Relevant bibliographies by topics / Modern Portfolio Theory

Contents

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

Academic literature on the topic 'Modern Portfolio Theory'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "Modern Portfolio Theory"

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Wen, Zhijian. "Theoretical Analysis of Modern Portfolio Theory." BCP Business & Management 47 (July 10, 2023): 99–104. http://dx.doi.org/10.54691/bcpbm.v47i.5177.

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The Modern portfolio theory has contributed to establishing the fundamental principles of portfolio management, and it is widely used in the finance industry to build diversified investment portfolios. The purpose of the proposed research is to evaluate the effectiveness of modern portfolio theory in the real estate industry by examining empirical evidence and case studies, assisting with real estate developers and property managers to make informed decisions about which properties to invest in and how to manage their real estate portfolios over time. Prior studies have primarily relied on his
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Alghifari, Erik, Bayu Setia, Nugraha Nugraha, and Maya Sari. "MASIH RELEVANKAH TEORI PORTOFOLIO MODERN?" Jurnal Ilmiah Ekonomi Dan Bisnis 20, no. 1 (2023): 1–8. http://dx.doi.org/10.31849/jieb.v20i1.8536.

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There have been many criticisms of modern portfolio theory. The framework of modern portfolio theory is static, modern portfolio theory assumes that assets are normally distributed. But in times of financial crisis or pandemic, asset class correlations increase, and assets lose value more than normal distributions would expect. This study empirically whether it is possible to apply modern portfolio theory using additional criteria. The criteria proposed are based on financial ratio analysis, using debt ratios expressed as debt to equity and profitability ratios expressed as return on assets. B
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Lord, Mimi. "University Endowment Committees, Modern Portfolio Theory and Performance." Journal of Risk and Financial Management 13, no. 9 (2020): 198. http://dx.doi.org/10.3390/jrfm13090198.

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University endowments with broad portfolio diversification have been correlated with performance, but committees’ decision-making process has received relatively little attention. This study is unique in postulating that the committee’s learning commitment and open-mindedness are significant contributors to a decision process that is based on the principles of Modern Portfolio Theory (or, simply, Portfolio Theory). The use of Portfolio Theory as a decision-making framework leads to greater portfolio diversification, which, in turn, leads to higher risk-adjusted returns. This study also demonst
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MÜLLER, Heinz H. "Modern Portfolio Theory." ASTIN Bulletin 19, no. 3 (1989): 9–27. http://dx.doi.org/10.2143/ast.19.3.2014899.

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Shipway, I. "Modern Portfolio Theory." Trusts & Trustees 15, no. 2 (2009): 66–71. http://dx.doi.org/10.1093/tandt/ttn129.

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Jones, C. Kenneth. "Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice." American Journal of Industrial and Business Management 07, no. 07 (2017): 833–54. http://dx.doi.org/10.4236/ajibm.2017.77059.

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Blakey, Peter. "Modern Portfolio Theory. II." IEEE Microwave Magazine 7, no. 6 (2006): 22–26. http://dx.doi.org/10.1109/mw-m.2006.250299.

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Zinkhan, F. Christian. "Forestry Projects, Modern Portfolio Theory, and Discount Rate Selection." Southern Journal of Applied Forestry 12, no. 2 (1988): 132–35. http://dx.doi.org/10.1093/sjaf/12.2.132.

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Abstract According to modern portfolio theory, only that portion of risk that cannot be diversified away by investors is relevant. Given this assumption, this paper illustrates that timberland investments can offer substantial risk-reduction benefits for investors holding diversified portfolios. With the opportunity for these benefits, it is found that the current required rate of return on an investment in southern timberland is less than the rate on U.S. Treasury bills. Utilizing one of the foundations of modern portfolio theory, an approach is presented for selecting a discount rate for lon
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BAYAT, Fikret, and Şule Yüksel YİĞİTER. "COMPARISON OF DOWN-SIDE RISK MEASUREMENTS AND MODERN PORTFOLIO THEORY: THE EXAMPLE OF BORSA ISTANBUL." Kafkas Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 13, no. 25 (2022): 1–23. http://dx.doi.org/10.36543/kauiibfd.2022.001.

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The concept of risk entered the portfolio world with the work of Harry Markowitz. By considering risk and return together, Markowitz accepts the return distribution symmetrically to create optimal portfolios so that investors can obtain the least risk (variance) and the highest return. When the return distribution is symmetrical, variance can give accurate results as an indicator of risk. But what if the returns show an asymmetrical distribution, can this be the case? Based on this question, the purpose of our research is to compare the portfolio return, risk and covariances of 10 different st
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Bayram, Erdi, and Rabia Aktaş. "Portfolio Construction with Postmodern Portfolio Theory Framework." Ekonomi Politika ve Finans Arastirmalari Dergisi 10, no. 1 (2025): 27–43. https://doi.org/10.30784/epfad.1576857.

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This study includes alternative portfolio construction approaches consistent with the Modern Portfolio Theory (MPT) and Postmodern Portfolio Theory (PMPT). We propose a weighting strategy based on Sharpe and Sortino optimization, and unlike MPT, we create PMPT portfolios using downside metrics, such as downside risk, downside beta, and downside capital asset pricing model (D-CAPM). Portfolios consist of stocks in the Borsa Istanbul Participation 30 Index (XK030), with the stocks in the portfolio having been revised according to screening periods. In addition, we created an equally weighted por
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Dissertations / Theses on the topic "Modern Portfolio Theory"

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Raubenheimer, Heidi. "Contributions to modern portfolio theory." Master's thesis, University of Cape Town, 2001. http://hdl.handle.net/11427/9741.

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Includes bibliographical references.<br>Fund managers and investors are confronted with the problem of selecting a single investment portfolio from a large number of possible combinations of available assets. In South Africa the set of possible portfolios has become even larger with the gradual relaxing of the constraints on foreign investment from 1995 to the present day, thereby expanding the investment universe for South African investors. Moreover, portfolio selection in South Africa is being transformed increasingly from being the exclusive domain of high net worth individuals, trustees a
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Persson, Jakob, Carl Lejon, and Kristian Kierkegaard. "Practical Application of Modern Portfolio Theory." Thesis, Jönköping University, JIBS, Accounting and Finance, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-657.

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<p>There are several authors Markowitz (1991), Elton and Gruber (1997) that discuss the main issues that an investor faces when investing, for example how to allocate resources among the variety of different securities. These issues have led to the discussion of portfolio theories, especially the Modern Portfolio Theory (MPT), which is developed by Nobel Prize awarded economist Harry Markowitz. This theory is the philosophical opposite of tradi-tional asset picking.</p><p>The purpose of this thesis is to investigate if an investor can apply MPT in order to achieve a higher return than investin
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Hamrin, Erik. "A Heuristic Downside Risk Approach to Real Estate Portfolio Structuring : a Comparison Between Modern Portfolio Theory and Post Modern Portfolio Theory." Thesis, KTH, Bygg- och fastighetsekonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-89812.

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Portfolio diversification has been a subject frequently addressed since the publications of Markowitz in 1952 and 1959. However, the Modern Portfolio Theory and its mean variance framework have been criticized. The critiques refer to the assumptions that return distributions are normally distributed and the symmetric definition of risk. This paper elaborates on these short comings and applies a heuristic downside risk approach to avoid the pitfalls inherent in the mean variance framework. The result of the downside risk approach is compared and contrasted with the result of the mean variance f
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Jablonský, Petr. "Performance downside risk models of the post-modern portfolio theory." Doctoral thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-161865.

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The thesis provides a comparison of different portfolio models and tests their performance on the financial markets. Our analysis particularly focuses on comparison of the classical Markowitz modern portfolio theory and the downside risk models of the post-modern portfolio theory. In addition, we consider some alternative portfolio models ending with total eleven models that we test. If the performance of different portfolio models should be evaluated and compared correctly, we must use a measure that is unbiased to any portfolio theory. We suggest solving this issue via a new approach based o
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Ljungberg, Axel, and Anton Högstedt. "Modern Portfolio Theory Combined With Magic Formula : A study on how Modern Portfolio Theory can improve an established investment strategy." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-104540.

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This study examines whether modern portfolio theory can be used to improve the Magic Formula investment strategy. With the assets picked by the investment strategy we modify the portfolios by weighting the portfolios in accordance with modern portfolio theory. Through the process of creating efficient frontiers and weighting the portfolios differently we create two alternative portfolios each year. One portfolio that aimsfor maximum Sharpe ratio and one that aims for minimum variance. These weighted portfolios produce higher risk-adjusted returns consistently during the examined period of 2010
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Duggal, Rahul, and Tawfiq Shams. "Modern Portfolio Trading with Commodities." Thesis, Mälardalen University, School of Sustainable Development of Society and Technology, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9990.

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<p>There is a big interest for alternative investment strategies than investing in traditional asset classes. Commodities are having a boom dynamic with increasing prices. This thesis is therefore based on applying Modern Portfolio Theory concept to this alternative asset class.</p><p>In this paper we manage to create optimal portfolios of commodities for investors with known and unknown risk preferences. When comparing expected returns to actual returns we found that for the investor with the known risk preference almost replicated the return of the markets. The other investor with unknown ri
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Karlsson, Victor, Rikard Svensson, and Viktor Eklöf. "Contingent Hedging : Applying Financial Portfolio Theory on Product Portfolios." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18602.

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In an ever-changing global environment, the ability to adapt to the current economic climate is essential for a company to prosper and survive. Numerous previous re- search state that better risk management and low overall risks will lead to a higher firm value. The purpose of this study is to examine if portfolio theory, made for fi- nancial portfolios, can be used to compose product portfolios in order to minimize risk and optimize returns. The term contingent hedge is defined as an optimal portfolio that can be identified today, that in the future will yield a stable stream of returns at a
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Nelson, Marco. "Information technology portfolio management proof of concept modern portfolio theory with KVA and ROI analysis." Thesis, Monterey, California. Naval Postgraduate School, 2010. http://hdl.handle.net/10945/5148.

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Approved for public release; distribution is unlimited<br>The basic research question guiding this thesis is: "How can Modern Portfolio Theory (MPT) be defensibly applied to DoD Information Technology (IT) portfolio optimization problems?" The research will demonstrate how to derive the appropriate raw performance, volatility data, required to remain consistent with MPT assumptions and methodology. This thesis accomplishes this research objective by establishing a notional IT beta to apply a MPT approach for asset allocation within the Department of Defense (DoD). Data from three previous RFI
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Rocha, Emília Marília de Lima. "Security selection in post-modern portfolio theory : an application to the European stock market." Master's thesis, Instituto Superior de Economia e Gestão, 2016. http://hdl.handle.net/10400.5/13094.

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Mestrado em Finanças<br>Neste trabalho, comparamos as carteiras tangentes e carteiras de risco mínimo obtidas com a teoria moderna da carteira (MPT) e a teoria pós-moderna da carteira (PMPT) com o propósito de analisar as diferenças na seleção de ações. Baseamos o nosso estudo num conjunto de 16 ações do índice EURO STOXX 50 e estimamos os inputs com dados históricos entre 1997 e 2015. Para medir o risco na PMPT, usamos a semivariância em relação a três retornos alvo - 0, a taxa de juro sem risco e a taxa de retorno do mercado bolsista Europeu. Para atestar a robustez dos resultados, replicamo
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Mupambirei, Rodwel. "Dynamic and robust estimation of risk and return in modern portfolio theory." Master's thesis, University of Cape Town, 2008. http://hdl.handle.net/11427/4913.

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Includes abstract.<br>Includes bibliographical references (leaves 134-138).<br>The portfolio selection method developed by Markowitz gives a rational investor a way of evaluating different investment options in a portfolio using the expected return and variance of the returns. Sharpe uses the same optimization approach but estimates the mean and covariance in a regression framework using the index models. Sharpe makes a crucial assumption that the residuals from different assets are uncorrelated and that the beta estimates are constant. When the Sharpe model parameters are estimated using ordi
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Books on the topic "Modern Portfolio Theory"

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1957-, Srivastava Sanjay, ed. Modern portfolio theory. South-Western College Pub., 1995.

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Elton, Edwin J. Modern portfolio theory andinvestment analysis. 3rd ed. Wiley, 1987.

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Commission, Manitoba Law Reform. Trustee investments: The modern portfolio theory. The Commission, 1999.

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1937-, Gruber Martin Jay, ed. Modern portfolio theory and investment analysis. 5th ed. Wiley, 1995.

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J, Elton Edwin, ed. Modern portfolio theory and investment analysis. 8th ed. J. Wiley & Sons, 2009.

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Elton, Edwin J. Modern portfolio theory and investment analysis. 3rd ed. Wiley, 1987.

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J, Elton Edwin, ed. Modern portfolio theory and investment analysis. 8th ed. J. Wiley & Sons, 2009.

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Elton, Edwin J. Modern portfolio theory and investment analysis. 4th ed. Wiley, 1991.

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1937-, Gruber Martin Jay, ed. Modern portfolio theory and investment analysis. 3rd ed. Wiley, 1987.

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J, Elton Edwin, and Elton Edwin J, eds. Modern portfolio theory and investment analysis. 6th ed. J. Wiley & Sons, 2003.

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Book chapters on the topic "Modern Portfolio Theory"

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Chen, James Ming. "Modern Portfolio Theory." In Postmodern Portfolio Theory. Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/978-1-137-54464-3_2.

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Lindquist, W. Brent, Svetlozar T. Rachev, Yuan Hu, and Abootaleb Shirvani. "Modern Portfolio Theory." In Dynamic Modeling and Econometrics in Economics and Finance. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-15286-3_3.

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Backwell, Alex. "Modern Portfolio Theory." In Springer Texts in Business and Economics. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-23453-8_4.

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Donadelli, Michael, Michele Costola, and Ivan Gufler. "Modern Portfolio Theory." In Springer Texts in Business and Economics. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-86189-5_2.

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Lynn, David, and Yusheng Hao. "Active Portfolio Management Using Modern Portfolio Theory." In Active Private Equity Real Estate Strategy. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119198642.ch11.

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Zweig, Derek. "Modern Portfolio Theory & CAPM." In A Technical Guide to Mathematical Finance. Chapman and Hall/CRC, 2024. http://dx.doi.org/10.1201/9781032687650-6.

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Inci, Ahmet Can. "Modern Portfolio Theory and Optimization." In Contemporary Issues in Quantitative Finance. Routledge, 2023. http://dx.doi.org/10.4324/9781003213697-6.

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Schulmerich, Marcus, Yves-Michel Leporcher, and Ching-Hwa Eu. "Modern Portfolio Theory and Its Problems." In Applied Asset and Risk Management. Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-642-55444-5_2.

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van der Meulen, Jan. "Applicability and Future of Modern Portfolio Theory." In Contributions to Management Science. Physica-Verlag HD, 1993. http://dx.doi.org/10.1007/978-3-642-46938-1_6.

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Suzuki, Makoto. "A Benefit from the Modern Portfolio Theory for Japanese Pension Investment." In Handbook of Portfolio Construction. Springer US, 2010. http://dx.doi.org/10.1007/978-0-387-77439-8_26.

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Conference papers on the topic "Modern Portfolio Theory"

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Vikash, Subashun, Nithya Murali, and Subash Rajendran. "AI-Enhanced Portfolio Optimization Framework Leveraging Modern Portfolio Theory." In 2025 International Conference on Data Science, Agents & Artificial Intelligence (ICDSAAI). IEEE, 2025. https://doi.org/10.1109/icdsaai65575.2025.11011825.

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Almoussaoui, Mohamad, and Dhabia M. Al-Mohannadi. "A Modern Portfolio Theory Approach for Chemical Production with Supply Chain Considerations for Efficient Investment Planning." In The 35th European Symposium on Computer Aided Process Engineering. PSE Press, 2025. https://doi.org/10.69997/sct.165148.

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Commodity chemicals and energy supply chains are an essential part of the hydrocarbon industry in several countries. As these supply chains are susceptible to disruptions caused by various risks, the economies of countries that depend on the hydrocarbon sector as a major source of income might be negatively affected. One major risk is the price fluctuations of the resources used in the multiple stages of the supply chains. Investment decisions in this sector aim to secure the investment portfolio's financial returns against the risk of price fluctuations. This work introduces an adaptation of
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Garg, Aayushi, Aditya Pratap Singh, Anushka Saraswat, Avnish Kumar, and Anuradha Taluja. "Optimisation Techniques in Investment Risk Management :Scipy, SLSQP and Modern Portfolio Theory." In 2025 3rd International Conference on Intelligent Systems, Advanced Computing and Communication (ISACC). IEEE, 2025. https://doi.org/10.1109/isacc65211.2025.10969208.

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López Flores, Walter Jeremías. "Evaluation of Neural Network and Logit Models for Classification of Default in Banking Loans." In I Conferencia Internacional de Ciencia, Tecnología e Innovación. Trans Tech Publications Ltd, 2024. http://dx.doi.org/10.4028/p-dxrv7c.

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The purpose of the study was to evaluate the performance of neural networks as modern techniques to classify the risk of default against the traditional Logit statistical method, taking a Honduran bank as a case study. The data was obtained from its credit portfolio made up of 38,156 personal loans and 9 available characteristics, choosing the most representative independent variables to design a Multilayer Perceptron type base model and its Logit equivalent to which characteristics were added to analyze their impact on the classification of the dependent variable Default, leaving in the end a
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Yang, Ruojing. "Optimizing the Real Estate Portfolio Decision Model Based on Modern Portfolio Theory." In 2011 Fourth International Joint Conference on Computational Sciences and Optimization (CSO). IEEE, 2011. http://dx.doi.org/10.1109/cso.2011.195.

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Dutra Puppo, Bruna, Elton Sbruzzi, Michel Leles, and Luis Alberto Duncan Rangel. "Hybrid model for portfolio selection using TODIM method and Modern Portfolio Theory." In ANAIS DO SIMPóSIO BRASILEIRO DE PESQUISA OPERACIONAL. Galoa, 2023. http://dx.doi.org/10.59254/sbpo-2023-174890.

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Liu, Yumeng. "Application of Modern Portfolio Theory in Stock Market." In 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022). Atlantis Press, 2022. http://dx.doi.org/10.2991/aebmr.k.220307.432.

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Joemon, Bristo, Mustansar Ali Ghazanfar, Muhammad Awais Azam, N. Z. Jhanjhi, and Arshad Ali Khan. "Novel heuristics for Stock portfolio optimization using machine learning and Modern Portfolio Theory." In 2023 International Conference on Business Analytics for Technology and Security (ICBATS). IEEE, 2023. http://dx.doi.org/10.1109/icbats57792.2023.10111321.

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Hou, Zehan, Zeyu Li, and Yang Zhou. "Review on the Modern portfolio theory and optimization model." In 2017 International Conference on Innovations in Economic Management and Social Science (IEMSS 2017). Atlantis Press, 2017. http://dx.doi.org/10.2991/iemss-17.2017.139.

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"A Comparative Study of Intelligent Techniques for Modern Portfolio Management." In International Conference on Evolutionary Computation Theory and Applications. SciTePress - Science and and Technology Publications, 2012. http://dx.doi.org/10.5220/0004114102680272.

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Reports on the topic "Modern Portfolio Theory"

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Dimmock, Stephen, Neng Wang, and Jinqiang Yang. The Endowment Model and Modern Portfolio Theory. National Bureau of Economic Research, 2019. http://dx.doi.org/10.3386/w25559.

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Goetzmann, William, and Andrey Ukhov. British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach. National Bureau of Economic Research, 2005. http://dx.doi.org/10.3386/w11266.

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

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The use of quantitative methods constitutes a standard component of the institutional investors’ portfolio management toolkit. In the last decade, several empirical studies have employed probabilistic or classification models to predict stock market excess returns, model bond ratings and default probabilities, as well as to forecast yield curves. To the authors’ knowledge, little research exists into their application to active fixed-income management. This paper contributes to filling this gap by comparing a machine learning algorithm, the Lasso logit regression, with a passive (buy-and-hold)
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Cruces, Lidia, Isabel Micó-Millán, and Susana Párraga. Female Financial Portfolio Choices and Marital Property Regimes. Banco de España, 2024. http://dx.doi.org/10.53479/37794.

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This paper studies the relationship between married couples’ portfolio choices and property division rules. Using rich household survey data, we exploit the regional variation in marital laws across Spain to estimate the causal effects of property division rules on household financial investment. We find that separate-property couples hold riskier financial portfolios than community-property ones when wives take charge of the household finances. To understand this gap in risky asset holdings, we develop a financial portfolio choice model where couples are subject to divorce risk but differ in
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Cattaneo, Matias D., Richard K. Crump, and Weining Wang. Beta-Sorted Portfolios. Federal Reserve Bank of New York, 2023. http://dx.doi.org/10.59576/sr.1068.

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Beta-sorted portfolios—portfolios comprised of assets with similar covariation to selected risk factors—are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little is known of their statistical properties in contrast to comparable procedures such as two-pass regressions. We formally investigate the properties of beta-sorted portfolio returns by casting the procedure as a two-step nonparametric estimator with a nonparametric first step and a beta-adaptive portfolios construction. Our framework rationalizes the well-known esti
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Gálvez, Julio, and Gonzalo Paz-Pardo. Richer earnings dynamics, consumption and portfolio choice over the life cycle. Banco de España, 2022. http://dx.doi.org/10.53479/23686.

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Households face earnings risk which is non-normal and varies by age and over the income distribution. We show that allowing for these rich features of earnings dynamics, in the context of a structurally estimated life-cycle portfolio choice model, helps to better understand the limited participation of households in the stock market and their low holdings of risky assets. Because households are subject to more background risk than previously considered, the estimated model implies a substantially lower coeffcient of risk aversion and a lower optimal risky share for older workers with low wealt
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Gálvez, Julio, and Gonzalo Paz-Pardo. Richer earnings dynamics, consumption and portfolio choice over the life cycle. Banco de España, 2022. http://dx.doi.org/10.53479/23706.

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Households face earnings risk which is non-normal and varies by age and over the income distribution. We show that, in the context of a structurally estimated life-cycle portfolio choice model, allowing for these rich features of earnings dynamics helps to better understand the limited participation of households in the stock market and their low holdings of risky assets. Because households are subject to more background risk than previously considered, the estimated model implies a substantially lower coefficient of risk aversion and a lower optimal risky asset share for older workers with lo
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Willis, Larkin, and Monica R. Martinez. Authentic Student Work in College Admissions: Lessons From the Ross School of Business. Learning Policy Institute, 2023. http://dx.doi.org/10.54300/756.774.

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To develop holistic review processes, admission professionals are changing the ways they structure applications for undergraduate admissions. This study examines how the Stephen M. Ross School of Business (Ross School) at the University of Michigan requests, collects, and reviews portfolios of student work along with traditional application materials. The first section presents the rationale for the new holistic review process, the second shares insights it provides the Ross School, and the third details how admission professionals at the Ross School built it. The case illuminates the use of s
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Avi-Yonah, Reuven S. Globalization and Tax Competition: Implications for Developing Countries. Inter-American Development Bank, 2001. http://dx.doi.org/10.18235/0008545.

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The current age of globalization can be distinguished from the previous one by the much higher mobility of capital than labor. The mobility of capital has led to tax competition, in which sovereign countries lower their tax rates on income earned by foreigners within their borders in order to attract both portfolio and direct investment. Tax competition, in turn, threatens to undermine the individual and corporate income taxes, which remain major sources of revenue for all modern states. This paper argues that if government service programs are to be maintained in the face of globalization, it
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10

Goswami, Partha. The Software-defined Vehicle: Its Current Trajectory and Execution Challenges. SAE International, 2024. http://dx.doi.org/10.4271/epr2024027.

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&lt;div class="section abstract"&gt;&lt;div class="htmlview paragraph"&gt;Original equipment manufacturers, Tier 1 suppliers, and the rest of the value chain, including the semiconductor industry, are reshaping their product portfolios, development processes, and business models to support this transformation to software-defined vehicles (SDVs). The focus on software is rippling out through the automotive sector, forcing the industry to rethink organization, leadership, processes, and future roadmaps.&lt;/div&gt;&lt;div class="htmlview paragraph"&gt;&lt;b&gt;The Software-defined Vehicle: Its C
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