Relevant bibliographies by topics / Problem of the funds’ divestment from the market

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  1. Journal articles
  2. Dissertations / Theses
  3. Book chapters
  4. Conference papers

Academic literature on the topic 'Problem of the funds’ divestment from the market'

Author: Grafiati
Published: 4 June 2021
Last updated: 15 February 2022

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Journal articles on the topic "Problem of the funds’ divestment from the market"

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Drozd, Aleksandra. "Ocena ryzyka i efektywności inwestycji na rynku metali szlachetnych." Ekonomia 26, no. 1 (2020): 125–37. http://dx.doi.org/10.19195/2658-1310.26.1.8.

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Objective — analysis of risk and efficiency of investments in investment funds and insurance capital funds on the precious metals market. The basic research problem was the answer to the question whether investing in investment funds and in insurance capital funds on the precious metals market is effective and what is the risk involved. The analysed period is not a period of market downturn. The period from 30.09.2014 to 06.10.2019 is analysed. The collected data are weekly.
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Orefice, Marcelo De Castro, and Pedro L. Valls Pereira. "Portfolio Pumping in the Brazilian Stock Market." Brazilian Review of Finance 16, no. 3 (2018): 389. http://dx.doi.org/10.12660/rbfin.v16n3.2018.74267.

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In this paper, we discuss the practice of portfolio pumping in Brazil. Although the topic is recurrent in other countries, few studies provide this analysis for the Brazilian case. The statistical study is elaborated in three stages: first, we considered Brazilian investment funds' shares for the period from September 2011 to June 2016, estimating daily excess returns of those funds based on the Ibovespa, considering and not considering the adjusted beta of the portfolios of those funds. Our results suggest that the practice of portfolio pumping is more frequent at the end of months ex-semeste
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Chen, An, Thai Nguyen, and Manuel Rach. "A collective investment problem in a stochastic volatility environment: The impact of sharing rules." Annals of Operations Research 302, no. 1 (2021): 85–109. http://dx.doi.org/10.1007/s10479-021-03983-8.

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AbstractIt is typical in collectively administered pension funds that employees delegate fund managers to invest their contributions. In addition, many pension funds still need to sustain guarantees (prescribed by law) in spite of the current low interest environment. In this paper, we consider an optimal collective investment problem for a pool of investors who (implicitly) demand minimum guarantees by deriving utility from the wealth exceeding their guarantees in two financial market settings, one with a stochastic and one with a constant volatility. We find that individual investors’ well-b
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Zhang, Chubing. "Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary." Scientific World Journal 2014 (2014): 1–7. http://dx.doi.org/10.1155/2014/826125.

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This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.
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Guowei, Zhang, and Wang Tao. "Game Analysis on the Difficulties of Small and Medium-sized Enterprises' Credit Financing in the Big Data Era." E3S Web of Conferences 253 (2021): 02004. http://dx.doi.org/10.1051/e3sconf/202125302004.

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The effective use of social funds is an important guarantee for the benign development of the economy. The shortage of funds faced by the development of small and medium-sized enterprises (SMEs) and a lot of social capital sits idle are still one of the major contradictions that need to be resolved urgently. And the main source of funds for China’s real economy is still loans from commercial Banks. Through the analysis of the loan game between Banks and enterprises in the target economic environment we can find the crux of the problem. Which mainly lies in the market for enterprise information
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COOPER, RUSSELL W., and THOMAS W. ROSS. "Protecting underfunded pensions: the role of guarantee funds." Journal of Pension Economics and Finance 2, no. 3 (2003): 247–72. http://dx.doi.org/10.1017/s1474747203001343.

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Employer-related pensions are a common and extremely important component of the compensation paid to workers in both the public and private sectors of developed economies. Many private pensions are insufficiently funded, exposing workers to the risk of a loss should their employer cease operations and not be available to meet pension obligations.In this paper we study the role of guarantee funds as providers of insurance to workers against the failure of firms with underfunded defined benefit pension plans. Employing a model that predicts pension underfunding, we consider first how private gua
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Nilsen, Heidi Rapp, Beate Sjåfjell, and Benjamin J. Richardson. "The Norwegian Government Pension Fund Global. Risk Based Versus Ethical Investments." Vierteljahrshefte zur Wirtschaftsforschung 88, no. 1 (2019): 65–78. http://dx.doi.org/10.3790/vjh.88.1.65.

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Summary: Access to finance is crucial if we are to achieve the fundamental transition of our time: securing a safe and just society operating within the planetary boundaries. In the era of global market capitalism and deregulation, Sovereign Wealth Funds (SWFs) offer one of the few public economic institutions capable of injecting ecological and social values into global markets. This article undertakes a case study of one of the world’s largest SWF, the Norwegian Government Pension Global (The Fund). The Fund is well-known for its Ethical Guidelines recommending exclusion of companies based o
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Đekić, Marija, Miloš Nikolić, and Tamara Vesić. "Challenges and Perspectives of Development of Private Pension Funds in Serbia." Economic Analysis 52, no. 1 (2019): 69–80. http://dx.doi.org/10.28934/ea.19.52.12.pp69-80.

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Following the successful implementation of the Chilean reform, the World Bank proposed a solution from three pillars of the pension system: compulsory state, compulsory private and voluntary private pension insurance. Serbia, like many other developed and undeveloped countries, has only adopted the third pillar, in addition to the already existing state. The introduction of compulsory private insurance was also considered, however, there are no market conditions or financial possibilities for achieving this idea. Voluntary pension funds in Serbia were introduced by the 2005 laws. There are sev
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Logvinova, I. V., and A. V. Zhigunova. "MINIMIZING THREATS TO A CREDIT INSTITUTION INFORMATION SECURITY AT THE BANKING SERVICES MARKET." Scientific Review: Theory and Practice 10, no. 9 (2020): 1894–905. http://dx.doi.org/10.35679/2226-0226-2020-10-9-1894-1905.

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This article discusses the problems of minimizing threats to information security in the banking sector and identifies possible means to facilitate this process. By attracting funds and lending to clients on a commercial basis, banks are significantly expanding on an ongoing basis the network of services in the domestic financial and credit sector, have had a noticeable impact on the country’s economy. Simultaneously with the emergence of commercial banks, a number of problems arose that did not exist before, the main one of which is the need to ensure the safety of banks from criminal encroac
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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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Dissertations / Theses on the topic "Problem of the funds’ divestment from the market"

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Margytė, Jolita. "Investicinių fondų vienetų vertės kitimo vertinimas." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2014. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2010~D_20140625_185449-12856.

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Iki 2007m. investiciniai fondai buvo labai populiarūs investuotojų tarpe, itin didelio dėmesio sulaukdavo fondai investuojantys į besivystančias rinkas, nes jų istoriniai rezultatai buvo teigiami su nežymiomis korekcijomis. Tačiau, nuo 2007m. vidurio, prasidėjus pasaulio ekonomikos nuosmukiui, įsivyravo investuotojų baimės ir kurį laiką besitęsiantis sąstingis finansų rinkose. Jau 2007m. lyginant su ankstesniaisiais metais kardinaliai pasikeitė tiek pasaulio, tiek Lietuvos bendrosios makroekonominės tendencijos: buvo stebimi ekonomikos lėtėjimo požymiai, juntama infliacija ir didelis išorinių
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Book chapters on the topic "Problem of the funds’ divestment from the market"

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Smit, Han, and Thras Moraitis. "How to De-Bias Valuation Over the Cycle." In Playing at Acquisitions. Princeton University Press, 2015. http://dx.doi.org/10.23943/princeton/9780691140001.003.0002.

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It is puzzling to note that while companies seem to rush into acquisitions during global economic booms—even when they are aware of the dangers of overpaying—they appear to lose all interest in dealing when the global economy is sluggish and the market invariably offers bargains. Deal framing in executives' analyses—the way they perceive and model their acquisition or divestment opportunities—can cause them to overestimate acquisition opportunities in hot deal markets, while their dismay in cold markets often induces them to frame deals as representing too high risk, so they hold back from making viable new acquisitions or delay divesting loss-making divisions. Decision biases can play surprisingly strong roles in the valuation analyses of even experienced executives. This chapter focuses on this particular problem: how rational analyses can become infected and lead executives to manipulate their analyses to get the answers they expect or require. It proposes a remedy that goes beyond currently applied valuation models.
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Conference papers on the topic "Problem of the funds’ divestment from the market"

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Liu, Qi, Guifeng Wang, Hongke Zhao, Chuanren Liu, Tong Xu, and Enhong Chen. "Enhancing Campaign Design in Crowdfunding: A Product Supply Optimization Perspective." In Twenty-Sixth International Joint Conference on Artificial Intelligence. International Joint Conferences on Artificial Intelligence Organization, 2017. http://dx.doi.org/10.24963/ijcai.2017/97.

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Crowdfunding is an emerging Internet application for creators designing campaigns (projects) to collect funds from public investors. Usually, the limited budget of the creator is manually divided into several perks (reward options), that should fit various market demand and further bring different monetary contributions for the campaign. Therefore, it is very challenging for each creator to design an effective campaign. To this end, in this paper, we aim to enhance the funding performance of the newly proposed campaigns, with a focus on optimizing the product supply of perks. Specifically, giv
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Selvi Hanişoğlu, Gülay, and Fidan Güler. "Analysis of Housing Finance Systems in Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c09.01964.

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Housing Finance system has provided funds to households and organizations for buying their homes and premises. There are different type of housing finance systems which are applied by different countries. Housing finance systems can be more efficient, if private sector and public sector work together and harmoniously.
 Housing Finance system has made considerable progress in Turkey in the last 20 years. Before housing finance system was developed in Turkey, people could have bought houses by combining their retirement allowances and savings. Another method for financing their house, peopl
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