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Letteratura scientifica selezionata sul tema "Portfolio"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 25 luglio 2025

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Articoli di riviste sul tema "Portfolio"

Micán, Camilo, Gabriela Fernandes, and Madalena Araújo. "Disclosing the Tacit Links between Risk and Success in Organizational Development Project Portfolios." Sustainability 14, no. 9 (2022): 5235. http://dx.doi.org/10.3390/su14095235.

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Project portfolios aim to impact organizational strategic goals, influencing both the organization’s business model and its processes. Nonetheless, the actual impact is dependent on the portfolio’s success, which is affected by the materialization of risk factors. This study aims to examine the tacit conceptualization of project portfolio risk as a risk measure explicitly based on project portfolio success itself. In order to focus on the portfolios of organizational development projects, Social Representation Theory was adopted to analyze empirical evidence from twenty-eight semi-structured i

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Nisani, Doron. "Portfolio selection using the Riskiness Index." Studies in Economics and Finance 35, no. 2 (2018): 330–39. http://dx.doi.org/10.1108/sef-03-2017-0058.

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PurposeThe purpose of this paper is to increase the accuracy of the efficient portfolios frontier and the capital market line using the Riskiness Index.Design/methodology/approachThis paper will develop the mean-riskiness model for portfolio selection using the Riskiness Index.FindingsThis paper’s main result is establishing a mean-riskiness efficient set of portfolios. In addition, the paper presents two applications for the mean-riskiness portfolio management method: one that is based on the multi-normal distribution (which is identical to the MV model optimal portfolio) and one that is base

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Wu, Liyun, Muneeb Ahmad, Salman Ali Qureshi, Kashif Raza, and Yousaf Ali Khan. "An analysis of machine learning risk factors and risk parity portfolio optimization." PLOS ONE 17, no. 9 (2022): e0272521. http://dx.doi.org/10.1371/journal.pone.0272521.

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Many academics and experts focus on portfolio optimization and risk budgeting as a topic of study. Streamlining a portfolio using machine learning methods and elements is examined, as well as a strategy for portfolio expansion that relies on the decay of a portfolio’s risk into risk factor commitments. There is a more vulnerable relationship between commonly used trademarked portfolios and neural organizations based on variables than famous dimensionality decrease strategies, as we have found. Machine learning methods also generate covariance and portfolio weight structures that are more diffi

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Tamara, Dewi, and Grigory Ryabtsev. "VALUE-AT-RISK (VAR) APPLICATION AT HYPOTHETICAL PORTFOLIOS IN JAKARTA ISLAMIC INDEX." Journal of Applied Finance & Accounting 3, no. 2 (2011): 153–80. http://dx.doi.org/10.21512/jafa.v3i2.168.

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The paper is an exploratory study to apply the method of historical simulation based on the concept of Value at Risk on hypothetical portfolios on Jakarta Islamic Index (JII). Value at Risk is a tool to measure a portfolio’s exposure to market risk. We construct four portfolios based on the frequencies of the companies in Jakarta Islamic Index on the period of 1 January 2008 to 2 August 2010. The portfolio A has 12 companies, Portfolio B has 9 companies, portfolio C has 6 companies and portfolio D has 4 companies. We put the initial investment equivalent to USD 100 and use the rate of 1 USD=Rp

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Yan, Kuan. "Approaching Portfolio Optimization through Empirical Examination." BCP Business & Management 21 (July 20, 2022): 63–66. http://dx.doi.org/10.54691/bcpbm.v21i.1177.

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In this project, the study focuses on the portfolio profitability, one of the most vital quantitative-finance measurements. Out of all possible portfolios being considered, portfolio optimization is the process of selecting the best portfolio, according to some objective. It is a quantitative principle based on statistics, research methods, and advanced mathematical calculation. In this model, financial risk is calculated to usually be minimum while factors such as expected return are maximized. These factors may include physical aspects, "tangible" indicators, and financial metrics. Based on

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Levchenko, Valentyna, and Myroslav Ostapenko. "Formation of the optimal portfolio of insurer’s services of the voluntary types of insurance." Insurance Markets and Companies 7, no. 1 (2016): 45–51. http://dx.doi.org/10.21511/imc.7(1).2016.05.

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The article studies the possibility of using optimization modelling to form the optimal structure of insurance services’ portfolio of insurance companies. Based on the data of net insurance payments and profitability of the voluntary types of insurance in 2005-2015, the authors conducted their analysis according to the possibility to be included in the general insurance portfolio of the insurance company. The optimization model is based on the approach developed by G. Markowitz. The formation of insurance services portfolio is conducted by solving the optimization problem to maximize the portf

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Berouaga, Younes, Cherif El Msiyah, and Jaouad Madkour. "Portfolio Optimization Using Minimum Spanning Tree Model in the Moroccan Stock Exchange Market." International Journal of Financial Studies 11, no. 2 (2023): 53. http://dx.doi.org/10.3390/ijfs11020053.

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Portfolio optimization is a pertinent topic of significant importance in the financial literature. During the portfolio construction, an investor confronts two important steps: portfolio selection and portfolio allocation. This article seeks to investigate portfolio optimization based on the Minimum Spanning Tree (MST) method applied on the Moroccan All Shares Index (MASI) historical stock log returns covering the period from 2 January 2013 to 27 October 2022 allowing us to build two portfolios: MST-Portfolio and MST-Portfolio 2. Portfolio selection was carried out for MST-Portfolio and MST-Po

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Romano, Tom. "Portfolio on Portfolios." English Education 29, no. 3 (1997): 158–72. http://dx.doi.org/10.58680/ee19973711.

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Offers a discussion, in the form of a portfolio, of how the author helps student teachers reflect on their teaching through learning portfolios including artifacts on the culture of teaching, pedagogical insights, big risks and monumental leaps, and failures. Notes that these portfolios often surprise and instruct the author about students’ subjective teaching experience. Full article available in print version only.

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Zhang, Xinyue. "The Impact of Bitcoin and Gold in the Portfolio A Research Based on Copula." Advances in Economics, Management and Political Sciences 107, no. 1 (2024): 160–65. https://doi.org/10.54254/2754-1169/2024.ga18165.

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Gold and cryptocurrencies play an important role in portfolios, especially in risk management. Due to the special nature of these financial products, people usually add a small amount of gold or cryptocurrencies to the origin portfolio to balance return and risk. This article takes Bitcoin as the representative of cryptocurrencies to analyze the different impacts of Bitcoin and gold in the portfolio. This article employs copula functions to fit the Value-at-Risk, Conditional Value-at-Risk, mean return, and Sharpe ratio. Value-at-Risk and Conditional Value-at-Risk are used to measure the portfo

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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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Più fonti

Tesi sul tema "Portfolio"

Tolonen, A. (Arto). "Product portfolio management over horizontal and vertical portfolios." Doctoral thesis, Oulun yliopisto, 2016. http://urn.fi/urn:isbn:9789526212678.

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Abstract The main objective of this study is to clarify the current challenges and preconditions relating to product portfolio management (PPM) and widen the PPM framework over horizontal and vertical portfolios, including a related governance model, strategic performance management and the PPM process. This study analyses comprehensively the current PPM literature and the relevant practices of 10 case companies representing business areas such as hardware (HW), software (SW) and Services. This study approaches PPM from a more comprehensive viewpoint as all product life cycle phases and produc

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Botkin, Bradford L. "Applying financial portfolio analysis to government program portfolios." Thesis, Monterey, Calif. : Naval Postgraduate School, 2007. http://bosun.nps.edu/uhtbin/hyperion-image.exe/07Jun%5FBotkin.pdf.

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Olofsson, Richard. "Portfolio Optimization : Constructing portfolios by combining investment strategies." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-164096.

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I detta arbete tillämpas en metod för att erhålla en optimal kombination av portföljer som följer olika investeringsstrategier. Detta görs genom att använda en datamängd av historiska stängningspriset för olika typer av värdepapper. Resultatet blir ett urval av totalt 58 olika portföljer vars optimala kombinationer med avseende på riskbenägenhet utvärderas med tre olika riskmått. Det huvudsakliga resultatet presenterat i denna uppsats är den optimala kombinationen för era olika strategier beroende på riskbenägenhet. Portföljavkastning och risken är även utvärderad för

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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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Rubin, Fredrik, and Gustav Ekman. "Portfolio Inversion : Finding Market State Probabilities From Optimal Portfolios." Thesis, KTH, Skolan för teknikvetenskap (SCI), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-230166.

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In this project, we aim to find a method for obtainingthe factors in a bull/bear market factor model for asset returnand variance, given an optimal portfolio. The proposed methodwas derived using the Karush-Kuhn-Tucker (KKT) conditionsfor optimal solutions to the convex Markowitz portfolio selectionproblem. For synthetic data where all necessary parameters wereknown exactly, the method could give bounds on the factors. Theexact values of the factors were obtained when short selling wasallowed, and in some instances when short selling was forbidden.The method was evaluated on real-world data wi

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Šebestíková, Sabina. "Optimalizace portfolia akcií na čs. kapitálovém trhu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2009. http://www.nusl.cz/ntk/nusl-264840.

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The master's thesis is focused on Stock portfolio optimalization on Czech capital market. The analysis of each stock, estimation and portfolio optimalization proposal are included. In the practical part the Fundamental analysis is applied. The portfolio optimalization is estemated by portfolio theory which is consist in the relationship between stock price and market trends represents by PX Index and expressing correlation of them by beta coefficient.

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Dopita, Radim. "Optimalizace portfolia cenných papírů." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2010. http://www.nusl.cz/ntk/nusl-222724.

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This thesis is focused on security portfolio optimalization using the value of stock screener. The theoretical section discusses the basic theory of markets, modern portfolio theory, diversification and the types of risks associated with financial activities, the basic steps to become an investor. The practical part is designed to build optimized stocks portfolio using the value of screening, its feigned purchase on New York Stock Exchange (NYSE), followed by monitoring the evolution rate of the portfolio thus created.

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Pachtová, Iva. "Portfolio management v projektovém řízení." Master's thesis, Vysoká škola ekonomická v Praze, 2007. http://www.nusl.cz/ntk/nusl-2098.

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Hlavním cílem této práce je poskytnout přehledné a ucelené informace o aplikaci portfolia managementu v projektovém řízení, zprostředkovat zkušenosti a doporučení ze zahraničních aplikací a také seznámit potencionální zájemce s návody, jak v případě zájmu postupovat při aplikaci v praxi. Práce vychází z obecného pohledu klasické teorie portfolia, na tuto část navazuje teoreticky zaměřený úsek věnující se teorii portfolio managementu. Poslední část je věnována aplikaci portfolia managementu a konkrétní ukázce implementace z praxe.

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Shih, Pei-Yu. "Portfolio." Thesis, University of Birmingham, 2014. http://etheses.bham.ac.uk//id/eprint/5022/.

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Luu, Tiffany Diep. "Portfolio." Master's thesis, Virginia Tech, 2014. http://hdl.handle.net/10919/52576.

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This site was created to fulfill graduation requirements for my Master's of Public Administration at Virginia Polytechnic Institute and State University. My e-portfolio is a multi-dimensional collection of the work I have completed over the years as a graduate student. This e-portfolio showcases the deliverables I have created for my courses in public policy, public management, and public service. In addition, you will also find some of the deliverables I have developed and created as a GIS Technician and Project Management Assistant to a broadband consulting firm. Please use the tabs provided

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Libri sul tema "Portfolio"

SAO (Firm : São Paulo, Brazil). Portfólio SAO: 1979/1987 = SAO's portfolio. SAO, 1987.

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Lebel, Jean-Jacques. Portfolio. no.65, 1998.

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Westermann, H. C. Portfolio. no.65, 1998.

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Howe, Brian. Portfolio. Longman, 1987.

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Taylor-Wood, Sam. Portfolio. no.65, 1998.

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Rambow, Inge. Portfolio. no.65, 1998.

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Smith, Tony. Portfolio. no.64c1998., 1998.

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Murakami, Takashi. Portfolio. no.65, 1998.

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Devos, Erik, Andrew C. Spieler, and Joseph M. Tenaglia. Portfolio Managers. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190269999.003.0008.

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In the oversight of most funds, the portfolio manager holds the key decision-making power. Often regarded as foundational to the investment process, a few select managers can attract billions of dollars from investors, giving the managers increased prominence, credibility, and compensation. Despite their stature, portfolio managers are not immune to the behavioral biases that other investors exhibit, which can distort the portfolio management process. This chapter offers an overview of portfolio management and compares characteristics of the fund types that portfolio managers oversee. It also

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Digital Portfolio: 26 Design Portfolios Unzipped. Rockport Publishers, 2000.

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Capitoli di libri sul tema "Portfolio"

Cowell, Frances. "Portfolio Transition and Transition Portfolios." In Practical Quantitative Investment Management with Derivatives. Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230501874_15.

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Hannay, Jo Erskine. "Benefit Points for the Portfolio." In Benefit/Cost-Driven Software Development. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74218-8_4.

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AbstractThe methodological principles for assigning benefit points to product elements within a project can also be used at the portfolio level. This allows for the management of entire portfolios towards optimizing benefit over cost. We consider bottom-up assessments from the projects at the portfolio level and top-down assessments at the portfolio level within projects. We revisit the confirmatory and exploratory modes.

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Kohne, Andreas. "Portfolio." In Business Development. Springer Fachmedien Wiesbaden, 2016. http://dx.doi.org/10.1007/978-3-658-13683-3_3.

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Kohne, Andreas. "Portfolio." In Business Development. Springer Fachmedien Wiesbaden, 2022. http://dx.doi.org/10.1007/978-3-658-38844-7_3.

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Kohne, Andreas. "Portfolio." In Business Development. Springer Fachmedien Wiesbaden, 2022. http://dx.doi.org/10.1007/978-3-658-37914-8_3.

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Kohne, Andreas. "Portfolio." In Business Development. Springer Fachmedien Wiesbaden, 2019. http://dx.doi.org/10.1007/978-3-658-24722-5_3.

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Kohne, Andreas. "Portfolio." In Business Development. Springer Fachmedien Wiesbaden, 2019. http://dx.doi.org/10.1007/978-3-658-24726-3_3.

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Combs, Danny. "Portfolio." In Supporting Neurodivergent and Autistic People for Their Transition into Adulthood. Routledge, 2023. http://dx.doi.org/10.4324/9781003353959-20.

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Stanley, Todd. "Portfolio." In 10 Performance-Based Projects for the Language Arts Classroom Grades 3-5. Routledge, 2021. http://dx.doi.org/10.4324/9781003232483-11.

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Stanley, Todd. "Portfolio." In 10 Performance-Based Projects for the Science Classroom. Routledge, 2021. http://dx.doi.org/10.4324/9781003232506-11.

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Atti di convegni sul tema "Portfolio"

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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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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Maknickienė, Nijolė, Raimonda Martinkutė-Kaulienė, and Lina Rapkevičiūtė. "FAMILIARITY BIAS INVESTIGATIO IN PORTFOLIO CREATION." In 12th International Scientific Conference „Business and Management 2022“. Vilnius Gediminas Technical University, 2022. http://dx.doi.org/10.3846/bm.2022.775.

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The prevailing opinion exists that investors include to their portfolio what they know or what is located around them. Investment decision, which is impacted by familiarity bias, avoid including international companies to portfolio which might lead to lower performance compared to portfolio which has both, local and international, stocks in a portfolio. The aim of this study is to analyse the impact of familiarity bias on investment decision, to form port-folios from the stocks listed on the Nasdaq Baltic stock exchange and compare their performance to global portfolios, which are formed from

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Farrell, Orna. "(e)Portfolio: a history." In ASCILITE 2020: ASCILITE’s First Virtual Conference. University of New England, Armidale, 2020. http://dx.doi.org/10.14742/ascilite2020.0108.

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This paper traces the evolution of the concept of portfolio from the Renaissance to the present day. Over time the meaning of portfolio evolved from its origins as a case for holding loose papers to other contexts such as finance, government and education. Portfolios evolved from paper to electronic, from local network to the world wide web. The decade from 2000-2010 was a period when technology became part of mainstream society and educational technology become part of mainstream higher education, and portfolios became a ubiquitous assessment. From 2010-2020, a shift towards an emphasis on pe

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Vidovics-Dancs, Agnes. "The Risk Of Hedging." In 37th ECMS International Conference on Modelling and Simulation. ECMS, 2023. http://dx.doi.org/10.7148/2023-0078.

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Hedging financial risk is an essential issue but is far from trivial to implement. There are several hedging assets portfolio managers can select from. However, the choice is not without weight: two portfolios hedged against the same risk factor may have different characteristics depending on this hedging asset. Moreover, hedging against one risk factor may increase the portfolio's sensitivity to other risk factors. That is, a strategy that aims to reduce risk may also increase risk in a paradox way. This should be considered by portfolio managers, risk managers, and regulators as well. The go

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Bartlmae, Kai. "Portfolio Construction: Using Bootstrapping and Portfolio Weight Resampling for Construction of Diversified Portfolios." In 2009 International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2009. http://dx.doi.org/10.1109/bife.2009.67.

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Nakagawa, Kei, Shuhei Noma та Masaya Abe. "RM-CVaR: Regularized Multiple β-CVaR Portfolio". У Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/629.

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The problem of finding the optimal portfolio for investors is called the portfolio optimization problem. Such problem mainly concerns the expectation and variability of return (i.e., mean and variance). Although the variance would be the most fundamental risk measure to be minimized, it has several drawbacks. Conditional Value-at-Risk (CVaR) is a relatively new risk measure that addresses some of the shortcomings of well-known variance-related risk measures, and because of its computational efficiencies, it has gained popularity. CVaR is defined as the expected value of the loss that occurs be

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Labudović Stanković, Jasmina. "Investicioni portfolio mortgage reits." In XVI Majsko savetovanje. University of Kragujevac, Faculty of Law, 2020. http://dx.doi.org/10.46793/upk20.149ls.

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The mortgage REITs portfolio consists of mortgage loans and mortgage-backed securities. In this paper we present their specificities. We also draw attention to the controversy surrounding the possible substitutability of mortgage REITs and equity REITs portfolios. We point out the importance of the state's role in the mortgage market. Mortgage REITs, once very popular, have survived the 2007-2008 financial crisis, much harder than equity REITs. This was the reason why the author decided to present the features of the mortgage REITs investment portfolio (mortgage loans and mortgage-backed secur

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Buzzetto-More, Nicole, and Ayodele Alade. "The Pentagonal E-Portfolio Model for Selecting Adopting Building and Implementing an E-Portfolio." In InSITE 2008: Informing Science + IT Education Conference. Informing Science Institute, 2008. http://dx.doi.org/10.28945/3240.

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Electronic portfolios are a student-centered outcomes-based assessment regime involving learners in the gathering, selection, and organization of artifacts synthesized into a compilation purposed to demonstrate knowledge, skills, and/or achievements supported by reflections that articulate the relevance, credibility, and meaning of the artifacts being presented. Electronic portfolios have been found to be a valid way to document student progress, encourage student involvement in assessment, showcase student work samples, promote students professionally, and provide a method of student learning

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Kocúrek, Martin. "A Review of Selected Equity and Credit Investment Strategies of Reinsurer." In EDAMBA 2023: 26th International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. University of Economics in Bratislava, 2024. http://dx.doi.org/10.53465/edamba.2023.9788022551274.104-115.

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This paper analyses specific type of investor on financial markets – a reinsurance company and its value-creating process, with focus on its investment activities. A special attention is focused on reinsurer’s idiosyncratic investor’s profile due to core business activities, i.e. underwriting. This makes its investment profile and objectives different to other market participants. We modelled and analysed reinsurer’s three main investment strategies based on underlying asset classes of particular portfolios. Each of these portfolios is comprising of three sub-portfolios which are managed by di

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Rapporti di organizzazioni sul tema "Portfolio"

te Kaat, Daniel Marcel, Chang Ma, and Alessandro Rebucci. Portfolio Flows and Household Portfolios. National Bureau of Economic Research, 2024. http://dx.doi.org/10.3386/w32210.

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Bacchetta, Philippe, and Eric van Wincoop. Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns. National Bureau of Economic Research, 2017. http://dx.doi.org/10.3386/w23363.

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Vo, Vy. Reflective Portfolio. Iowa State University, 2020. http://dx.doi.org/10.31274/cc-20240624-1210.

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Adams, Albert, Eric Bala, Bill Minner, and Tom Woodland. Defense Portfolio Analysis. Defense Technical Information Center, 2009. http://dx.doi.org/10.21236/ada501278.

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Lewellen, John W. IV. Spaceborne Accelerators Portfolio. Office of Scientific and Technical Information (OSTI), 2020. http://dx.doi.org/10.2172/1634937.

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Brown, Stephen, William Goetzmann, and Mark Grinblatt. Positive Portfolio Factors. National Bureau of Economic Research, 1998. http://dx.doi.org/10.3386/w6412.

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Goetzmann, William, and Alok Kumar. Equity Portfolio Diversification. National Bureau of Economic Research, 2001. http://dx.doi.org/10.3386/w8686.

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Dembo, Amir, Jean-Deominique Deuschel, and Darrell Duffie. Large Portfolio Losses. National Bureau of Economic Research, 2002. http://dx.doi.org/10.3386/w9177.

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Burger, John, Francis Warnock, and Veronica Cacdac Warnock. Benchmarking Portfolio Flows. National Bureau of Economic Research, 2018. http://dx.doi.org/10.3386/w24761.

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Bonaparte, Yosef, and Russell Cooper. Costly Portfolio Adjustment. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w15227.

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