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Rozprawy doktorskie na temat „Portfolio investment strategy”

Autor: Grafiati

Data publikacji: 3 czerwca 2025

Data aktualizacji: 31 lipca 2025

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1

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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Budík, Jan. "METODY TVORBY MĚNOVÉHO PORTFOLIA." Doctoral thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2013. http://www.nusl.cz/ntk/nusl-233764.

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Doctoral thesis deals with the method of the currency portfolio creation focused on short-term trading, which not exceed one business day. That is the reason why is necessary to increase the profitability of investment positions by using financial leverage. Development of proposed investment strategies is realized with use of computer technology in combination with software that allows direct access to the foreign exchange market. The software enables direct access to a database of historical prices and has an implemented a programming language that allows effective processing of statistical a

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12

Ljungberg, Axel, and Anton Högstedt. "Modern Portfolio Theory Combined With Magic Formula : A study on how Modern Portfolio Theory can improve an established investment strategy." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-104540.

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This study examines whether modern portfolio theory can be used to improve the Magic Formula investment strategy. With the assets picked by the investment strategy we modify the portfolios by weighting the portfolios in accordance with modern portfolio theory. Through the process of creating efficient frontiers and weighting the portfolios differently we create two alternative portfolios each year. One portfolio that aimsfor maximum Sharpe ratio and one that aims for minimum variance. These weighted portfolios produce higher risk-adjusted returns consistently during the examined period of 2010

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Tsiu, Matsepe Modikeng Theodore. "Testing the Long-Term Profitability of the Short-Term Reversal Strategy." Master's thesis, Faculty of Commerce, 2019. https://hdl.handle.net/11427/32074.

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The purpose of this investigation was to test the theoretical possibility of an investor earning a positive cash return from the activities of the stock market despite effectively holding no position at all in said market. The sample data were the daily returns for the shares of the 780 companies listed on the NASDAQ and the New York Stock Exchange (“NYSE”), which fell within the top 500 listed companies by market capitalisation between 1 January 2005 and 31 December 2017. The reversal strategy’s performance was evaluated using portfolios constructed as quantiles of 100 or 500 shares, respecti

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Ramkrishnan, Karthik. "Optimal Investment Strategy for Energy Performance Improvements in Existing Buildings." Thesis, Georgia Institute of Technology, 2007. http://hdl.handle.net/1853/19855.

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Current global efforts for energy conservation and optimization are focused on improvements in energy supply and production systems, and on encouraging the adoption of energy-efficient devices and equipment. However, systematic assessments of economic and technical implications when adopting energy-efficient alternative systems in buildings have not yet been explored thoroughly. The uncertainty about the consequences of investing in alternative energy-efficient systems has led to a prolonged utilization of obsolete building systems (underperforming HVAC systems, inefficient lighting systems, b

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Matamba, Itani. "Estimating the cost of deposit insurance for a commercial bank following an optimal investment strategy." University of Western Cape, 2020. http://hdl.handle.net/11394/7845.

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>Magister Scientiae - MSc<br>Commercial banks play a dominant role in facilitating the economic growth of a country by acting as an intermediary between the de cit spending unit (borrowers) and the surplus spending unit (lenders). In particular, they transform short-term deposits into medium and long-term loans. Due to their important role in the economy and the nancial system as a whole, commercial banks are subject to high regulation standards in most countries. According to an international set of capital standards known as the Basel Accords, banks are required to hold a minimum leve

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Hrmo, Michal. "Testovanie vybraných investičných stratégií." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-72935.

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In my thesis I will try to compare the profitability of investment strategies based on the books of the eight famous financial gurus. I'll try to explain the process of selection of stocks to model portfolios, and describe its pitfalls and ideas hidden behind them.I will evaluate the performance of model portfolios under current market conditions based on observation of their development. I will try to clarify the trend observed in stocks moves not only in terms of the criteria of tested strategies, but also in terms of important company news that occurred at the time of observation. I will lo

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Ramilton, Alan. "On Portfolio Optimization: The Benefits of Constraints in the Presence of Transaction Costs." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-226818.

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Most studies view transaction costs and constraints separate in the mean-variance framework. As such, I evaluate the benefits of holding and turnover constraints in the presence of transaction costs on Swedish Asset Returns. In theory, the benefits should be limited when transaction costs are included in the portfolio rebalancing problem. By using the model developed by Mitchell and Braun (2003), my results indicate that there are benefits of holding constraints in the mean-variance optimization. The main issue with the long-only portfolio is its lack of diversification. The strategy allocates

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Leisher, Thomas Kai. "Exchange-Traded Funds: The Unknown Investment Opportunity." Wittenberg University Honors Theses / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=wuhonors1617280855446967.

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Olsson, Daniel, and Arvid Necander. "Beating the market through dividend yields : Dogs of the Dow in the Swedish context." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298666.

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This paper investigates whether the Dogs of the Dow (or “Dow Dogs”) investment strategy is applicable to the Swedish stock market during the period 1996-2015. The strategy uses dividend yield as a way to identify undervalued stocks. Likely explanations to the strategy’s performance are contrasted between the Overreaction Hypothesis from the field of behavioral finance and the Efficient Market Hypothesis (EMH) from financial economics. The paper follows the original method formed by John Slatter, but is however extended by adding adjustments for risk, transaction costs and taxes to reflect a mo

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Задойко, М. П. "Інвестиційна діяльність комерційного банку". Thesis, Одеський національний економічний університет, 2021. http://local.lib/diploma/Zadoiko.pdf.

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Доступ до роботи тільки на території бібліотеки ОНЕУ, для переходу натисніть на посилання нижче<br>У роботі розглядаються теоретичні аспекти економічних категорій «інвестиційна діяльність» та «інвестиційний портфель», а також методи оцінки ефективності управління інвестиційним портфелем комерційного банку. Проаналізовано діяльність комерційних банків на інвестиційному ринку України. Проведена оцінка фінансової та інвестиційної діяльності АТ «Альфа-Банк». Запропоновано заходи вдосконалення інвестиційної діяльності АТ «Альфа-Банк».<br>The paper considers the theoretical aspects of the economic

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Малютін, Костянтин Геннадійович, Константин Геннадьевич Малютин, Kostiantyn Hennadiiovych Maliutin та А. Р. Токар. "Модель оптимального портфеля інвестиційних проектів в умовах невизначеності". Thesis, Сумський державний університет, 2014. http://essuir.sumdu.edu.ua/handle/123456789/39300.

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Chvojka, Erik, and David Lovén. "Dividend yield strategies in Sweden." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-354811.

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Bylund, Åberg Emil, and Johannes Fåhraeus. "Strategy Analysis and Portfolio Allocation : A study using scenario simulation and allocation theories to investigate risk and return." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-172007.

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Portfolio allocation theories have been studied and used ever since the mid 20th century. Nevertheless, many investors still rely on personal expertise and information gathered from the market when building their investment portfolios. The purpose of this master’s thesis is to examine how personal preferences and expertise perform compared to mathematical portfolio alloca- tion theories and how the risk between these di↵erent strategies di↵er. Using two portfolio allocation theories, the Black-Litterman model and mod- ern portfolio theory (Markowitz), a portfolio managed by the investment firm

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Steinfeldt, Larissa C. "Do Market Anomalies Add Up?" Digital Commons @ East Tennessee State University, 2014. https://dc.etsu.edu/honors/192.

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This is a study about abnormal characteristics in the stock market and how to successfully use them in personal portfolios. Market anomalies are unexpected excess returns that occur in relation to certain variables. Five commonly known market anomalies (market cap, price-earnings ratio, price-book value, momentum, volatility) are tested to give evidence for their presence. Existing variables are then combined in different portfolios in order to observe whether they generate greater excess returns combined rather than individually. This study will also reveal whether long-term holding is possib

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Самокіш, В. В. "Управління інвестиційним портфелем фінансової установи". Thesis, Одеський національний економічний університет, 2020. http://dspace.oneu.edu.ua/jspui/handle/123456789/12601.

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У роботі розглядаються теоретичні аспекти економічної категорії «інвестиційний портфель», а також методи оцінки ефективності його управління. Проаналізовано важливість впровадження ефективної системи управління інвестиційним портфелем та постійного моніторингу поточних результатів та рівня ризику Запропоновано заходи вдосконалення системи управління портфелем з урахуванням міжнародного досвіду.<br>Diploma thesis deals with theoretical aspects of economic category "investment portfolio", as well as methods for evaluation the effectiveness of its management. The importance of implementing an

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Radošinský, Martin. "Využití analýz pro intradenní obchodování na mezinárodním měnovém trhu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-241469.

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The main aim of this diploma thesis is to analyze the options of trading Forex by combining fundamental and technical analysis in connection to intraday trading. One of the goals is to identify pros and cons of these analysis. Based on the gained information, design trading portfolio consisting of different strategies. Each strategy will be programmed as automated trading system and optimized and tested on historical price data.

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Добриніна, Л. В., та L. V. Dobrynina. "Формування інвестиційних стратегій підприємств України". Diss., Одеський національний економічний університет, 2021. http://dspace.oneu.edu.ua/jspui/handle/123456789/12841.

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Поглиблення теоретичних засад і методичних підходів з формування інвестиційних стратегій підприємств на фінансовому ринку та розробки на цій основі практичних рекомендацій щодо їх удосконалення. У роботі приділено увагу теоретико-методичним підходам формування інвестиційних стратегій підприємств, що становить засади формування моделі інвестиційної стратегії, яка орієнтуються на оптимальне поєднання елементів інвестиційних ресурсів. Досліджено еволюцію наукових підходів до визначення поняття «інвестиційна стратегія», запропоновано авторське трактування поняття «стратегії підприємства на фінансо

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Vitolo, Guilherme Ferracin. "Avaliação de indicadores para seleção de portfólios de projetos." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/3/3142/tde-16112015-114855/.

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As organizações enfrentam pressão por geração de valor e, para tanto, buscam posicionar-se favoravelmente em seus setores de atuação, o que impõe a necessidade de definir uma estratégia clara e realizar investimentos alinhados a ela. Os investimentos são concretizados por meio de projetos, cuja seleção deve ser conduzida por um processo rigoroso, transparente e objetivo o que pode ser obtido com a definição de critérios de seleção baseados em indicadores quantitativos financeiros. Apesar da existência de muitos trabalhos com foco no alinhamento da carteira de projetos à estratégia do negócio,

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Barva, David. "Investiční modely v prostředí finančních trhů." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2015. http://www.nusl.cz/ntk/nusl-233137.

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This master thesis evaluates about investing in the currency market, commonly known as Forex. The master thesis is primarily deal with proposal of automated trading system for trading in major currency pairs using breakout strategies. These strategies creation is based on market analysis, volatility, correlation and analysis revealing patterns of time during the trading day. In practical part is formed diversified investment portfolio composed of five investment profitable strategies, which were used during four-month testing period on unknown market data.

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Melin, Jens, and Aldina Hoso. "Småbolagseffekten och investeringsstrategier i småbolagsaktier på Nasdaq OMX Stockholm." Thesis, Linköpings universitet, Företagsekonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70989.

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Bakgrund: Småbolagseffekten påvisades först av Banz (1981) och Reinganum (1981) som kom fram tillatt småbolag genererade högre avkastning än stora bolag under samma period. Effekten syntes även stabil över tiden vilket ej är förenligt med Capital Asset Pricing Model (CAPM) och den effektiva marknadshypotesen (EMH). Syfte: Syftet med denna uppsats är att undersöka om det finns någon påvisbar småbolagseffekt påNasdaq OMX Stockholm och huruvida den i så fall har varit konstant under studieperioden. Vidare syftar studien till att undersöka huruvida relativvärdering av småbolagsaktier framgångsrikt

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Ferreira, Fernanda Maria. "Fundos de investimento imobiliário - governança corporativa." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/3/3146/tde-12122011-135043/.

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Atualmente no Brasil, é possível observar um movimento no mercado dos FIIs (Fundos de Investimento Imobiliário). Este movimento inclui desde alterações recentes na regulamentação, nos prospectos e regulamentos como alterações nos novos tipos que têm sido ofertados no mercado. Além disso, este mercado está em uma fase de grande expansão, no cenário nacional. O ambiente econômico nacional e internacional têm propiciado uma busca por alternativas de investimento, e o FII possui características muito relevantes. Em um mercado cada vez mais pulverizado e mais negociado em bolsa de val

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Karlsson, Viktor, and Emil Nygren. "Beating the Swedish Market : A dynamic approach to Value Investing using Modern Portfolio Theory." Thesis, Södertörns högskola, Institutionen för ekonomi och företagande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16465.

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Previous research has confirmed the existence of a value premium in a wide array of markets and using this value stock anomaly has yielded superior performance. This thesis investigates if one could take advantage of the existence of a value premium to deploy a dynamic investment strategy on the Swedish stock market (OMXS30) with focus on minimizing risk to achieve higher risk adjusted performance than the stock market index. The investment strategy implemented use Market-to-Book-Value to screen for both entry and exit signals and Modern Portfolio Theory, using the minimum-variance portfolio w

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Cahill, Michael A. "The Role of U.S. Infrastructure Investment in Strategic Asset Allocation." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/560.

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This paper investigates the role of U.S. infrastructure investments in a multi-asset portfolio, by using monthly return data for eight different asset classes from the period December 2002 to March 2013. Applying mean variance, as well as mean-downside risk, optimization models, I show that U.S. infrastructure plays an important role in delivering better risk/return trade-offs than more traditional portfolios. Infrastructure proves to be most beneficial to moderate-risk portfolios where the standard deviation ranges from 2% to 6% and the maximum allocation to infrastructure is 65.49%. Additi

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Krutišová, Zuzana. "Návrh rozvoje produktového portfolia společnosti působící v papírenském průmyslu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2021. http://www.nusl.cz/ntk/nusl-449769.

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The diploma thesis deals with the topic of strategic management of the company's development with situational evaluation in the area of possibilities of expanding the product portfolio and subsequent proposal of key steps for entering the market with a new product. The theoretical part of the thesis describes the issues of strategic and investment decision-making on product strategy and product development, including a description of selected analytical and evaluation methods. The analytical part of the work focuses on the application of selected methods in a selected context of the business e

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Saeed, Kamal M. "Investment house strategy and controllership : the management of portfolios delegated to discretionary agents." Thesis, University of Bath, 1991. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.760614.

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Малюк, Оксана Сергіївна, Оксана Сергеевна Малюк та О. S. Maliuk. "Удосконалення методичних підходів до формування екологозбалансованої інвестиційної стратегії підприємства". Thesis, Видаництво НГУ, 2012. http://ir.nmu.org.ua/handle/123456789/185.

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Дисертація на здобуття наукового ступеня кандидата економічних наук за спеціальністю 08.00.06 – економіка природокористування та охорона навколишнього середовища. Державний вищий навчальний заклад «Національний гірничий університет», Дніпропетровськ, 2012.<br>Диссертация на соискание научной степени кандидата экономических наук по специальности 08.00.06 - экономика природопользования и охраны окружающей среды. Государственное высшее учебное заведение «Национальный горный университет», Днепропетровск, 2012.<br>Дисертація присвячена удосконаленню теоретичних та методичних підходів до формування

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Mtemeri, Nyika. "A model of pension portfolios with salary and surplus process." Thesis, University of the Western Cape, 2010. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_2931_1364203235.

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<p>Essentially this project report is a discussion of mathematical modelling in pension funds, presenting sections from Cairns, A.J.D., Blake, D., Dowd, K., Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans, Journal of Economic Dynamics and Control, Volume 30, Issue 2006, Pages 843-877, with added details and background material in order to demonstrate the mathematical methods. In the investigation of the management of the investment portfolio, we only use one risky asset together with a bond and cash as other assets in a&nbsp<br>continuous time fr

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Prezioso, Luca. "Financial risk sources and optimal strategies in jump-diffusion frameworks." Doctoral thesis, Università degli studi di Trento, 2020. http://hdl.handle.net/11572/254880.

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An optimal dividend problem with investment opportunities, taking into consideration a source of strategic risk is being considered, as well as the effect of market frictions on the decision process of the financial entities. It concerns the problem of determining an optimal control of the dividend under debt constraints and investment opportunities in an economy with business cycles. It is assumed that the company is to be allowed to accept or reject investment opportunities arriving at random times with random sizes, by changing its outstanding indebtedness, which would impact its capital

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Unnefors, Amanda. "Framgångsfaktorer för portföljstyrning av verksamhetsutvecklingsprojekt med stöd av IT : Fallstudie inom en offentlig organisation." Thesis, Karlstads universitet, Handelshögskolan (from 2013), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kau:diva-85209.

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Informationsteknologi är en framstående möjliggörare för verksamheters framtida utveckling. En verksamhets grad av framgång kommer att påverkas av i vilken utsträckning som verksamheten lyckas med styrningen av sina verksamhetsutvecklingsprojekt. Att styra enskilda projekt är svårt och att styra flera parallella projekt ökar svårighetsgraden ytterligare. Ett sätt att hantera flera projekt är att införa en projektportfölj. En lyckad portföljstyrning kommer leda till att verksamheten realiserar sina mål och strategier och får ut bästa tänkbara nytta av varje projekt. Däremot är styrningen av pro

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Chinembiri, Petsmaster. "The relationship between strategic management practices (SMPs) and the financial performance of multinational corporations (MNCs) in emerging markets." Diss., University of Pretoria, 2010. http://hdl.handle.net/2263/23776.

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Emerging markets (EMs) contribute significantly year-on-year to global gross domestic product (GDP) and continue to offer developed countries huge opportunities such as raw materials and readily available markets for various goods and services produced in developed economies. However, multinational corporations (MNCs) from developed markets operating in emerging countries continue to develop inappropriate perceptions and assumptions influenced by Western imperialist and arrogant attitudes, which carry a very short-term view on the future of developing countries, despite extracting multibillion

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Törnquist, David, and Johan Lennefalk. "Tackling the innovation focus continuum; implications for change in venture capitalists' investment models." Thesis, KTH, Affärsutveckling och Entreprenörskap, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-98820.

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Innovation has been considered the critical driver behind economic growth and value creation for a long time. However, in order to achieve an innovative status, the commercializing of an invention is required by injecting capital and strategy. While capital comes in many forms, this thesis focuses on the field of venture capital and how this type of financial backing can be analyzed and managed. Herein, the company characteristics continuum is presented, where business model innovation and technological innovation represent the two extremities. The purpose was then to investigate if there are

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Fulli-Lemaire, Nicolas. "Stratégies alternatives de couverture de l'inflation en ALM." Thesis, Paris 2, 2013. http://www.theses.fr/2013PA020013/document.

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La disparitions graduelle des peurs liées à l’inflation pendant l’ère de la «Grande Modération» macroéconomique est aujourd’hui chose révolue : la crise financière américaine des «Subprimes», la «Grande Récession» ainsi que la crise des dettes souveraines qui s’en est suivie ont abouti à un nouvel ordre économique caractérisé par une volatilité accrue de l’inflation, un accroissement des chocs dans les prix des matières premières et une défiance envers la qualité de la signature de certains émetteurs souverains pour n’en mentionner que trois caractéristiques. De la réduction des émissions de t

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Chu, Ting-Yu, and 褚庭宇. "The Performance of Mutual Funds Investment Portfolio and Investment Strategy." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/48051665080803411894.

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碩士<br>淡江大學<br>財務金融學系碩士在職專班<br>102<br>The thesis aims to investigate the Markowitz portfolio theory associate with the VIX fear index and apply to mutual fund portfolios, hoping to provide investors when investing in mutual funds as to when the VIX index and sharply pulled low reference standards. It also allows ordinary investors to avoid chasing the high and kill low investment strategy, and long-term vision to look at investing in mutual funds. This data contain year 2012 to 2014 which obtained from Morningstar Fund Awards Fund and be established more than ten years. According to the mean-v

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Wang, Wan-Ting, and 王琬婷. "Investor Sentment and Momentun Investment Strategy for Investment Portfolio Analysis." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/81873545811571673550.

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碩士<br>南華大學<br>財務金融學系財務管理碩士班<br>104<br>Using monthly data on Taiwanese public-listed firms in TSE from Janauary 1991 to December 2015, this thesis empirically investigate the umpacts of investor’s sentiment states on the portfolios of moementum starategies. The empirical findings indicate that price momentum in all periods show significantly positive returns at announcement date (t=0), the winer-losser potfolios present the significantly positive returns. During the pesemistic period of investor’s sentiment, all potifolio at anouncement date show significantly positive returns in the short-term

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Fung, Sun Lin, and 孫立芳. "Empirical Study of Mutual Fund Investment Strategy and Investment Portfolio." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/7sj7mj.

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碩士<br>國立高雄應用科技大學<br>商務經營研究所<br>95<br>Since Taiwan rolled out new Labor Retirement system, the public interest was attracted to retirement pension. Calculation in accordance with the data of Council of Labor Affairs, a labor a worked for 30 years, the substitute rate of labor retirement and age pension to income is less than 40%. In dealing with this problem, through interval-compound rate effect may be able to make up the discrepancy of the System. Presently, the most discussed form of mutual funds for accumulate wealth is fixed term fixed amount investment in fund. In the view of long term in

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Amado, Francisco de Carvalho Tavares Galvão. "Hybrid investment strategy active portfolio management–US stock market." Master's thesis, 2016. http://hdl.handle.net/10362/120206.

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This thesis aims to develop an alternative active managed portfolio strategy based on companies‟ Fundamental and Technical Analysis and analyze its finals results. There is a big distinction between the two approaches and the main objective is to understand if it is possible to take advantage of both. With this in mind a Hybrid Investment Strategy for the US stock market, due to its dimension and liquidity, which was able to outperform the S&P 500 index, the benchmark, during both Bear and Bull Markets between 2000 and 2015.

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Tung, Kuei-Ling, and 董貴玲. "Tech-sector Stock Investment Portfolio Trading Strategy and Decision Making." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/nx8kd9.

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碩士<br>國立東華大學<br>國際企業學系<br>96<br>This study is based on the methods of data envelopment analysis (DEA), grey relational analysis and genetic algorithm to analyze the investment portfolio. The tech-sector mutual fund are chosen to implement the empirical study and decision marketing. First of all, applying the tech-sector mutual fund into the DEA in order to select the best performance of funds, which Ek = 1 in Taiwan mutual fund market. Secondly, applying the grey relational analysis and short-term technique index into the total non-repeated stocks of the top five which are chose from the be

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Chen, Hsiao-Wen, and 陳小雯. "Application of Credit Derivative Long-Short Strategy In Investment Portfolio." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/92322386190949819303.

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碩士<br>國立臺灣科技大學<br>財務金融研究所<br>96<br>The development of credit derivatives in financial market is not long, however, it plays a decisive role in credit risk management and application. No matter what kinds of view expressed, we can achieve goals to avoid risk or enhance return through the use of credit derivatives. Since 1997 Asian crisis, market condition was stable despite of some minor turmoil in credit. Credit spread was tightened after 2003. It meaned that market participants was very opitimistic to credit outlook. Due to vigorous development of credit derivatives and increasing demand on r

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Chiu, Tzu-i., and 邱紫怡. "Stock Investment Strategy Portfolio using Genetic Algorithms and Weighted Fuzzy Time Series." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/kpkf2p.

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碩士<br>國立臺灣科技大學<br>資訊管理系<br>99<br>Investments in a financial market may incur risk. To reduce the risk in an investment, many portfolio selection methods have been introduced. By buying a set of financial assets, portfolio selection aims at maximizing the return of the investment for a given level of risk. To build an optimal portfolio, one needs to select proper assets and to decide the proportion of the investment for each selected asset. On the other hand, prices of assets vary as time goes by. As a result, the return of the portfolio is also varies with time. Thus, besides the portfolio

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Yi-Jing, Pan, and 潘㛄妌. "On the Investment Strategy of Mutual Fund by Applying Modern Portfolio Theory." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/21769999793257454962.

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碩士<br>輔仁大學<br>統計資訊學系應用統計碩士班<br>101<br>In the past years, financial market has been constantly in a state of fluctuation. Along with such situation, low interest rate and escalating inflation have strengthened the need of financial management for every person. When greater profitability usually accompanies with higher risk, moderate investors begin to shift their attention to mutual fund for its relatively low risk. This study applies modern portfolio theory to make asset allocation by introducing three different policies: quarterly selection by performance (QSP), selection by all-time performa

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