement-Project Portfolio Selection Considering Financial Performance and Customer Satisfaction." International Journal of Knowledge and Systems Science 11, no. 2 (2020): 41–70. http://dx.doi.org/10.4018/ijkss.2020040103.

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This article develops a suitable and practical method for improvement-project portfolio selection under uncertainty, based on the requirements of a bank in Thailand. A significant contribution of this article is that the proposed method can determine an optimal project portfolio, to satisfy the customer/employee satisfaction targets and an investment budget constraint. This allows users to estimate parameters as triangular fuzzy numbers under pessimistic, most likely, and optimistic situations. Four mathematical models are proposed to maximize the defuzzified values of fuzzy NPV and fuzzy BCR,
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5

MENG, QIANG, and ANANDA WEERASINGHE. "OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS." International Journal of Theoretical and Applied Finance 09, no. 04 (2006): 619–41. http://dx.doi.org/10.1142/s021902490600369x.

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We consider an investor who has available a bank account (risk free asset) and a stock (risky asset). It is assumed that the interest rate for the risk free asset is zero and the stock price is modeled by a diffusion process. The wealth can be transferred between the two assets under a proportional transaction cost. Investor is allowed to obtain loans from the bank and also to short-sell the risky asset when necessary. The optimization problem addressed here is to maximize the probability of reaching a financial goal a before bankruptcy and to obtain an optimal portfolio selection policy. Our
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6

Amaroh, Siti, and Chanif Nasichah. "Risk-Return Analysis on Optimum Portfolio Selection of Islamic Stocks." Equilibrium: Jurnal Ekonomi Syariah 9, no. 1 (2021): 65. http://dx.doi.org/10.21043/equilibrium.v9i1.9433.

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<p><em>This study aims to determine the optimum portfolio category and analyze the risk-return on a formed portfolio. Data was taken from eighteen listed companies indexed by Jakarta Islamic Index during 2015-2018. Stock returns are calculated based on the closing price at the end of each month in the period. Sharia Certificate of Bank Indonesia is a proxy of risk-free return, while the market return is measured by the value of the Jakarta Islamic Index. Stocks are sorted by the value of excess return to beta (ERB) from highest to lowest, and to obtain optimal stock portfolio candi
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7

COURAKIS, ANTHONY S. "IN SEARCH OF AN EXPLANATION OF COMMERCIAL BANK SHORT-RUN PORTFOLIO SELECTION*." Oxford Bulletin of Economics and Statistics 42, no. 4 (2009): 305–35. http://dx.doi.org/10.1111/j.1468-0084.1980.mp42004002.x.

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8

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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9

Pennathur, Anita, and Sharmila Vishwasrao. "The financial crisis and bank–client relationships: Foreign ownership, transparency, and portfolio selection." Journal of Banking & Finance 42 (May 2014): 232–46. http://dx.doi.org/10.1016/j.jbankfin.2013.11.026.

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10

Paetzmann, Karsten. "Bad assets options and bank resolution in Europe." Journal of Risk Finance 16, no. 5 (2015): 486–97. http://dx.doi.org/10.1108/jrf-06-2015-0058.

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Purpose – This paper analyzes the new EU Bank Recovery and Resolution Directive (BRRD) to determine the level of guidance on instruments to wind-down bad asset portfolios of asset management vehicles. In the absence of such detailed guidance stipulated by the BRRD, the aim is to provide certain practical guidance to future resolution planning and execution. Design/methodology/approach – This paper draws upon experience from portfolio reduction strategies applied at European bad banks in the aftermath of the 2008 financial crisis. For illustration purposes, the paper use case study data from a
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11

Shen, Yang. "Effect of Variance Swap in Hedging Volatility Risk." Risks 8, no. 3 (2020): 70. http://dx.doi.org/10.3390/risks8030070.

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This paper studies the effect of variance swap in hedging volatility risk under the mean-variance criterion. We consider two mean-variance portfolio selection problems under Heston’s stochastic volatility model. In the first problem, the financial market is complete and contains three primitive assets: a bank account, a stock and a variance swap, where the variance swap can be used to hedge against the volatility risk. In the second problem, only the bank account and the stock can be traded in the market, which is incomplete since the idiosyncratic volatility risk is unhedgeable. Under an expo
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12

Atta Mills, Ebenezer Fiifi Emire, Mavis Agyapomah Baafi, Nelson Amowine, and Kailin Zeng. "A HYBRID GREY MCDM APPROACH FOR ASSET ALLOCATION: EVIDENCE FROM CHINA’S SHANGHAI STOCK EXCHANGE." Journal of Business Economics and Management 21, no. 2 (2020): 446–72. http://dx.doi.org/10.3846/jbem.2020.11967.

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Asset allocation is a critical concern for any investor in the financial market. This paper aims to prioritize five randomly selected firms from the top ten stocks by market capitalization of the Shanghai Stock Exchange (SSE) by opting for adequate financial procedures and practical criteria under uncertain conditions. Decision makers want not only the ranking order of stocks but also capital proportions to be allocated. Therefore, this study uses a hybrid multi-criteria decision-making (MCDM) approach comprising of an integrated analytic network process (ANP) and decision making trial and eva
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13

Iqbal, Javed, Moeed Ahmad Sandhu, Shaheera Amin, and Aliya Manzoor. "Portfolio Selection and Optimization through Neural Networks and Markowitz Model: A Case of Pakistan Stock Exchange Listed Companies." Review of Economics and Development Studies 5, no. 1 (2019): 183–96. http://dx.doi.org/10.26710/reads.v5i1.354.

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This paper used artificial neural networks (ANNs) time series predictor for approximating returns of Pakistan Stock Exchange (PSX) listed 100 companies. These projected returns are then substituted into expected returns in the Markowitz’s Mean Variance (MV) portfolio Model. For comparison empirical data used is closing prices of PSX listed stocks, Karachi Inter Bank Offer Rates (KIBOR) as risk free rate and KSE-all share index as benchmark. The Portfolio returns are compared for two datasets by employing various constraints like budget, transaction costs, and turnover constraints. The value of
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14

Redkin, Nikita. "Optimization of Investment Portfolios Taking into Account the Behavioral Perception of Monetary Policy." Economic Policy 15, no. 3 (2020): 44–73. http://dx.doi.org/10.18288/1994-5124-2020-3-44-73.

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The paper presents an adaptation of modern behavioral economic theory to portfolio investment in the Russian stock market. The author analyzes the possibility of optimizing the investment portfolio for a private investor using portfolio correction based on changes in monetary policy indicators available in media sources. The behavioral model of portfolio selection is used, based on the value of shares on Moscow Exchange and taking into account a reference point in the theory of prospects in the form of indicators regulated by the Bank of Russia. The key rate and the standard of required reserv
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15

Liu, Chang, Chuo Chang, and Zhe Chang. "Maximum Varma Entropy Distribution with Conditional Value at Risk Constraints." Entropy 22, no. 6 (2020): 663. http://dx.doi.org/10.3390/e22060663.

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It is well known that Markowitz’s mean-variance model is the pioneer portfolio selection model. The mean-variance model assumes that the probability density distribution of returns is normal. However, empirical observations on financial markets show that the tails of the distribution decay slower than the log-normal distribution. The distribution shows a power law at tail. The variance of a portfolio may also be a random variable. In recent years, the maximum entropy method has been widely used to investigate the distribution of return of portfolios. However, the mean and variance constraints
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16

Dewi, Eis Kartika, Dwi Ispriyanti, and Agus Rusgiyono. "EXPECTED SHORTFALL PADA PORTOFOLIO OPTIMAL DENGAN METODE SINGLE INDEX MODEL (Studi Kasus pada Saham IDX30)." Jurnal Gaussian 10, no. 2 (2021): 269–78. http://dx.doi.org/10.14710/j.gauss.v10i2.30947.

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Stock investment is a commitment to a number of funds in marketable securities which shows proof of ownership of a company with the aim of obtaining profits in the future. For obtaining optimal returns from stock investments, investors are expected to form optimal portfolios. The optimal portfolio formation using the Single Index Model is based on the observation that a stock fluctuates in the direction of the market price. It shows that most stocks tend to experience price increases if the market share price rises, and vice versa. Selection of optimal portfolio-forming stocks on IDX30 using t
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17

Harun, Paulina, and Atman Poerwokoesoemo. "Measurement of Vulnerability of Financial Portfolio of Sharia Commercial Banks by Cardona Method." Jurnal Ilmu Manajemen & Ekonomika 9, no. 2 (2017): 109. http://dx.doi.org/10.35384/jime.v9i2.44.

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his study aims to: (1) to know and analyze the extent of volatility (vulnerability) of sharia banking industry in Indonesia in the face of competition (2) to know and analyze factors affecting vulnerability of sharia commercial banks; (3) to know and analyze the extent of sustainable development of sharia banking industry to Indonesia's economic development.The research conducted to measure the vulnerability (volatility) of proto folio of syariah bank using observation period 2015, and the data used is cross section data. The research design used in this research is quantitative research, usin
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18

Aisien, Leonard Nosa. "The Impact of Exchange Rate on Foreign Private Investment in Nigeria." Asian Finance & Banking Review 2, no. 2 (2018): 19–32. http://dx.doi.org/10.46281/asfbr.v2i2.208.

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The study examined the impact of exchange rate on foreign private investment using quarterly time series date from Nigeria for the period 2007 to 2017. Foreign private investment in the study was disaggregated into foreign direct investment and foreign portfolio investment in order to ascertain their separate reactions to changes in the exchange rate of the naira against the US dollars. The empirical analysis was based on the VAR estimation procedure using three lagged periods adopted on the basis of various lag order selection criteria. The empirical result revealed that devaluation/depreciat
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19

Chun, So Yeon, and Miguel A. Lejeune. "Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution." Management Science 66, no. 8 (2020): 3735–53. http://dx.doi.org/10.1287/mnsc.2019.3378.

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We consider a lender (bank) that determines the optimal loan price (interest rate) to offer to prospective borrowers under uncertain borrower response and default risk. A borrower may or may not accept the loan at the price offered, and both the principal loaned and the interest income become uncertain because of the risk of default. We present a risk-based loan pricing optimization framework that explicitly takes into account the marginal risk contribution, the portfolio risk, and a borrower’s acceptance probability. Marginal risk assesses the incremental risk contribution of a prospective lo
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20

Mihanzadeh, Hooman, Yulizar Widiatama, Marzieh Geramian Nik, Hamed Gholami, and Zahra Akbardoost Laskoukalayeh. "A Novel Integrated AHP-QFD Model for Investment Banks." Applied Mechanics and Materials 548-549 (April 2014): 1959–64. http://dx.doi.org/10.4028/www.scientific.net/amm.548-549.1959.

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This paper proposes an effective model to integrate shareholders’ requirements with regard to Bank’s investment categories in an effort to rank the best project portfolios in order of importance whereby they reap the benefits of their secured investments. This study attempts to utilize Quality Function Deployment (QFD) in an investment bank sector, a customer oriented design tool which starts with House of Quality (HOQ). In this manner, Analytical Hierarchy Process (AHP) approach was employed to fulfill the intended HOQs through measuring the relative importance of shareholders’ needs as well
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21

CHEN, ZHIPING, LIYUAN WANG, PING CHEN, and HAIXIANG YAO. "CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING." International Journal of Theoretical and Applied Finance 22, no. 06 (2019): 1950029. http://dx.doi.org/10.1142/s0219024919500298.

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Using mean–variance (MV) criterion, this paper investigates a continuous-time defined contribution (DC) pension fund investment problem. The framework is constructed under a Markovian regime-switching market consisting of one bank account and multiple risky assets. The prices of the risky assets are governed by geometric Brownian motion while the accumulative contribution evolves according to a Brownian motion with drift and their correlation is considered. The market state is modeled by a Markovian chain and the random regime-switching is assumed to be independent of the underlying Brownian m
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22

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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23

Toyin, O. W., and Ad E. Oludayol. "Dynamic Effects of Foreign Portfolio Investment on Economic Growth in Nigeria." Financial Markets, Institutions and Risks 4, no. 3 (2020): 5–12. http://dx.doi.org/10.21272/fmir.4(3).5-12.2020.

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The slow growth rate and the deficit of full-fledged financial security have created the preconditions for studying the relationship between foreign investment and economic growth. In previous literature, key emphases on this issue were studied in the short term and in terms of static functioning of the economy. Thus, this article purposely studied the dynamic nature of the development of the relationship between foreign investment and economic growth in Nigeria from 1980 to 2018. The use of the Augmented-Dickey Fuller test confirmed the precondition for adopting dynamic techniques to test the
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24

Kamal, Javed Bin. "Optimal Portfolio Selection in Ex Ante Stock Price Bubble and Furthermore Bubble Burst Scenario from Dhaka Stock Exchange with Relevance to Sharpe’s Single Index Model." Financial Assets and Investing 3, no. 3 (2012): 29–42. http://dx.doi.org/10.5817/fai2012-3-3.

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The paper aims at constructing an optimal portfolio by applying Sharpe’s single index model of capital asset pricing in different scenarios, one is ex ante stock price bubble scenario and stock price bubble and bubble burst is second scenario. Here we considered beginning of year 2010 as rise of stock price bubble in Dhaka Stock Exchange. Hence period from 2005 -2009 is considered as ex ante stock price bubble period. Using DSI (All share price index in Dhaka Stock Exchange) as market index and considering daily indices for the March 2005 to December 2009 period, the proposed method formulates
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25

Prihatiningsih, Dina Rahma, Di Asih I. Maruddani, and Rita Rahmawati. "VALUE at RISK (VaR) DAN CONDITIONAL VALUE at RISK (CVaR) DALAM PEMBENTUKAN PORTOFOLIO BIVARIAT MENGGUNAKAN COPULA GUMBEL." Jurnal Gaussian 9, no. 3 (2020): 326–35. http://dx.doi.org/10.14710/j.gauss.v9i3.28913.

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One way to minimize risk in investing is to form of portfolio by combining several stocks.Value at Risk (VaR) is a method for estimating risk but has a weakness that is VaR is incoherent because it does not have the subadditivity. To overcome the weakness of VaR, Conditional Value at Risk (CVaR) can use. Stock data is generally volatile, so ARIMA-GARCH is used to model it. The selection of ARIMA models on R software can be automatically using the auto.arima() function. Then Copula Gumbel is a method for modeling joint distribution and flexible because it does not require the assumption of norm
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26

Grannum, Sandra D., and Justin Ginter. "Nuts and bolts: securities arbitration." Journal of Investment Compliance 18, no. 4 (2017): 1–7. http://dx.doi.org/10.1108/joic-08-2017-0054.

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Purpose To address the nuts and bolts of securities arbitration in the FINRA forum. Design/methodology/approach Provides introduction and background, defines key terms, and suggests ways to approach the major steps in the securities arbitration process, including witness interviews, document reviews, resolution of joint representation and conflict issues, determining the scope of attorney-client privilege, filing or reviewing the Statement of Claim, making the initial pleading, advocating for the most favorable arbitrator selection, possible employment of experts, and cross-examination. Findin
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27

CHANG, CHIA-LIN, SHING-YANG HU, and SHIH-TI YU. "RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW." Annals of Financial Economics 09, no. 02 (2014): 1402002. http://dx.doi.org/10.1142/s2010495214020023.

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Quantitative finance combines mathematical finance, financial statistics, financial econometrics and empirical finance to provide a solid quantitative foundation for the analysis of financial issues. The purpose of this special issue on "Recent developments in quantitative finance" is to highlight some areas of research in which novel methods in quantitative finance have contributed significantly to the analysis of financial issues, specifically fast methods for large-scale non-elliptical portfolio optimization, the impact of acquisitions on new technology stocks: the Google–Motorola case, the
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28

Kusumastuti, Dani. "Problem Penerapan Bagi Hasil dalam Pembiayaan di Perbankan Syariah." Al-Manahij: Jurnal Kajian Hukum Islam 4, no. 2 (2020): 235–52. http://dx.doi.org/10.24090/mnh.v4i2.3719.

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Instead of the rationale and potential benefits of the PLS system emphasized by the academic community, experiences indicate some inherent problems in applying PLS mode of financing. These problems prevent banks from adopting the PLS financing contract, thus there is a lack of profit-loss sharing (PLS) contract in the practice of Islamic banking. Basically, the problems arose from the nature of the system itself, which does not ascertain the rate of return positively, this system gives a wide range of freedom that release the user of the fund to manage and control the activity and productivity
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29

Anita, Permana Sari, and Prasetyowati Aishah Riris. "Risiko Pasar Saham Perbankan Syariah dengan Metode Standar Deviasi Markowitz dan Value At Risk (Var)." Jurnal Manajemen 12, no. 1 (2021): 113. http://dx.doi.org/10.32832/jm-uika.v12i1.4046.

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<p>This study describes the measurement of market risk in Islamic banking by calculating the Markowitz standard deviation and the market risk Value at Risk (VaR). The data used in this study are Islamic bank stocks in the Indonesia Stock Exchange, namely in JII or ISSI. Data obtained from reference sources and using secondary data. The observation period carried out is for 108 days from January 2 to June 11, 2020, with a daily period. The research methodology used to measure the greatest potential risk (loss) incurred in investing in the telecommunications stock index is the Markowitz st
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30

Bucio Pacheco, Christian, Luis Villanueva, and Raúl de Jesús Gutiérrez. "Dependence in the Banking Sector of the United States and Mexico: A Copula Approach." Revista Mexicana de Economía y Finanzas 16, TNEA (2021): 1–23. http://dx.doi.org/10.21919/remef.v16i0.705.

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The objective of this work is to estimate the patterns of dependence between the yields of the stock prices of the main banks of the United States (US) and Mexico. We estimate the patterns of absolute dependence and tail dependence through copulas of the Archimedean family and the use of rolling windows of 245 days. The data employed come from the daily share prices at closing from January 2, 2015, to December 31, 2020, for seven banks. Our results show that: i) there are patterns of high dependence among the main banks in the US, ii) there are patterns of very low dependence among the main ba
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31

Ahmed, Mun, and Koji Shimada. "The Effect of Renewable Energy Consumption on Sustainable Economic Development: Evidence from Emerging and Developing Economies." Energies 12, no. 15 (2019): 2954. http://dx.doi.org/10.3390/en12152954.

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The objective of the paper is to figure out the nexus between renewable energy consumption and sustainable economic development for emerging and developing countries. In this paper, a panel of 30 emerging and developing countries is selected using the World Development Indicators (WDI) of the World Bank, Renewable Energy Country Attractiveness Index (RECAI) by Ernst and Young, and a random selection method based on the current trend of renewable energy consumption for five different regions of the world i.e., Asia, South-Asia, Latin America, Africa and the Caribbean. To achieve the objective,
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32

Kartanto, Lucky. "Membangun Decision Support System Berbasis Financial Technology Dalam Berinvestasi Saham." DiE: Jurnal Ilmu Ekonomi dan Manajemen 11, no. 02 (2020). http://dx.doi.org/10.30996/die.v11i02.4123.

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At present, investment is well known in Indonesian society, investment awareness by the
 public has begun to increase along with the existence of several investment instruments
 that are widely offered by bank financial institutions, non-bank financial institutions, as
 well as various types of investment options on the Indonesia Stock Exchange. According
 to Sophar Lumbantoruan (1996), the notion of investment is equity participation in other
 companies. One form of investment known to the general public is shares traded on the
 Indonesia Stock Exchange. Investin
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33

Moh’d, Shamis Said, Ravindran Ramasamy, Mohd Yaziz Mohd, and Mohamed Hafidh Khalfan. "The Combined Effects of Managerial and Operational Performance of Various Fundamental Components on Stock Selection." Journal of Economics and Business 4, no. 3 (2021). http://dx.doi.org/10.31014/aior.1992.04.03.366.

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This study aims at quantifying fundamental components such as the country economy, stock market development, economic sectors, and company’s performance computed by Data Envelopment Analysis (DEA) built-in MATLAB program and combined using a top-down approach. It was conducted in the East African region specifically Kenya, Tanzania, Uganda, and Rwanda from 2015 to 2018. A secondary data extracted from the listed company’s websites, capital market authorities of each country, and World Bank. The study found that the combined performance of various components has a great impact on screening the
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34

Gallimberti, Carlo Maria. "Borrowers' Accounting Information and the Quality of Banks' Loan Portfolios." Accounting Review, July 2, 2020. http://dx.doi.org/10.2308/tar-2016-0298.

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I examine the relation between borrowers' financial reporting (FR) and the quality of banks' loan portfolios. This relation is theoretically ambiguous as better FR improves banks' monitoring of loans but also grants more creditworthy borrowers cheaper access to alternative public funding, increasing competition and creating adverse selection problems for banks. Using the adoption of Section 404 of the Sarbanes-Oxley Act to identify improvements in borrowers' FR, I find an overall positive effect of FR on banks' lending: the quality of loans extended to borrowers subject to Section 404 improves
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