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Articoli di riviste sul tema "Portfolio management"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 25 luglio 2025

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1

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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Yang, Hyunjun, Hyeonjun Park, and Kyungjae Lee. "A Selective Portfolio Management Algorithm with Off-Policy Reinforcement Learning Using Dirichlet Distribution." Axioms 11, no. 12 (2022): 664. http://dx.doi.org/10.3390/axioms11120664.

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Existing methods in portfolio management deterministically produce an optimal portfolio. However, according to modern portfolio theory, there exists a trade-off between a portfolio’s expected returns and risks. Therefore, the optimal portfolio does not exist definitively, but several exist, and using only one deterministic portfolio is disadvantageous for risk management. We proposed Dirichlet Distribution Trader (DDT), an algorithm that calculates multiple optimal portfolios by taking Dirichlet Distribution as a policy. The DDT algorithm makes several optimal portfolios according to risk leve

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AAS, TOR HELGE, KARL JOACHIM BREUNIG, and KATJA MARIA HYDLE. "EXPLORING NEW SERVICE PORTFOLIO MANAGEMENT." International Journal of Innovation Management 21, no. 06 (2017): 1750044. http://dx.doi.org/10.1142/s136391961750044x.

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Most research on the management of innovation portfolios has focused on new product portfolios, whereas the management of new service portfolios has not been researched correspondingly. This paper addresses this literature gap by exploring portfolio management of New Service Development (NSD) activities empirically. The paper applies a qualitative research design, where data was collected in 52 in-depth interviews with managers and employees involved with NSD. The study finds that the portfolio management activities and processes were carried out in parallel with the NSD process, and that the

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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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Zhang, Shicheng. "Portfolio Management for Multi-industry." Highlights in Business, Economics and Management 5 (February 16, 2023): 214–21. http://dx.doi.org/10.54097/hbem.v5i.5078.

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In the financial field, portfolio management is an important measure in the direction of investment or hedging. This paper mainly focuses on the optimization for the portfolio composed of assets from five industries, which is education, banking, automobile manufacturing, parts industry and e-commerce, and considers the allocation of assets to optimize the returns. In this paper, five representative assets from these five industries are selected. The Markowitz efficient frontier is plotted by Monte-Carlo method, using the return data of assets. Then the portfolio is optimized by mean-variance a

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6

Kiyko, S., L. Deineha, M. Basanets, D. Kamienskyi, and A. Didenko. "PORTFOLIO MANAGEMENT OF ENERGY SAVING PROJECTS BASED ON THE MARKOVITS THEORY." Integrated Technologies and Energy Saving, no. 3 (November 9, 2021): 79–91. http://dx.doi.org/10.20998/2078-5364.2021.3.08.

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The goal of the work was to identify research and compare methods of portfolio management of energy saving projects and to develop software for optimizing portfolio investments using several methods. The key elements and strategies of creating an effective investment portfolio are considered: diversification, rebalancing, active portfolio management, passive portfolio management. Given the basic principles of investment theory, the task of portfolio investment is to form an investment portfolio with known shares of certain assets to maximize returns and minimize risk. To solve this probl

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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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Fiala, Petr. "New trends in project portfolio management." Trendy v podnikání 10, no. 3 (2021): 4–11. http://dx.doi.org/10.24132/jbt.2020.10.3.4_11.

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The use of project portfolio management is increasingly becoming a tool for promoting the strategy of the organization. Using sophisticated quantitative tools becomes a significant competitive advantage for project portfolio management. Project portfolio management is a dynamic multi-criteria decision-making problem under risk. The paper presents new approaches for analyzing the problem. A dynamic version of the Analytic Network Process (ANP) captures the network, multicriteria and dynamic structure of the problem. Multicriteria decision trees analyze risk of project portfolios. Possible proje

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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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Ziakas, Vassilios, and Donald Getz. "Shaping the event portfolio management field: premises and integration." International Journal of Contemporary Hospitality Management 32, no. 11 (2020): 3523–44. http://dx.doi.org/10.1108/ijchm-05-2020-0486.

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Purpose This paper aims to examine how various academic disciplines shape the field of event portfolio management. Given the complex nature of portfolios comprising different genres that are studied separately from their respective disciplinary realms, the academic event portfolio landscape remains fragmented. This is against the nature of portfolios, which requires inter-disciplinarity and novel integration of genres, stakeholders and perspectives. Design/methodology/approach Based on a scoping literature review, this conceptual paper sets up a common ground for the academic study and industr

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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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Yu-Hsiang (John) Huang, Yu-Ju (Tony) Tu, Troy J. Strader, Michael J. Shaw, and Ramanath (Ram) Subramanyam. "Selecting the Most Desirable IT Portfolio Under Various Risk Tolerance Levels." Information Resources Management Journal 32, no. 4 (2019): 1–19. http://dx.doi.org/10.4018/irmj.2019100101.

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To better assist decision-makers (e.g., enterprise executives) in selecting the most desirable IT portfolio, this study proposes a new IT Portfolio Efficient Frontier model that incorporates the decision-maker's risk tolerance levels. The proposed model, built on portfolio optimization along with experimental design and simulation data, considers three IT portfolio scenarios: even distribution-based IT portfolios, uneven distribution-based IT portfolios, and dominant IT portfolios. Our findings show that the IT portfolio efficient frontiers derived from both an even distribution-based IT portf

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Bulani, Vivek, Marija Bezbradica, and Martin Crane. "Improving Portfolio Management Using Clustering and Particle Swarm Optimisation." Mathematics 13, no. 10 (2025): 1623. https://doi.org/10.3390/math13101623.

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Portfolio management, a critical application of financial market analysis, involves optimising asset allocation to maximise returns while minimising risk. This paper addresses the notable research gap in analysing historical financial data for portfolio optimisation purposes. Particularly, this research examines different approaches for handling missing values and volatility, while examining their effects on optimal portfolios. For this portfolio optimisation task, this study employs a metaheuristic approach through the Swarm Intelligence algorithm, particularly Particle Swarm Optimisation and

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Usmonov, Xikmatilla. "BANK INVESTMENT PORTFOLIO DEVELOPMENT." INNOVATIONS IN ECONOMY 6, no. 3 (2020): 33–38. http://dx.doi.org/10.26739/2181-9491-2020-6-5.

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This article analyzes the development of the investment portfolio of commercial banks in Uzbekistan and their investment factors. In order to develop the investment portfolios of banks, recommendations were given on the use of international experience. Report on investment portfolio and commercial banks. It also covers the investment portfolio, the nature of investment asset management, the risks associated with it, the risks that affect the effectiveness of investment portfolio management, and the importance of effective investment portfolio management

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Elton, Edwin J., and Martin J. Gruber. "Optimum Centralized Portfolio Construction with Decentralized Portfolio Management." Journal of Financial and Quantitative Analysis 39, no. 3 (2004): 481–94. http://dx.doi.org/10.1017/s0022109000003999.

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AbstractMany financial institutions employ outside portfolio managers to manage part or all of their investable assets. It is well recognized that outside portfolio managers are unwilling to share security information with each other or with the centralized decision maker and this in general will lead to sub-optimal portfolios. In this paper, we derive an implementable set of rules under which a central decision maker can make optimal decisions without requiring decentralized decision makers to reveal estimates of security returns. Furthermore, we derive conditions under which these rules hold

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Zavaleta Lamela, Rainer Víctor. "Investment Portfolio Management equities applying Markowitz Theory." SCIÉNDO 26, no. 2 (2023): 205–13. http://dx.doi.org/10.17268/sciendo.2023.030.

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Investment Portfolio Management equities is based on the investor reasoning behavior minimizing risks and maximizing profits, benefits offered by Markowitz Portfolios Theory (TPM onwards). The goal is to manage investment Portfolios equities applying TPM to determine from this one if a financial assets Portfolios negotiated in Standard y Poor's 500 (SyP 500) deals with the maximizing investor profits considering a minimal variance. The population was made by 505 enterprises composed by 11 economic sectors SyP 500 rate. Some basic analysis filters were used in order to obtain the same and 34 en

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Puttaraju, Karthik Hosavaranchi. "Strategic Innovation Management: A Framework for Digital Product Portfolio Optimization." International Scientific Journal of Engineering and Management 03, no. 12 (2024): 1–6. https://doi.org/10.55041/isjem0018.

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Abstract—This research introduces a framework for managing digital product portfolios in rapidly evolving markets. By examining the intersection of strategic management and digital innovation, we present a structured approach to portfolio optimization that enhances value creation while minimizing technology risk. The study draws on real-world implementations across multiple industries, demonstrating how organizations can effectively balance innovation initiatives with resource constraints. Our findings reveal that organizations implementing this framework achieved a 40% improvement in portfoli

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Kuchmezov, H. H., and S. I. Neizvestny. "Formation of Managers’ Competencies in The Field of Project Portfolio Management of The Enterprise." Open Education 26, no. 2 (2022): 25–36. http://dx.doi.org/10.21686/1818-4243-2022-2-25-36.

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The purpose of this study is to analyze existing approaches to managing a portfolio of projects and programs, their further development and generalization, the creation of systems focused on creating the competence of specialists in the field of managing enterprise project portfolios. The substantiation and main reasons for the need to form the competencies of specialists in project portfolio management from the point of view of the effectiveness of project activities and business of the enterprise are discussed.In modern conditions, the functioning of any company is determined by a number of

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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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Lim, Qing Yang Eddy, Qi Cao, and Chai Quek. "Dynamic portfolio rebalancing through reinforcement learning." Neural Computing and Applications 34, no. 9 (2021): 7125–39. http://dx.doi.org/10.1007/s00521-021-06853-3.

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AbstractPortfolio managements in financial markets involve risk management strategies and opportunistic responses to individual trading behaviours. Optimal portfolios constructed aim to have a minimal risk with highest accompanying investment returns, regardless of market conditions. This paper focuses on providing an alternative view in maximising portfolio returns using Reinforcement Learning (RL) by considering dynamic risks appropriate to market conditions through dynamic portfolio rebalancing. The proposed algorithm is able to improve portfolio management by introducing the dynamic rebala

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THOMAIDIS, NIKOS S., TIMOTHEOS ANGELIDIS, VASSILIOS VASSILIADIS, and GEORGIOS DOUNIAS. "ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION." New Mathematics and Natural Computation 05, no. 03 (2009): 535–55. http://dx.doi.org/10.1142/s1793005709001519.

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This paper considers the task of forming a portfolio of assets that outperforms a benchmark index, while imposing a constraint on the tracking error volatility. We examine three alternative formulations of active portfolio management. The first one is a typical setup in which the fund manager myopically maximizes excess return. The second formulation is an attempt to set a limit on the total risk exposure of the portfolio by adding a constraint that forces a priori the risk of the portfolio to be equal to the benchmark's. In this paper, we also propose a third formulation that directly maximiz

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Tan, Ruipeng. "Changes in the Portfolio Management and Construction under the Pandemic Era." E3S Web of Conferences 275 (2021): 01005. http://dx.doi.org/10.1051/e3sconf/202127501005.

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This paper focuses on comparing portfolio management and construction before and after the coronavirus. First, this paper presents the importance of building up portfolios for investors to diversify their risks. Theories on portfolio management are discussed in this section to show how they have been developed to help on investing and reduce risk. Then, the paper moves on to show the impact of the pandemic on the financial market and portfolio management. Sample data on tech stock returns are collected to perform a Monte Carlo simulation on portfolio construction to find out the efficient port

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Kharytonov, Yurij, and Oksana Savina. "VALUE-ORIENTED ANTI-RISK FUNCTIONAL MODELING OF PORTFOLIO MANAGEMENT PROCESSES FOR SCIENCE-BASED PROJECTS OF ENTERPRISES." Zeszyty Naukowe Wyższej Szkoły Humanitas Zarządzanie 19, no. 4 (2018): 79–92. http://dx.doi.org/10.5604/01.3001.0013.1646.

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Effective management of project portfolios at science-based enterprises, which are now challenged by a dynamic turbulent environment, requires a continuous integrating activity. The goal of the latter is to maximize the return on implementation of the entire set of projects, bearing uncertainties and losses in mind. Thus, the article covers latest research in and approaches to project portfolio management. The methods and mechanisms of project portfolio management are analyzed, the weaknesses of project portfolios are detected; major issues and factors influencing their management are identifi

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Ingul Abuladze, Ingul Abuladze. "Business Portfolio and the Need for its Optimization in the Conditions of International." Economics 106, no. 3-5 (2024): 22–28. http://dx.doi.org/10.36962/ecs106/3-5/2024-22.

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In the article - "Business portfolio and the need for its optimization in the conditions of international competition" – there is discussed the necessity of studying the management of business portfolio both between countries and between companies in order to win the competition and to maintain the place gained in the market is raised. The article primarily characterizes the countries with "weak" and "strong" business portfolios, aggressive and conservative portfolios, gives their examples, talks about the key and unique factors of the portfolio, and also about the advice given by scientists t

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Miziołek, Tomasz. "Active Management in Polish Domestic Treasury Bond Funds." Annales Universitatis Mariae Curie-Skłodowska, sectio H – Oeconomia 57, no. 1 (2023): 137–53. http://dx.doi.org/10.17951/h.2023.57.1.137-153.

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Theoretical background: An increase in the interest in passive investing has been one of the most important trends on financial market over the last two decades. However, passive portfolio management is not limited to index funds and passive exchange-traded funds (ETFs). Despite the declared active approach to investing, in practice some active fund managers construct portfolios whose structure is quite similar to the index (usually a fund benchmark). Simultaneously, these funds charge relatively high fees, inadequate to the involvement in the investment process. In order to estimate the scale

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Hsieh, Heng-Hsing. "A Review of Performance Evaluation Measures for Actively-Managed Portfolios." Journal of Economics and Behavioral Studies 5, no. 12 (2013): 815–24. http://dx.doi.org/10.22610/jebs.v5i12.455.

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In the recognition that investment management is an on-going process, the performance of actively-managed portfolios need to be monitored and evaluated to ensure that funds under management are efficiently invested in order to satisfy the mandate specified in the policy statement. This paper discusses the primary performance evaluation techniques used to measure a portfolioâ€™s basic risk and return characteristics, risk-adjusted performance, performance attribution and market timing ability. It is concluded that the Treynor measure is more suitable for evaluating portfolios that are constitue

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Merlec, Mpyana Mwamba, Md Mainul Islam, Youn Kyu Lee, and Hoh Peter In. "A Consortium Blockchain-Based Secure and Trusted Electronic Portfolio Management Scheme." Sensors 22, no. 3 (2022): 1271. http://dx.doi.org/10.3390/s22031271.

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In recent times, electronic portfolios (e-portfolios) are being increasingly used by students and lifelong learners as digital online multimedia résumés that showcase their skill sets and achievements. E-portfolios require secure, reliable, and privacy-preserving credential issuance and verification mechanisms to prove learning achievements. However, existing systems provide private institution-wide centralized solutions that primarily rely on trusted third parties to issue and verify credentials. Furthermore, they do not enable learners to own, control, and share their e-portfolio information

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Castiglioni, Marco, and José Luis Galán González. "Alliance portfolio classification. Which portfolio do you have?" Baltic Journal of Management 15, no. 5 (2020): 757–74. http://dx.doi.org/10.1108/bjm-05-2020-0174.

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PurposeThe purpose of this article is to propose and discuss a systematic theoretical classification of alliance portfolios that allows to elucidate and develop the concept.Design/methodology/approachThe study applies a conceptual approach. A review of the literature was carried out to support the conclusions of this paper.FindingsThe results of the classification identify three types of alliance portfolio, according to the level of management that each of them requires: additive, strategic and managed and strategic. These portfolio typologies are analyzed in an evolutionary perspective.Practi

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Bathallath, Sameer, Åsa Smedberg, and Harald Kjellin. "Impediments to Effective Management of Project Interdependencies." Journal of Electronic Commerce in Organizations 15, no. 2 (2017): 16–30. http://dx.doi.org/10.4018/jeco.2017040102.

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Interdependencies between projects have come to play a more active role in the decision on IT/IS portfolios and their constituent projects. However, managing these interdependencies can be a complex task, especially when the number and degree of interdependencies among projects are high. In times of uncertainty, unexpected challenges can seriously disrupt projects and, consequently, their interdependencies. This may threaten the project portfolio from achieving its final goal. The study aims to investigate the difficulties associated with managing project interdependence along the development

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Kondysiuk, I. "SPECIFICS OF FORMATION PORTFOLIO OF HYBRID PROJECTS OF MOTOR TRANSPORT ENTERPRISES." Bulletin of Lviv State University of Life Safety 24 (January 5, 2022): 40–47. http://dx.doi.org/10.32447/20784643.24.2021.05.

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An analysis of methodologies and research papers on project portfolio management in various sectors of the econ-omy. The peculiarities of the subject branch (motor transport enterprises) are analyzed. The expediency of implementation of hybrid projects and development of tools for their management is substantiated. It is established that one of the unsolved management tasks is the task of forming effective portfolios of hybrid projects of motor transport enterprises. The purpose of the study is to substantiate the peculiarities of the formation portfolios of hybrid projects of trucking compani

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Dubrovin, Valerii, Larysa Deineha, and Valerii Laktionov. "Energy saving at energy-intensive enterprises." Electrical Engineering and Power Engineering, no. 2 (June 30, 2022): 58–68. http://dx.doi.org/10.15588/1607-6761-2022-2-6.

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Purpose. Investigate the methods of decision-making in the project portfolio management, as well as perform their software implementation as part of the system of the portfolio management optimization of energy saving projects at energy-intensive enterprises. Methodology. To achieve this goal, Markovitz's portfolio theory was chosen - the theory of financial investment, in which the methods of optimization are the most profitable distribution of the risk of the securities portfolio and income valuation. In combination with portfolio theory, methods were used to find the maximum Sharpe coeffici

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de Carvalho, Pablo Jose Campos, Aparna Gupta, and Koushik Kar. "Asset liability management for providers in spectrum markets." International Journal of Financial Engineering 04, no. 04 (2017): 1750043. http://dx.doi.org/10.1142/s2424786317500438.

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Service provision with novel features can be made possible in a more dynamic spectrum marketplace. In this marketplace, a service provider will need to create an appropriate spectrum asset portfolio to support the services offered to its customers. Such an asset portfolio should satisfactorily meet all demand characteristics implied by the novel service features. In this paper, we address this question of optimal asset portfolio construction in an asset-liability management framework from the perspective of a mobile service provider. We find that the provider utilizes a mix of primary and seco

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Shaikh, Zakir Mujeeb, and Suguna Ramadass. "Monte carlo simulation with bilstm for day-ahead stock portfolio management." Indonesian Journal of Electrical Engineering and Computer Science 33, no. 3 (2024): 1903. http://dx.doi.org/10.11591/ijeecs.v33.i3.pp1903-1914.

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<div>Predicting stock price movement and optimizing day-ahead stock portfolios are challenging tasks due to the inherent complexity and volatility of financial markets. This study proposes a novel approach that combines bidirectional long short-term memory (BiLSTM) neural networks with monte carlo simulation (MCS) to enhance day-ahead stock portfolio management. In the proposed methodology, historical data of the top-performing 10 stocks from different sectors of the National Stock Exchange of India (NSEI) is obtained from 1 January 2004 to 30 June 2023 and utilized to train a BiLSTM mod

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Palomba, Giulio, and Luca Riccetti. "Asset management with TEV and VaR constraints: the constrained efficient frontiers." Studies in Economics and Finance 36, no. 4 (2019): 492–516. http://dx.doi.org/10.1108/sef-09-2017-0255.

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Purpose This paper aims to perform an analytical analysis on portfolio allocation when a tracking error volatility (TEV) constraint holds, drawing specific attention to the portfolio efficiency issue. Indeed, it is well known that investors can assign part of their funds to asset managers who are given the task of beating a benchmark portfolio. However, the risk management office often imposes a TEV constraint to the asset managers’ activity to maintain the portfolio risk near to the risk of the benchmark. This situation could lead asset managers to select non efficient portfolios in the total

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Vosloo, Pieter G., and Paul Styger. "The process approach to the management of loan portfolios." Journal of Economic and Financial Sciences 3, no. 2 (2009): 171–88. http://dx.doi.org/10.4102/jef.v3i2.341.

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Many factors impacted the credit risk environment in the past decade, the most significant of which were the Basel II Capital Accord requirements. Foremost in the financial industry’s focus was, and still is, the implementation of these requirements and their associated outcomes. In the aftermath of the Basel II implementation, credit risk managers’ focus will return to understanding the portfolio philosophy in managing their credit portfolios. They will be required to adapt an integrated risk management framework, taking into account the interdependence of various building blocks, data fields

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HANNACH, Driss EL, Rabia MARGHOUBI, Zineb EL AKKAOUI, and Mohamed DAHCHOUR. "Analysis and Design of a Project Portfolio Management System." Computer and Information Science 12, no. 3 (2019): 42. http://dx.doi.org/10.5539/cis.v12n3p42.

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The paramount importance of project portfolios for business drives managers to search for highly efficient support tools to overcome complex challenges of their management. A major tradeoff is to acquire tools able to produce a convenient portfolio project prioritization process, on which business investments are decided. However, by using existing Project Portfolio Management Systems (PPMS), many concurrent projects in a portfolio are usually prioritized and planned in the upstream life-cycle phases according to financial criteria, and overlooking the portfolio alignment to enterprise strateg

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Zhou, Xintong. "From Theory to Practice: Applying the Markowitz Model in Stock Portfolio Management under ESG." International Journal of Global Economics and Management 2, no. 3 (2024): 369–85. http://dx.doi.org/10.62051/ijgem.v2n3.44.

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The study consisted of a month-long simulated stock market operation focusing on the comprehensive analysis of equity portfolio creation and management. Against the backdrop of growing concern for environmental protection, the S&P 500 Net Zero 2050 Climate Transition ESG Index was deemed the appropriate benchmark for the portfolios due to the average level of risk tolerance of customers. The investigation began with an in-depth assessment of macroeconomic and sector conditions, followed by careful selection of securities using both fundamental and technical analysis techniques. The portfol

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Emefu, Emmanuel, Kulchandra Basnet, Arianna Minoretti, and Ola Lædre. "Portfolio Management of Infrastructure Projects." IOP Conference Series: Earth and Environmental Science 1389, no. 1 (2024): 012031. http://dx.doi.org/10.1088/1755-1315/1389/1/012031.

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Abstract Project portfolio management (PPM) in guiding infrastructure development is often overlooked though it has crucial importance. PPM has been categorized into two phases. The first phase is about selecting the right projects in a portfolio while the second phase is about managing the selected projects to maintain strategic alignment with the organizational goals. The paper investigates the existing PPM practices in the Norwegian infrastructure sector to provide possible improvements for successful infrastructure project delivery. A literature review and structured interviews with select

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Malla, Buddhi Kumar. "Credit Portfolio Management in Nepalese Commercial Banks." Journal of Nepalese Business Studies 10, no. 1 (2018): 101–9. http://dx.doi.org/10.3126/jnbs.v10i1.19138.

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Credit portfolio management is a key function for banks (and other financial institutions, including insurers and institutional investors) with large, multifaceted portfolios of credit, often including illiquid loans (Nario, Pfister, Poppensieker & Stegemann, 2016). After global financial crisis of 2007-2008, the credit portfolio management function has become most crucial functions of the bank and financial institutions. The Basel III, third installment of Basel accord was developed after crisis to strengthen bank capital requirements by increasing bank liquidity and decreasing bank lever

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Reichenstein, William R., and Charles Delaney. "Portfolio Management." Journal of Investing 4, no. 3 (1995): 57–62. http://dx.doi.org/10.3905/joi.4.3.57.

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Rudd, Andrew. "Portfolio Management." Journal of Accounting, Auditing & Finance 1, no. 3 (1986): 242–52. http://dx.doi.org/10.1177/0148558x8600100308.

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AGARWAL, DR LOKESH, MEHUL MADAN,, PARUL SINGH, RINKI CHOPRA,, and JASMEEN KAUR. "Risk Perception and Portfolio Management of Equity Investors." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 09, no. 04 (2025): 1–9. https://doi.org/10.55041/ijsrem43493.

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The main concern of this research project is to assess the relationship between risk perception and the portfolios of equity investors. Further, the study investigates how investors perceive and evaluate risk in investments and how this perception participates in their mind-making process in managing the equity portfolio. The study's research is both qualitative and quantitative, incorporating data collection through surveys, interviews, and financial performance analysis. This research adds to the investment psychology literature by understanding investors' risk perceptions and portfolio mana

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GRINEVA, NATALIA. "DYNAMIC OPTIMIZATION OF THE INVESTMENT PORTFOLIO MANAGEMENT TRAJECTORY." Economic Problems and Legal Practice 17, no. 3 (2021): 73–77. http://dx.doi.org/10.33693/2541-8025-2021-17-3-73-77.

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The task of control from the position of mathematical tools application is discussed, economic statement and mathematical model of optimization problem are formulated, the sequential realization of the research aim - the mechanism of optimal portfolio management strategy formation - is presented. The results of dynamic optimization of decisions made at each step form the optimum law of the portfolio management. Scientific novelty of the study consists in the fact that the constructed portfolio takes into account the real incompleteness of the initial data on the processes of change in the yiel

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Narale, Payal. "Investment Portfolio Management System Using Machine Learning." International Journal for Research in Applied Science and Engineering Technology 12, no. 12 (2024): 2998–3006. http://dx.doi.org/10.22214/ijraset.2024.59541.

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Abstract: Portfolio management is the concept of determining the proportions of various assets to be held in a portfolio in order to maximize return while minimizing risk exposure. Investment banking and financial management both depend heavily on portfolio optimization. Choosing the greatest feasible combinations of several portfolios to construct an optimal portfolio is an exponentially complex challenge in terms of computation. It's commonly believed that public opinion and financial markets are intertwined. Recently, a variety of machine learning algorithms have been employed to anticipate

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Meng, Lingyan, and Dishi Zhu. "Application of Algorithms of Constrained Fuzzy Models in Economic Management." Complexity 2021 (April 15, 2021): 1–12. http://dx.doi.org/10.1155/2021/9912534.

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Abstract (sommario):

Stochasticity and ambiguity are two aspects of uncertainty in economic problems. In the case of investments in risky assets, this uncertainty is manifested in the uncertainty of future returns. On the contrary, the complexity of the economic phenomenon itself and the ambiguity inherent in human thinking and judgment are characterized by indistinct boundaries. For the same problem, research from different perspectives can often provide us with more comprehensive and systematic information. Currently, the expected value of return or the variance representing risk is still used as a rational inve

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Kulikov, Oleh, Olga Zaiats, and Liubov Oksamytna. "MODERN APPROACHES TO PROJECT PORTFOLIO MANAGEMENT IN THE ROAD CONSTRUCTION INDUSTRY." Bulletin of the NTU "KhPI". Series: Strategic management, portfolio, program and project management, no. 1(7) (November 4, 2023): 42–50. http://dx.doi.org/10.20998/2413-3000.2023.7.6.

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Abstract (sommario):

The project approach is successfully implemented in all areas of human activity, in particular in the transport industry, and has proven itself as an effective and efficient tool for managing transport companies. Considering the large number of areas of activity in the transport sector, it is expedient to combine individual projects that are being implemented into programs and portfolios. In this study, an analysis of scientific works in the transport industry was carried out, which showed that the current state of affairs in this field requires the development of strategic management tools an

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Micán, Camilo, Gabriela Fernandes, and Madalena Araújo. "Towards a comprehensive framework for risk assessment of organizational development project portfolios." International Journal of Information Systems and Project Management 12, no. 3 (2024): 50–69. http://dx.doi.org/10.12821/ijispm120303.

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Abstract (sommario):

The benefits of risk management in the context of project portfolios have been widely recognized in the literature. However, approaches that assess the risk of organizational development project portfolios from the perspective of how the portfolio delivers value to the parent organization remain largely unexplored. To address this gap, our research takes a constructivist approach and an organizational perspective on project portfolios. We conducted twenty-eight semi-structured interviews and used thematic analysis to identify and relate four themes of a comprehensive project portfolio risk ass

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Huang, Zi’an. "Investment Portfolio Management Based on Realistic US’s Stock Data with Two Models." BCP Business & Management 26 (September 19, 2022): 929–36. http://dx.doi.org/10.54691/bcpbm.v26i.2055.

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Abstract (sommario):

Portfolio theory is widely used in the financial field. Let us Suppose we combine the modern investment portfolio theory and diversify the investment portfolio. In that case, we can reduce investment risks and increase the possibility of satisfying all kinds of investors to obtain investment returns. In this article, we mainly consider applying the Markowitz model and the index model in portfolio theory, trying to explore its rate of return in the US market. We found that in the constructed investment portfolio, the portfolio’s return and Sharpe ratio constructed by the Markowitz model are con

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Ainslie, Lee S. "Portfolio Construction and Risk Management: Long�Short Portfolios." AIMR Conference Proceedings 2002, no. 2 (2002): 47–49. http://dx.doi.org/10.2469/cp.v2002.n2.3186.

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Klotz, Stefan, and Andreas Lindermeir. "Multivariate credit portfolio management using cluster analysis." Journal of Risk Finance 16, no. 2 (2015): 145–63. http://dx.doi.org/10.1108/jrf-09-2014-0131.

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Abstract (sommario):

Purpose – This paper aims to improve decision making in credit portfolio management through analytical data-mining methods, which should be used as data availability and data quality of credit portfolios increase due to (semi-)automated credit decisions, improved data warehouses and heightened information needs of portfolio management. Design/methodology/approach – To contribute to this fact, this paper elaborates credit portfolio analysis based on cluster analysis. This statistical method, so far mainly used in other disciplines, is able to determine “hidden” patterns within a data set by exa

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