Relevant bibliographies by topics / Portfolio inter-correlation

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Academic literature on the topic 'Portfolio inter-correlation'

Author: Grafiati
Published: 3 June 2025
Last updated: 31 July 2025

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Journal articles on the topic "Portfolio inter-correlation"

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Arslan, Ayub Dr. Rizwan Shabbir Faiqa Kiran Ahsan Zubair Aamir Abbas. "MINGLING INTRA-PORTFOLIO COMPETITION WITH BRAND PORTFOLIO STRATEGY: A STUDY OF PHARMACEUTICAL INDUSTRY." INDO AMERICAN JOURNAL OF PHARMACEUTICAL SCIENCES 05, no. 10 (2018): 11087–95. https://doi.org/10.5281/zenodo.1474232.

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<em>The current study aims to examine the influence of brand portfolio strategy in increased firm&rsquo;s performance in pharmaceutical sector in Pakistan. The study proposes brand scope, intra-portfolio competition, and brand positioning as the key determinants of brand portfolio strategy. The main reason for considering intra-portfolio competition to mingle with brand portfolio strategy is because of the increased inter-organizational competition in organizations i.e. in pharmaceutical sector, there are two types of major competitions; i) inter-organizational ii) intra-organizational (inter-
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Yoo, Dong Mi, A. Ra Cho, and Sun Kim. "Development and validation of a portfolio assessment system for medical schools in Korea." Journal of Educational Evaluation for Health Professions 17 (December 9, 2020): 39. http://dx.doi.org/10.3352/jeehp.2020.17.39.

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Purpose: Consistent evaluation procedures based on objective and rational standards are essential for the sustainability of portfolio-based education, which has been widely introduced in medical education. We aimed to develop and implement a portfolio assessment system, and then to assess its validity and reliabilityMethods: We developed a portfolio assessment system from March 2019 to August 2019 and confirmed its content validity through expert assessment with an expert group comprising 2 medical education specialists, 2 professors involved with education at the College of Medicine, and a pr
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Rutkauskas, Aleksandras Vytautas, and Grigorij Žilinskij. "Investment Portfolio Optimisation Model Based on Stocks Investment Attractiveness." Business: Theory and Practice 13, no. (3) (2012): 242–52. https://doi.org/10.3846/btp.2012.26.

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Firm's performance and potential return on investments in its stocks are determined by many factors. However, most of portfolio optimisation methods are oriented to decision- making based on stock price changes in the past. Recent financial crisis has showed that often the biggest downfall in the period of crisis is experienced by stocks, which had the biggest growth before crisis. So decision- making based on stock price tendencies analysis by ignoring fundamental factors can be inefficient. The variety of MCDM methods was briefly described and their application possibilities for portfolio op
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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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Riyadhi, Atha Fitrah, and R. Mohamad Atok. "Impact of COVID‐19 on Indonesia stock portfolio allocation based on a technical & fundamental approach using a machine learning algorithm." F1000Research 12 (November 15, 2023): 1475. http://dx.doi.org/10.12688/f1000research.131404.1.

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Background: COVID-19 has had a negative impact on economic growth in Indonesia and affected the level of investment uncertainty in the Indonesian capital market. Leading stocks with large market capitalization and included in the LQ45 stock index on the Indonesia Stock Exchange (IDX) were also affected by the COVID-19 pandemic, which was corrected by -15% from the pre-pandemic period. This significant decline has a direct negative impact on capital market investors, so as to avoid the Black Swan event that occurred due to the recession, investors need to diversify their portfolios. Methods: Th
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Yoo, Dong-Mi, and Jae Jin Han. "Inter-rater reliability and content validity of the measurement tool for portfolio assessments used in the Introduction to Clinical Medicine course at Ewha Womans University College of Medicine: a methodological study." Journal of Educational Evaluation for Health Professions 21 (December 10, 2024): 39. https://doi.org/10.3352/jeehp.2024.21.39.

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Purpose: This study aimed to examine the reliability and validity of a measurement tool for portfolio assessments in medical education. Specifically, it investigated scoring consistency among raters and assessment criteria appropriateness according to an expert panel.Methods: A cross-sectional observational study was conducted from September to December 2018 for the Introduction to Clinical Medicine course at the Ewha Womans University College of Medicine. Data were collected for 5 randomly selected portfolios scored by a gold-standard rater and 6 trained raters. An expert panel assessed the v
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Simon, Miriam A., and Amal Al-Ghailani. "Implementation of Reflective Practice Through e-Portfolios in Behavioural Science Teaching for Undergraduate Medical Students: An Evaluation of Self-Directed Learning Using the Garrison Model." Education in Medicine Journal 15, no. 3 (2023): 17–27. http://dx.doi.org/10.21315/eimj2023.15.3.2.

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E-portfolios based on reflections and reflective practice enhance self-directed learning (SDL). The key components of SDL according to Garrison’s model include self-management, self-monitoring, and motivation. The aim of the present study was to explore students’ perceptions of utilising learning portfolios as a tool for reflective practice and to evaluate their responses based on Garrison’s model of SDL. The current study was conducted among second-year pre-clinical students at the College of Medicine and Health Sciences (COMHS), National University of Science and Technology, Sultanate of Oma
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Lim, Doong Toong, Khang Wen Goh, and Lam Hong Lee. "A new class of Shariah-compliant portfolio optimization model: diversification analysis." AIMS Mathematics 8, no. 9 (2023): 20933–65. http://dx.doi.org/10.3934/math.20231066.

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&lt;abstract&gt;&lt;p&gt;This study proposes a novel Shariah-compliant portfolio optimization model tested on the daily historical return of 154 Shariah-compliant securities reported by the Shariah Advisory Council of Securities Commission Malaysia from 2011 to 2020. The mathematical model employs an annual rebalancing strategy subject to a Conditional Value-at-Risk (CVaR) constraint while considering practical and Islamic trading concerns, including transaction costs, holding limits, and &lt;italic&gt;zakat&lt;/italic&gt; payment. To validate the model, the optimal portfolios are compared aga
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Bonnafous, Luc, Upmanu Lall, and Jason Siegel. "A water risk index for portfolio exposure to climatic extremes: conceptualization and an application to the mining industry." Hydrology and Earth System Sciences 21, no. 4 (2017): 2075–106. http://dx.doi.org/10.5194/hess-21-2075-2017.

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Abstract. Corporations, industries and non-governmental organizations have become increasingly concerned with growing water risks in many parts of the world. Most of the focus has been on water scarcity and competition for the resource between agriculture, urban users, ecology and industry. However, water risks are multi-dimensional. Water-related hazards include flooding due to extreme rainfall, persistent drought and pollution, either due to industrial operations themselves, or to the failure of infrastructure. Most companies have risk management plans at each operational location to address
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Zhang, Wenxuan, and Benzhuo Lu. "Stock Trend Prediction with Machine Learning: Incorporating Inter-Stock Correlation Information through Laplacian Matrix." Big Data and Cognitive Computing 8, no. 6 (2024): 56. http://dx.doi.org/10.3390/bdcc8060056.

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Predicting stock trends in financial markets is of significant importance to investors and portfolio managers. In addition to a stock’s historical price information, the correlation between that stock and others can also provide valuable information for forecasting future returns. Existing methods often fall short of straightforward and effective capture of the intricate interdependencies between stocks. In this research, we introduce the concept of a Laplacian correlation graph (LOG), designed to explicitly model the correlations in stock price changes as the edges of a graph. After construct
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Book chapters on the topic "Portfolio inter-correlation"

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Stafford, Peter J. "Risk Oriented Earthquake Hazard Assessment: Influence of Spatial Discretisation and Non-ergodic Ground-Motion Models." In Springer Tracts in Civil Engineering. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-68813-4_8.

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AbstractThree important aspects of ground-motion modelling for regional or portfolio risk analyses are discussed. The first issue is the treatment of discretisation of continuous ground-motion fields for generating spatially correlated discrete fields. Shortcomings of the present approach in which correlation models based upon point estimates of ground motions are used to represent correlations within and between spatial regions are highlighted. It is shown that risk results will be dependent upon the chosen spatial resolution if the effects of discretisation are not adequately treated. Two as
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Journal articles
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