Relevant bibliographies by topics / Portfolio investment strategy

Contents

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

Academic literature on the topic 'Portfolio investment strategy'

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

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Journal articles on the topic "Portfolio investment strategy"

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Potrykus, Marcin. "ASSESSMENT OF GOLD AND/OR CRUDE OIL AS INVESTMENTS FOR PORTFOLIO DIVERSIFICATION. A WARSAW STOCK EXCHANGE CASE STUDY." Acta Scientiarum Polonorum. Oeconomia 18, no. 4 (2019): 77–84. http://dx.doi.org/10.22630/aspe.2019.18.4.47.

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The purpose of the study is to assess whether the inclusion of investments in gold and/or crude oil improves an investment portfolio consisting of shares of enterprises included in the WIG20 index (traditional investments). All possible combinations of investment portfolios with minimal risk and maximum efficiency were tested. The portfolios were determined based on Markowitz’s portfolio theory. All results were compared with a naive strategy. In total, nearly 55,000 investment portfolios consisting of three, four or five investments were constructed. The study showed that the application of p
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Evans, Carig, and Gary van Vuuren. "Investment strategy performance under tracking error constraints." Investment Management and Financial Innovations 16, no. 1 (2019): 239–57. http://dx.doi.org/10.21511/imfi.16(1).2019.19.

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Recent (2018) evidence identifies the increased need for active managers to facilitate the exploitation of investment opportunities found in inefficient markets. Typically, active portfolios are subject to tracking error (TE) constraints. The risk-return relationship of such constrained portfolios is described by an ellipse in mean-variance space, known as the constant TE frontier. Although previous work assessed the performance of active portfolio strategies on the efficient frontier, this article uses several performance indicators to evaluate the outperformance of six active portfolio strat
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Peswani, Shilpa Girish. "Returns to Low Risk Investment Strategy." Applied Finance Letters 6, no. 01 (2017): 2–15. http://dx.doi.org/10.24135/afl.v6i01.65.

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The paper studies the low risk anomaly in the Indian market using entire National Stock Exchange (NSE) as sample from January 2001 to June 2016. It provides evidence that low risk portfolio sorted for total risk, systematic risk as well as unsystematic risk individually for the large cap, mid cap, small cap and the entire NSE universe give higher returns to the investor as compared to high risk portfolio. The difference of returns from low risk portfolio versus high risk portfolio is positive as well as economically and statistically significant for all the risk measures. The results also prov
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Attar, Arbaz, Pranay Mule, Piyush Kulkarni, Shubham Narale, and Prof Ms Jaitee Bankar. "Investment Portfolio Management System: A Survey." International Journal for Research in Applied Science and Engineering Technology 11, no. 5 (2023): 2966–68. http://dx.doi.org/10.22214/ijraset.2023.52241.

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Abstract: An investment portfolio management system is a highly sophisticated software application meticulously crafted to assist investors in the management of their investment portfolios. This innovative system provides investors with a centralized platform that empowers them to track their investments meticulously, closely monitor their performance, and judiciously make informed investment decisions. The system encompasses several advanced features such as portfolio analysis, risk management tools, asset allocation strategies, and performance reporting, that provide investors with a compreh
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Zhao, Jiayi. "Empirical Research on Optimizing Company Investment Strategy Based on Asset Portfolio Strategy -Taking the Pharmaceutical Industry as an Example." Advances in Economics, Management and Political Sciences 62, no. 1 (2023): 145–53. http://dx.doi.org/10.54254/2754-1169/62/20231336.

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In recent years, the pharmaceutical industry has developed rapidly due to the COVID-19. At the same time, with the development of modern asset theory, a variety of asset portfolio strategies can be used by people. In the capital market, the pharmaceutical industry has also become an emerging ideal investment industry, and various related investment portfolio products and trading methods are constantly being updated and improved. This article is based on modern asset portfolio strategies, through relevant worldwide asset allocation models, sharpe theory and CPAM model, and uses the optimal sele
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Juniastanti, Erwinda Anggraini, Nirdukita Ratnawati, Acep Riana Jayaprawira, Muhammad Nur Faaiz Fathah Achsani, and Zaenal Arief. "Liability Driven Investment Analysis for Hajj Financial Management Optimization using Analytic Network Process Approach." Global Review of Islamic Economics and Business 11, no. 2 (2023): 089–101. http://dx.doi.org/10.14421/grieb.2023.112-07.

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In this research, a liability-driven investment strategy is determined which aims to optimize hajj financial management using the Analytic Network Process approach. Based on the results of Benefit, Opportunity, Cost and Risk (BOCR) approach, it shows that in a liability-driven investment strategy, the benefit (excess) and risk components are the most important factors that investors pay attention to. In determining alternative liability-based investment strategies, there are 2 (two) approaches, either by carrying out portfolio immunization (duration matching) or cash flow matching (cash-flow m
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Koné, N’Golo. "Regularized Maximum Diversification Investment Strategy." Econometrics 9, no. 1 (2020): 1. http://dx.doi.org/10.3390/econometrics9010001.

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The maximum diversification has been shown in the literature to depend on the vector of asset volatilities and the inverse of the covariance matrix of the asset return covariance matrix. In practice, these two quantities need to be replaced by their sample statistics. The estimation error associated with the use of these sample statistics may be amplified due to (near) singularity of the covariance matrix, in financial markets with many assets. This, in turn, may lead to the selection of portfolios that are far from the optimal regarding standard portfolio performance measures of the financial
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Setiawan, Alfianto Hendry, Resfa Fitri, Marhamah Muthohharoh, and Mohammad Iqbal Irfany. "Investment strategy on indonesia islamic stocks using Greenblatt Magic Formula." International Journal of Financial, Accounting, and Management 5, no. 3 (2023): 281–96. http://dx.doi.org/10.35912/ijfam.v5i3.1322.

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Purpose: This study analyzes the portfolio form based on the Magic Formula investment strategy introduced by Greenblatt (2006). Research methodology: The portfolio formed is evaluated using the Sharpe, Treynor, and Jensen indices. Results: The results show that the Magic Formula investment portfolio provides higher returns than the reference index from June 2018 to May 2021, specifically -1.45% compared to -3.26%. The performance evaluation value of the Magic Formula investment portfolio was better than that of the reference index. Limitations: Although the Magic Formula portfolio performs wel
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Jiménez-Gómez, Miguel, Natalia Acevedo-Prins, and Miguel David Rojas-López. "Simulation hedge investment portfolios through options portfolio." Indonesian Journal of Electrical Engineering and Computer Science 16, no. 2 (2019): 843. http://dx.doi.org/10.11591/ijeecs.v16.i2.pp843-847.

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<p>This paper presents two hedging strategies with financial options to mitigate the market risk associated with the future purchase of investment portfolios that exhibit the same behavior as Colombia's COLCAP stock index. The first strategy consists in the purchase of a Call plain vanilla option and the second strategy in the purchase of a Call option and the sale of a Call option. The second strategy corresponds to a portfolio of options called Bull Call Spread. To determine the benefits of hedging and the best strategy, the Geometric Brownian Motion and Monte Carlo simulation is used.
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Wang, Fuyuan. "The Influence of ESG Factors on Portfolio Performance Based on the Perspective of Markowitz Portfolio Theory." Advances in Economics, Management and Political Sciences 121, no. 1 (2024): 205–14. http://dx.doi.org/10.54254/2754-1169/121/20242588.

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Abstract: In this paper, the inclusion of Environmental, Social, and Governance (ESG) factors in portfolios is investigated to determine their impact on portfolio performance and its mechanism. Based on the data collected by Bloomberg for 10 stocks from 2003-2023 and Markowitz's portfolio model, it is found that: (1) the inclusion of ESG constraints negatively affects portfolio performance; (2) the inclusion of ESG constraints shifts the GMVP to the right and reduces the convexity of the efficient frontier, thus lowering the portfolio's performance. This study enriches the literature on the fa
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Dissertations / Theses on the topic "Portfolio investment strategy"

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Lohman, Pontus. "Portfolio investment strategy based on Twitter sentiment." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-136679.

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This paper investigates if it is possible to create a portfolio investment strategy by looking at the sentiment (i.e. are they positive or negative) of twitter data for ten companies, five IT companies and five fashion companies. 764 340 tweets were collected during the study which spanned 60 trading days, and of those tweets, 483 946 where from the IT companies and the rest from the fashion companies. The tweets were collected in a Python program using Twitters API, and then analyzed and classified in another Python program using three different Naive Bayes classifiers that had been trained o
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Shyriaieva, N. V., and A. Makarenko. "Portfolio diversification on a global scale." Thesis, Одеський національний економічний університет, 2019. http://repository.kpi.kharkov.ua/handle/KhPI-Press/43341.

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The research is aimed to analyze different types of portfolios and identify the one with the lowest level of risk. The first portfolio included US and EU securities. The other one studies crypto currency impact on portfolio riskiness.
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Sato, Takeshi 1972. "Portfolio-based infrastructure investment strategy for railroad company." Thesis, Massachusetts Institute of Technology, 2002. http://hdl.handle.net/1721.1/8419.

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Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Civil and Environmental Engineering, 2002.<br>Includes bibliographical references (leaves 126-128).<br>Project based capital investment planning for developing a railroad company's infrastructure facilities does not necessarily allow managers the optimal use of their limited capital resources, because such planning simply focuses on the required cash spending and expected return from the single project. A portfolio based investment strategy aims at increasing or maximizing the value of a company's set of ground facilities, i.e., in
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Hagströmer, Sven, and Oscar Stackelberg. "Risk strategy in Swedish investment companies." Thesis, KTH, Fastigheter och byggande, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-191552.

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Investment companies are actors that play important private- and socioeconomic roles in the business world. The purpose of this thesis is to examine investment strategies of Swedish investment companies, in terms of risk and the extent to which academic theory is employed in the process. To accomplish this, Swedish publicly listed investment companies have been sorted by size and portfolio structure. Empirical research consisting of data collection and interviews indicates that companies rarely apply theories in their entirety. Instead they are opting to 'cherry-pick' individual concepts. As a
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廖智生 and Chi-sang Liu. "A study of optimal investment strategy for insurance portfolio." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2003. http://hub.hku.hk/bib/B31227636.

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Botha, Ferdi, Brett Scott, and Jen Snowball. "Art investment as a portfolio diversification strategy in South Africa." Environmental Education Association of Southern Africa, 2015. http://hdl.handle.net/10962/67422.

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publisher version<br>Art has been suggested as a good way to diversify investment portfolios during times of financial uncertainty. The argument is that art exhibits different risk and return characteristics to conventional investments in other asset classes. The new Citadel Art Price index offered the opportunity to test this theory in the South African context. The Citadel index uses the hedonic regression method with observations drawn from the top 100, 50 and 20 artists by sales volume, giving approximately 29 503 total auction observations. The Index consists of quarterly data from the pe
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Rostami, Alexander Mazyar. "Evaluating SEB Investment Strategy´s Recommended Mutual Fund Portfolios." Thesis, Mälardalens högskola, Institutionen för matematik och fysik, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9750.

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Preview:     SEB Investment Strategy is the function in SEB that supports business units SEB      Private Banking and SEB Retail with investment philosophy and investment            process. The framework of SEB Investment Strategy encompasses to manage a     structured investment philosophy and process to produce a range of investment                    options and portfolios for different target groups. From January 2006 to October        2009 forty “Proposal for fund portfolios” were produced each containing         writing on market condition and expectations plus portfolio recommendations
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Mezzedimi, Marcello. "A defensive investment strategy for portfolio alpha return and market risk reduction." Doctoral thesis, Luiss Guido Carli, 2011. http://hdl.handle.net/11385/200901.

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Howard, William Ford. "An investment strategy based on return on capital and earnings yield." Thesis, Stellenbosch : Stellenbosch University, 2015. http://hdl.handle.net/10019.1/97332.

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Thesis (MBA)--Stellenbosch University, 2015.<br>ENGLISH ABSTRACT: Portfolio managers and investors have developed numerous stock-picking strategies for managing stock market portfolios, many of which have been researched extensively in international markets. For example, research has shown that value stocks have higher returns than growth stocks in markets around the world (Fama & French 1998). A very popular value investing strategy is the ‘magic formula’ developed and published by Joel Greenblatt, in 2006, in his book The little book that beats the market. This strategy is based on con
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Nyström, Marcus, and Anna-Viktoria Lind. "Within Real Estate Diversification and Investment Strategies." Thesis, KTH, Fastigheter och byggande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-98404.

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The efficient portfolios for the period 1993 – 2010 based on IPD data have a major portfolio weight in residential properties in the three largest regions Stockholm, Gothenburg and Malmo. The portfolio with the highest risk adjusted return (measured as the highest Sharpe-ratio) combines a large portfolio weight in residential properties with a small weight in industrial properties. During the time period of 2005 – 2010 a majority of the listed real estate companies held a real estate portfolio far below the efficient frontier based on the corresponding IPD data. These companies can increase th
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Books on the topic "Portfolio investment strategy"

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Fraser-Sampson, Guy. Multi Asset Class Investment Strategy. John Wiley & Sons, Ltd., 2006.

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Russell, Chris. Trustee Investment Strategy for Endowments and Foundations. John Wiley & Sons, Ltd., 2006.

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Stanyer, Peter. Guide to investment strategy: How to understand markets, risk, rewards, and behaviour. 2nd ed. Bloomberg Press, 2010.

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Stanyer, Peter. Guide to investment strategy: How to understand markets, risk, rewards, and behaviour. 2nd ed. Bloomberg Press, 2010.

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1970-, Lawson Mike, ed. The permanent portfolio: Harry Browne's long-term investment strategy. Wiley, 2012.

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Krumholz, Jerome. The K factor: A proven stock strategy. Abben Pub. Co., 1990.

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Chambers, Larry. J.K. Lasser Pro Separate Account Management: An Investment Management Strategy Designed for High Net Worth Individuals. John Wiley & Sons, 2003.

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Weber, Barbara. Infrastructure as an asset class: Investment strategy, project finance and PPP. Wiley, 2010.

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Weber, Barbara. Infrastructure as an asset class: Investment strategy, project finance and PPP. Wiley, 2010.

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Wilhelm, Alfen Hans, ed. Infrastructure as an asset class: Investment strategy, project finance and PPP. Wiley, 2010.

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Book chapters on the topic "Portfolio investment strategy"

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Isaac, David, and John O’Leary. "Portfolio theory and strategy." In Property Investment. Macmillan Education UK, 2011. http://dx.doi.org/10.1007/978-0-230-35896-6_11.

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Isaac, David. "Investment Performance and Portfolio Strategy." In Property Investment. Macmillan Education UK, 1998. http://dx.doi.org/10.1007/978-1-349-14468-6_10.

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Böni, Pascal, and Tim Kröncke. "Principles of Evidence-Based Investing." In The Evidence-Based Investor. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-88675-1_4.

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Abstract We propose an easy-to-implement 3-portfolio strategy to help investors resist common investment myths. Investors should follow an evidence-based approach by combining three sub-portfolios: (1) the global market portfolio, (2) the alpha portfolio, and (3) the risk-free asset. Implementation is as important as the strategy. Because each sub-portfolio has a specific purpose it can be evaluated by theoretical and empirical evidence. Evidence-based investing is not a one-size-fits-all approach. Investors differ in their preferences and risk tolerance. Evidence-based investing takes these i
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Böni, Pascal, and Tim Kröncke. "Mastering Investment Myths: A Recapitulation." In The Evidence-Based Investor. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-88675-1_8.

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Abstract This chapter summarises the key messages of the book. In particular, it examines the pitfalls of common investment myths and how an evidence-based approach based on a 3-portfolio strategy can help investors overcome them.
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Osman, Laura, Nisrul Irawati, and Abdillah Arif Nasution. "Investment Strategy to Determine an Optimal Portfolio in Banking." In Proceedings of the 7th Global Conference on Business, Management, and Entrepreneurship (GCBME 2022). Atlantis Press International BV, 2023. http://dx.doi.org/10.2991/978-94-6463-234-7_6.

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Böni, Pascal, and Tim Kröncke. "The Performance of Simplicity." In The Evidence-Based Investor. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-88675-1_2.

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Abstract We take a look at the performance of a scientifically reasonable but very simple 50/50 buy-and-hold investment strategy that stays clear of investing myths. To this end, the historical long-term performance of a portfolio that invests 50% in global equities and 50% in government bonds is reviewed. Even though this 50/50-portfolio does not include any complex trading and investment strategy, it lead to an impressive performance: CHF 10,000 invested in 1970 would have grown to a staggering value of CHF 170,600 by the end of 2023. While there is no guarantee that such a performance will
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Ji, Dong, and Dandan Cui. "Research on State-Owned Assets Portfolio Investment Strategy Based on Improved Differential Evolution." In Intelligence Computation and Applications. Springer Nature Singapore, 2024. http://dx.doi.org/10.1007/978-981-97-4393-3_14.

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Zhou, Weijun. "Hedge Risk with Two Asset Allocation Strategies: Constant Weight Investment Strategy and Modern Portfolio Theory." In Advances in Economics, Business and Management Research. Atlantis Press International BV, 2025. https://doi.org/10.2991/978-94-6463-652-9_47.

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Boscoianu, Mircea, Costel Ceocea, and Aurel Mihail Țîțu. "Adapting Strategies of Portfolio Management to VUCA Environments: The Case of Romania." In Contributions to Management Science. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-60343-3_11.

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AbstractThe recent multiple crises of the 2020–2023 imposed the integration of the concept of VUCA environments (volatility–uncertainty–complexity–ambiguity) at the level of the capital markets, as an indisputable reality. These processes have, in fact, led to major changes in the perception of the markets impacting the understanding of new problems, respectively, the action of the managers and the implementation of the portfolio management strategies. Managing portfolios in VUCA environments involves reconsidering portfolio management objectives that must be better adapted to investors’ requi
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Sharma, Sunita, and Renu Tuli. "A Survey of Portfolio Optimization with Emphasis on Investments Made by Housewives in Popular Portfolios." In Strategic System Assurance and Business Analytics. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-3647-2_24.

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Conference papers on the topic "Portfolio investment strategy"

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Shmorhun, Ihor. "ALGORITHM OF FORMATION OF SUSTAINABLE INTERNATIONAL PORTFOLIO INVESTMENT STRATEGY." In Formation of a new economic area: methodology, theory, practices. Publishing House “Baltija Publishing”, 2024. http://dx.doi.org/10.30525/978-9934-26-471-9-23.

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Zou, Ruiyu, Feng Chen, and Zhiwen Jiang. "Bitcoin and gold investment strategy based on LSTM and Markowitz portfolio investment theory." In 2022 International Conference on Applied Statistics, Computational Mathematics and Software Engineering (ASCMSE 2022),, edited by Steven Guan and Haibin Zhu. SPIE, 2022. http://dx.doi.org/10.1117/12.2648792.

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Allan, Paul. "Into the Unknown: Expert System Guides Energy Transition Strategy." In SPE Symposium: Leveraging Artificial Intelligence to Shape the Future of the Energy Industry. SPE, 2023. http://dx.doi.org/10.2118/214458-ms.

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Abstract Most E&amp;P companies have publicly stated some form of ‘carbon reduction’ planning as they communicate their strategies to stakeholders. Internal efforts for reducing carbon generation might include reduced flaring, pipeline integrity improvements, or carbon sequestration for which E&amp;P companies have the experience and skill sets to adequately evaluate. Other companies have committed to more extensive and fundamental changes to their business models – potentially necessitating a need to expand into historically ‘non-E&amp;P’ energy sectors, such as wind, solar, or hydrogen busin
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Chen, Siying. "Research on investment portfolio strategy based on intelligent optimization algorithm." In ICSIE 2022: 2022 11th International Conference on Software and Information Engineering. ACM, 2022. http://dx.doi.org/10.1145/3571513.3571526.

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Chen, Yan, Shingo Mabu, Etsushi Ohkawa, and Kotaro Hirasawa. "Constructing portfolio investment strategy based on Time Adapting Genetic Network Programming." In 2009 IEEE Congress on Evolutionary Computation (CEC). IEEE, 2009. http://dx.doi.org/10.1109/cec.2009.4983238.

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Rajathipandi, R. "A Study on Investment Pattern of Working Women in Madurai City." In International Conference on Artificial Intelligence in Commerce and Management. Shanlax Publications, 2025. https://doi.org/10.34293/icaicm-25.ch019.

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This study deals with the behavior of the investor to identify the better investment avenues. The investment strategy is a plan, which is created to guide an investor to choose the most appropriate investment portfolio that will help them to achieve their financial goals within a particular period of time. By increasing personal wealth, investing can contribute to higher, overall economic growth and prosperity. The process of investing helps companies where they can raise their capital through financial markets. Specific types of investments provide other benefits for the women investors.
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Gao, Jianwei. "Optimal Investment Strategy for Merton's Portfolio Optimization Problem under a CEV Model." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5304889.

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Lee, Yen-Feng, and Wei-Tsong Wang. "The Model on Patent Investment Strategy of Technology Portfolio and Industrial Research." In 15th International Multi-Conference on Complexity, Informatics and Cybernetics. International Institute of Informatics and Cybernetics, 2024. http://dx.doi.org/10.54808/imcic2024.01.159.

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Febrian, F. "Managing Oil and Gas Project Value By Prime (Pertamina Investment Management Engine)." In Digital Technical Conference. Indonesian Petroleum Association, 2020. http://dx.doi.org/10.29118/ipa20-bc-88.

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Oil and gas companies are facing an enormous challenge to create value from mature fields. Moreover, price volatility presents a massive impact on project uncertainties. Therefore, robust portfolio management is essential for oil and gas companies to manage critical challenges and uncertainties. The objective of this study is to develop a robust portfolio model to assist top management in oil and gas companies to drive investment strategy. PRIME (Pertamina Investment Management Engine) has been built to visualize advanced oil and gas project portfolio management. The engine observes the relati
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Yang, Xuechen, Shan Zhao, and Hongjun Li. "Investment Portfolio Strategy Based on Geometric Brownian Motion and Backward Stochastic Differential Equations." In the 2018 2nd International Conference. ACM Press, 2018. http://dx.doi.org/10.1145/3180374.3181350.

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Reports on the topic "Portfolio investment strategy"

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Buiter, Willem, Ricardo Lago, and Helene Rey. A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economies. National Bureau of Economic Research, 1997. http://dx.doi.org/10.3386/w5882.

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Ortu, Fulvio, Pietro Reggiani, and Federico Severino. Persistence-based capital allocation along the FOMC cycle. CIRANO, 2024. http://dx.doi.org/10.54932/tuhb8180.

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The Federal Reserve holds two main sets of monetary policy meetings, the “Federal Open Market Committee” (FOMC) and the “Board Meetings”, which gather with sixweek and two week cadence respectively. Cieslak, Morse, and Vissing-Jorgensen (2019) show that the cadence of these meetings is associated with cycles of corresponding frequencies in stock markets. These can be fruitfully exploited through a portfolio strategy that invests in the whole market at alternate weeks (the even-week strategy). This simple investment rule is based on the cycles identified empirically but, so far, lacks a theoret
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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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Soldano, Miguel, Eduardo C. Cobas, Rosalia Grassi, and Elena Costas-Perez. Country Program Evaluation: Peru (2007-2011). Inter-American Development Bank, 2012. http://dx.doi.org/10.18235/0010438.

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This evaluation examines the IDB's Country Program with Peru for the 2007-2011 period. Policy reforms accounted for most of the approvals in this period. These involved programmatic loans associated with non-reimbursable technical cooperation operations as financial instruments. The main outcomes identified highlight the IDB's technical contributions to the solutions designed and to promoting the implementation of policy reform agendas in various sectors. The outputs associated with the legitimation of institutional arrangements among the various executing agencies and the approval of new orga
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Soldano, Miguel, Michelle Fryer, Ana María Linares, et al. Country Program Evaluation: Panama (2010-2014). Inter-American Development Bank, 2015. http://dx.doi.org/10.18235/0010618.

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This Country Program Evaluation (CPE) is the third independent evaluation of the country program of the Inter-American Development Bank (the Bank) with Panama. Past evaluations covered the periods 1991-2003 (RE-305), when the country was transitioning to full control of its prime economic asset, the Panama Canal, and the Canal Zone territory and infrastructure, and 2005-2009 (RE-359), a period characterized by extraordinarily good macroeconomic performance and significant fiscal reform. This CPE spans January 2010 to December 2014, years marked by an ambitious public investment program and a s
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Gonzalez Diez, Verónica M., John Redwood, and Lourdes Alvarez Prado. IDB-9: IDB Integrated Strategy for Climate Change Adaptation and Mitigation, and Sustainable and Renewable Energy. Inter-American Development Bank, 2013. http://dx.doi.org/10.18235/0010531.

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This paper reviews the Inter-American Development Bank¿s Integrated Strategy for Climate Change Adaptation and Mitigation, and Sustainable and Renewable Energy (CCS). The Strategy was produced as a requirement of the IDB-9 Agreement and approved by Board of Executive Directors in March 2011. Management produced an Action Plan for the CCS in February 2012. Although the IDB-9 also mentions "food security" as a sector priority, the CCS does not include this topic, nor does it discuss "protection of the environment" more generally. In reviewing this and other sector strategies mandated in IDB-9, t
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Mesquita Moreira, Mauricio. Trade Costs and the Economic Fundamentals of the Initiative for Integration of Regional Infrastructure in South America (IIRSA). Inter-American Development Bank, 2007. http://dx.doi.org/10.18235/0011053.

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In October 2000, the twelve countries of South America launched, a multinational, multisectoral and multidisciplinary initiative, whose main objective is to develop the region's infrastructure within a context of environmental sustainability. Supported by the Inter-American Development Bank (IDB), the Andean Development Corporation, and the Financial Fund for the Development of the River Plate Basin, the Initiative is based on a hub strategy and its action plan calls for (1) strengthening national investment planning and coordination among countries, (2) standardizing and harmonizing regulator
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Cabrera, Wilmar, Santiago Gamba, Camilo Gómez, and Mauricio Villamizar-Villegas. Examining Macroprudential Policy through a Microprudential Lens. Banco de la República, 2022. http://dx.doi.org/10.32468/be.1212.

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In this paper, we examine the financial and real effects of macroprudential policies with a new identifying strategy that exploits borrower-specific provisioning levels for each bank. Locally, we compare similar firms just below and above regulatory thresholds established in Colombia during 2008--2018 for the corporate credit portfolio. Our results indicate that the scheme induces banks to increase the provisioning cost of downgraded loans. This implies that, for loans with similar risk but with a discontinuously lower rating, banks offer a lower amount of credit, demand higher quality guarant
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Szwedzki, Roni, Jose Fajgenbaum, Ana Ramirez-Goldin, et al. Country Program Evaluation: Costa Rica (2011-2014). Inter-American Development Bank, 2015. http://dx.doi.org/10.18235/0010606.

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This document presents the results of the evaluation of the Bank's country program with Costa Rica for the period 2011-2014. This is the fourth time the Office of Evaluation and Oversight (OVE) has provided an independent review of the Bank's program with Costa Rica. The first Country Program Evaluation (CPE) in 2003 covered the period 1990-2001, during which an open trade model was consolidated, leading to substantial foreign direct investment. The second CPE covered the period 2002-2006, in which the country was heavily exposed to external shocks. The third and most recent evaluation, coveri
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Szwedzki, Roni, Viviana Vélez-Grajales, and Irani Arráiz. Country Program Evaluation: Guatemala: (2008-2011). Inter-American Development Bank, 2012. http://dx.doi.org/10.18235/0010442.

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This evaluation examines the IDB's Country Program with Guatemala for the 2008-2011 period. The assessment shows very positive results in terms of the program's relevance, consistency, and positioning. Delays in loan authorization by Guatemala's legislative branch may have diminished IDB's effectiveness, as the assistance program missed potential inter-related synergies between the program's different components. Despite some delays in project authorization and execution, OVE was able to document positive results from the Mi Familia Progresa program and from projects approved under previous st
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