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Rozprawy doktorskie na temat „Portfolio investment”

Autor: Grafiati

Data publikacji: 4 czerwca 2021

Data aktualizacji: 25 lipca 2025

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1

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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Žilinskij, Grigorij. "Investment portfolio solutions." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130129_192449-58952.

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The dissertation analyses the topic and problems of selection and management of investment portfolio in terms of market dynamics. The global financial crisis has revealed that investments bear not only return possibilities but also a relatively high risk of loss. The main aim of the Thesis is to propose and test empirically investment portfolio selection and management solutions matching the tendencies of modern markets for the investors with different investing preferences. The Doctoral Thesis consists of the introduction, three body chapters and conclusions. The introduction presents the sci

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3

Khayat, Sahar. "Developing countries' foreign direct investment and portfolio investment." Thesis, University of Leicester, 2016. http://hdl.handle.net/2381/38031.

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This thesis is a collection of three empirical essays on foreign direct investment and cross-border portfolio investment. The objective of the first essay entitled: “Oil and the Location Determinants of Foreign Direct Investment in MENA Countries” is to investigate the effect of oil as a proxy for natural resources and the main location determinants of foreign direct investment. Moreover, this paper examines whether oil as a proxy for natural resources in the host countries alters the relationship between natural resources and institutional quality. The result of the interaction, which is the

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4

Gökkent, Giyas M. "Theory of foreign portfolio investment." FIU Digital Commons, 1997. https://digitalcommons.fiu.edu/etd/3986.

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5

Vontobel, Rachel. "Foreign Portfolio Investment in Vietnam A Review of Investment Conditions and Implications for Investment Promotion /." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03600905002/$FILE/03600905002.pdf.

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6

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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7

Musilika, Oskar. "Long term portfolio construction." Master's thesis, University of Cape Town, 2016. http://hdl.handle.net/11427/20977.

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Financial analyst commonly advice individual investors with a long investment horizon to invest in portfolios comprised more of equities. This advice is usually coupled with the practice of shifting the investor's portfolio from risky asset holdings towards bonds and cash as the investor's target date gets closer. This view rests on the notion that equities tend to be less risky over the long horizon and that stock returns exhibit mean reversion overtime. The purpose of this dissertation is to find the optimal asset allocation over various investment horizons; and investigate how

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8

Drut, Bastien. "Socially responsible investment and portfolio selection." Doctoral thesis, Universite Libre de Bruxelles, 2011. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209829.

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This thesis aims at determining the theoretical and empirical consequences of the consideration of socially responsible indicators in the traditional portfolio selection. The first chapter studies the significance of the mean-variance efficiency loss of a sovereign bond portfolio when introducing a constraint on the average socially responsible ratings of the governments. By using a sample of developed sovereign bonds on the period 1995-2008, we show that it is possible to increase sensibly the average socially responsible rating without significantly losing in terms of diversification. The se

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9

Ryba, Jan. "Investiční portfolio a jeho tvorba." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2021. http://www.nusl.cz/ntk/nusl-443142.

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The task of the thesis is to elaborate on investment opportunities, wchich are described in detail and to determine the ideal portfolio, that will be financed by dollar-cost averaging. The main investments include stocks, bonds, precious metals, mutual funds and more. Subsequently, the state of individual investments, their opportunities, but also the risks associated with them will be evaluated.

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10

Eftekhari, Babak. "Essays on risk and portfolio management." Thesis, University of Cambridge, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.363958.

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11

Meave-Flores, Gerardo 1953. "Investment portfolio analysis: Energy and gold-minerals." Thesis, The University of Arizona, 1987. http://hdl.handle.net/10150/291766.

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The purpose of this research is to analyze the impact that a sample of securities blended together would have upon the variance of the expected returns of an energy and a gold-minerals portfolio. A framework based on the Markowitz model, but solved linearly, has been constructed in which the optimal weight of each security in its respective portfolio is determined in order to minimize variance given the expected portfolio returns. The data elaborated for each stock (price, return and dividend) were on an annual basis for a period of 16 years and are the basis from which the projections of both

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12

Leus, D. "The advantages of the investment portfolio diversification." Thesis, Видавництво СумДУ, 2012. http://essuir.sumdu.edu.ua/handle/123456789/26651.

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13

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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14

Liu, Shibo. "Statistical inference and efficient portfolio investment performance." Thesis, Loughborough University, 2014. https://dspace.lboro.ac.uk/2134/15185.

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Two main methods have been used in mutual funds evaluation. One is portfolio evaluation, and the other is data envelopment analysis (DEA). The history of portfolio evaluation dates from the 1960s with emphasis on both expected return and risk. However, there are many criticisms of traditional portfolio analysis which focus on their sensitivity to chosen benchmarks. Imperfections in portfolio analysis models have led to the exploration of other methodologies to evaluate fund performance, in particular data envelopment analysis (DEA). DEA is a non-parametric methodology for measuring relative pe

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15

Patel, Sunaina Kilachand. "An analysis of foreign direct investment and portfolio investment into developing countries." Oberlin College Honors Theses / OhioLINK, 1996. http://rave.ohiolink.edu/etdc/view?acc_num=oberlin1347648507.

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16

Costa, Jorge Filipe Baptista da. "Portfolio Insurance : a comparison of alternative investment strategies." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/10260.

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Mestrado em Finanças<br>Este estudo realiza uma comparação entre as estratégias mais populares de Portfolio Insurance, através da Simulação de Monte Carlo. Este trabalho tem como objectivo definir a melhor estratégia através de diversas comparações e dar um contributo para resolver algumas divergências na literatura. A maioria das comparações realizadas anteriormente não têm em consideração todas as estratégias presentes neste estudo e esta análise pretende acrescentar algumas conclusões relevantes. As estratégias OBPI, CPPI e SLPI são avaliadas através dos momentos da distribuição, rácios de

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17

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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18

Yamashita, Takashi. "Housing as an asset in portfolio decisions /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1999. http://wwwlib.umi.com/cr/ucsd/fullcit?p9949688.

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19

Catanas, Fernando Jorge de Lyz Girou Rodrigues. "Heuristics for the dynamic portfolio problem." Thesis, Imperial College London, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.322226.

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20

Nadarajah, Prashanthi Banking &amp Finance Australian School of Business UNSW. "Top management turnover: an empirical examination of changes in portfolio holdings and investment performance." Awarded by:University of New South Wales. Banking and Finance, 2004. http://handle.unsw.edu.au/1959.4/19356.

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This thesis presents two research projects examining the relationship between top management turnover (i.e. investment directors of funds management firms) and the performance of actively managed Australian institutional funds. Khorana (1996, 2001) studies this relationship from purely a performance perspective using U.S. managed funds. This thesis extends the work of Khorana (1996, 2001) by providing investors and other stakeholders with empirical evidence on performance, sources of performance and the dynamics of portfolios in the pre-and-post replacement periods. This issue is significan

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21

Zims, Luděk. "Investiční portfolio a jeho tvorba." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2020. http://www.nusl.cz/ntk/nusl-414479.

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The aim of this master thesis is to create investing stock portfolio using value screening, money aggregate MZM and stock prices of chosen companies. Funding is realized by Dollar-cost averaging method. First part introduces reader to stocks and its place at financial market. Afterwards comes introduction to investments and applied Dollar-cost averaging method and authors customisations of this method. Final part contains results of customised Dollar-cost averaging method and suggestion for its usage at financial market.

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22

Van, Dyk Francois. "Portfolio diversification index as a measure to improve investment portfolio performance / Francois van Dyk." Thesis, North-West University, 2008. http://hdl.handle.net/10394/4193.

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Diversification is one of the three most prominent elements of portfolio management with risk and return being the other two. In addition, diversification is a core objective for combining assets and is a central tenet of portfolio construction. It is also widely known that diversification is concerned with the number of unrelated sources of return and in essence the aim of diversification is to eliminate unsystematic risk from an investment portfolio while systematic risk will remain as it can not be diversified away. This study focuses on the concept of diversification in an investment portf

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23

White, Derek Ronald. "Compensation design, incentives, and the portfolio manager /." Digital version accessible at:, 1998. http://wwwlib.umi.com/cr/utexas/main.

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24

Ahlvar, Mathias, and Fredrik Berg. "Investment companies as an investment – Could a person without experience from investments bee helped by the active ownership of investment companies?" Thesis, KTH, Fastigheter och byggande, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-152601.

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In this essay we have been studying the development of investment companies that is traded at Mid Cap and Large Cap at the Stockholm stock market. We took out five investment companies at random from the mentioned markets above. We used these companies as benchmarking for the study. To measure the development we looked at the change in the stock price and the total yield over the given time period, we then compared these to three random portfolios of 8 stocks each and the index called Six-Return index. All the companies in the random portfolios have another type of owner structure and lack Inv

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25

List, Hans-Fredo. "Limited risk arbitrage investment management." Thesis, Imperial College London, 1996. http://hdl.handle.net/10044/1/8651.

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26

Weber, Sebastian. "Selektionskriterien beim Investment in aktive US-Aktienfonds /." Wiesbaden : Gabler, 2008. http://d-nb.info/989217337/04.

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27

Zeise, Carl Eric. "Analysis of trade dependence and correlation of market returns to hedge portfolio risk." CSUSB ScholarWorks, 2006. https://scholarworks.lib.csusb.edu/etd-project/3036.

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The project examines the relationship between trade interdependency and correlation of market returns between the United States and the four emerging economies of Singapore, Malaysia, Thailand and the Philippines. The author analyzed statistical data for trade interdependency and market return to determine if there is a pattern that would provide the basis for increasing the return of a security portfolio without increasing the risk to the investor. The project analysis relied on mathematical formulas to measure the trade relationships between the selected countries and to calculate the measur

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28

Joubert, Hennie. "The allocation of real estate in an investment portfolio." Thesis, Stellenbosch : Stellenbosch University, 2015. http://hdl.handle.net/10019.1/97342.

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Thesis (MBA)--Stellenbosch University, 2015.<br>ENGLISH ABSTRACT: In this study investors were informed of the benefits of diversification and the reduction of systematic risk when property is included in an asset allocation portfolio. It also provided investors with information that will assist them in deciding on asset class allocations, specifically including real estate within a mixed-asset portfolio for both the short and long term. The method applied to answer the research questions started with a detailed literature review in order to gain a thorough understanding of the topic. The sec

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29

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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30

Vermorken, M. A. "Portfolio choice with independent components : applications in infrastructure investment." Thesis, University College London (University of London), 2014. http://discovery.ucl.ac.uk/1430477/.

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One of the principal questions in financial economics and applied finance relates to the optimal allocation of capital assets to portfolios. In recent times this field has received renewed attention as traditional portfolio optimisation methods were found to inadequately capture the nongaussian and interdependent nature of the returns of capital assets. A particular case is that of infrastructure assets, which exhibits particularly nongaussian and interdependent returns. In this thesis we introduce a portfolio choice method developed for nongaussian and interdependent assets and for longer inv

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31

Sathitsuksanoh, Noppadon Thompson Henry L. "Recent portfolio investment and central bank policy in Thailand." Auburn, Ala, 2008. http://hdl.handle.net/10415/1504.

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32

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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33

Polden, Stuart John. "An investigation into higher and partial moment portfolio selection frameworks." Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/30878.

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This dissertation highlights the importance of considering higher moments and partial moments of the distribution when conducting portfolio optimisation and selection. This is due partly to the weaknesses of mean-variance optimisation, as discussed throughout the dissertation, and the appropriateness of considering higher moments to better meet the investors utility functions. This dissertation investigates the usage of two bi-objective optimisation frameworks, a Skewness/Semivariance framework previously suggested by Brito et al (2016), and a proposed upside and downside semivariance framewor

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34

Schulz, Matthias. "Real Estate Private Equity im institutionellen Portfolio." [S.l. : s.n.], 2005. http://www.bsz-bw.de/cgi-bin/xvms.cgi?SWB12103694.

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35

Almeida, Serra Costa Vitoria Pedro Miguel. "Topics on forward investment theory." Thesis, University of Oxford, 2015. http://ora.ox.ac.uk/objects/uuid:158e9239-1385-4314-b337-3eed27c76dfc.

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In this thesis, we study three topics in optimal portfolio selection that are relevant to the theory of forward investment performance processes. In Chapter 1, we develop a connection between the classical mean-variance optimisation and time-monotone forward performance processes for infinitesimal trading times. Namely, we consider consecutive mean-variance problems and we show that, for an appropriate choice of the corresponding mean-variance trade-off coefficients, the wealth process that is generated converges (as the trading interval goes to zero) to the optimal wealth process generated by

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36

Kornmann, Lauren. "Evaluating financial risk with investment guidelines." Thesis, Kansas State University, 2014. http://hdl.handle.net/2097/34149.

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Master of Agribusiness<br>Department of Agricultural Economics<br>Allen M. Featherstone<br>Cash management practices for corporate treasurers are in a state of instability in recent years. Events during the credit crisis of 2008 have had an impact on how organization’s cash positions are managed. This has led corporate treasurers to juggle unprecedented amounts of cash across multiple bank counterparties and invest these funds based on previous investment policies with potentially inflexible limits. Many regulations have been passed to strengthen domestic and global financial systems, yet

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37

Mills, Bradley. "Portfolio diversification utilising rolling economic drawdown constraints and risk factor analysis." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29201.

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This study investigates a new asset allocation technique termed Factor Adjusted Rolling Economic Drawdown (FAREDD), whereby resources are allocated to different assets by way of integrating Principle Component Analysis (PCA) with existing Rolling Economic Drawdown Methods (REDD). The primary purpose of this model is to create a portfolio with low drawdown levels, that can withstand turbulent market periods thus protecting portfolio value through providing stronger diversification benefits while still seeking to maximise risk adjusted and overall return. This will have strong implications for i

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38

Lotter, Rousseau. "The impact of equity analyst recommendations on market attention, price-consensus and the behaviour of other analysts." Thesis, Stellenbosch : Stellenbosch University, 2015. http://hdl.handle.net/10019.1/97986.

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Thesis (PhD)--Stellenbosch University, 2015.<br>ENGLISH ABSTRACT: Analysts are valuation specialists who advise both institutional clients and non-professional investors on the choice and timing of security purchases and sales. The analysts’ advice may have hugely beneficial or unfavourable outcomes for those who rely on them. This study investigated the possible influence of 901 local and international analysts’ recommendations that were issued from 1993 to 2011 on shares listed on the Johannesburg Stock Exchange (JSE). The short-term impact of recommendations on prices and possible behaviou

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39

Thomas, Vincent. "Is Fine art a viable alternative investment?" Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-134942.

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This paper will study the Art market as an investment opportunity. We will forget about the artistic characteristics of the market (history of art, aesthetic, technic...) and focus only on the business and economic aspects of the market treating art works as tradable goods. Our goal will be to determine whether or not the art market would be a suitable investment vehicle, offering some interesting outlook to investment diversification. This paper will pay a closer look at the recent financial crisis period, trying to understand the mechanism which bonds the financial industry and the Art indus

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Pendle, Lara. "What Determines Australia's Foreign Equity Investment?" Thesis, Discipline of Economics, 2008. http://hdl.handle.net/2123/2251.

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In light of the recent changes to superannuation policy in Australia, the corresponding heightened exposure to equity markets has highlighted the importance of portfolio diversification as a means to reduce income risk. The International Capital Asset Pricing Model of Sharpe (1964) and Lintner (1965) suggests that in order to obtain maximum gains from diversification, investors hold too little wealth in foreign assets. This large discrepancy between theory and data is known as the home income bias puzzle and still remains robust despite the recent liberalisation of financial markets and remova

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41

Otto, Hans-Philipp. "Portfolio optimization : equally weighting strategies vs. index investing vs. efficient frontier portfolios : an empirical analysis." Thesis, Stellenbosch : Stellenbosch University, 2012. http://hdl.handle.net/10019.1/95621.

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Thesis (MBA)--Stellenbosch University, 2012.<br>This research report is conducted in the field of portfolio optimization. Regarding the existing literature this research paper is set in context of the academic discussion triggered by DeMiguel, Garlappi and Uppal (2009) concerning the perfomance of the naïve investment strategy in comparison to optimized portfolios and extended by the indexing approach. Therefore, it investigates on the question whether the naïve investment strategies outperform the strategy of index investing as well as the minimum and mean variance portfolios in the investmen

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42

Rychtrová, Lenka. "Vývoj toků přímých zahraničních a portfoliových investic mezi EU a Brazílií v letech 2001 až 2010." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-162110.

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The object of this thesis is the description of foreign direct and portfolio investment flows between European Union and Brazil and consequent evaluation of these flows regarding global affairs, development in the economic sectors and business obstacles. It is followed by estimation of investment flows between this subjects in the future. The thesis is based on statistical data of Eurostat, International Monetary Fund and brazilian central bank.

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43

Knill, April Michele. "Foreign portfolio investment and the financial constraints of small firms." College Park, Md. : University of Maryland, 2005. http://hdl.handle.net/1903/2633.

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Thesis (Ph. D.) - University of Maryland, College Park, 2005.<br>Thesis research directed by: Business and Management. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.

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44

Grant, Peter. "Developing risk management strategies for stock market investment portfolio management." Thesis, Port Elizabeth Technikon, 2004. http://hdl.handle.net/10948/215.

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This study was conducted to establish whether risk management strategies could be developed to enable stock market investment portfolio managers to reduce the risk involved in stock market trading. The awareness of stock market risk elevates the requirement for risk management strategies as discussed in Chapter 1. The research scope is identified, and an overview of the study gives further guidance as to what lies ahead. The theory behind macroeconomic forces and how they influence share prices is discussed in Chapter 2. It is established that market sectors and companies within those sectors

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Surkova, Marina. "Assessing political risk of portfolio investment in the Russian economy." Thesis, University of Cambridge, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.275387.

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Hsiao, Ruei Yi, and 蕭睿毅. "The Relationship between Portfolio Investment Concentration and Portfolio Performance." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/30343668768206735751.

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碩士<br>國立中正大學<br>財務金融研究所<br>101<br>The data of study collect 126 numbers Taiwan common stock mutual funds from 2003 to 2012,and use Jensenα,Sharpe index, Treynor index to measure the funds performance for equity funds. The empirical results reveal that the performance of different portfolio is better than the market portfolio, but the higher or lower of concentration have no direct relationship between portfolio investments. The reason is that Taiwan Securities Law limit the percentage of investment to mutual funds. It is different to global capital market. Furthermore, the securities investm

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Kao, Chiamin, and 高嘉敏. "The Study Of Portfolio Investment Strategies." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/76425433881887603570.

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碩士<br>開南大學<br>財務金融學系<br>99<br>This study investigates the portfolio trading strategy for Taiwan stock market. Five trading strategies are tested, including the buy and hold strategy (BH), constant mix strategy (CM), constant proportion portfolio insurance (CPPI), time-invariant portfolio protection (TIPP), and constant proportion debt obligations (CPDO). In addition, this study also proposes two new portfolio trading strategies: modified CPDO (MCPDO) and modified TIPP (MTIPP). The proposed MCPDO increases the floor of the portfolio value. Therefore, when the index is dropping, the MCPDO outper

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Chuang, Shu-Jen, and 莊樹人. "Optimal Data Length for Portfolio Investment." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/65425850630371414374.

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碩士<br>銘傳大學<br>經濟學研究所<br>89<br>Investors have individual preferences as to risk and return, usually they prefer more expected return to less and less risk to more. As a comparison of individual investors and institutional investors, the former have disadvantage in acquiring capital, professional knowledge, information and so on. If the weak form of efficient markets hypothesis is rejected, investors can predict future returns from past movements of security returns. In other words, analysis of price and trading records of securities can be useful in forming profitable investment strategies for

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Liu, Jia-Hong, and 留嘉鴻. "Portfolio Investment Based on Neural Networks." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/p4awa7.

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碩士<br>國立中山大學<br>資訊工程學系研究所<br>106<br>In this thesis, we combine the trading signals generated by the gen expression programming (GEP) method of Lee et al. and the portfolio generated by convolutional neural network (CNN) structure of Jiang et al. to form a stock investment method with portfolio management. The method of Jiang et al. focuses on the investment of the cryptocurrency. We change the invested target of Jiang et al. from cryptocurrency to stocks. We recompute the weights of the portfolio when the method of Lee et al. generates a trading signal (buy or sell). To test our method, we cho

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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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