The Financial Analysts Journal and Investment Management
The Financial Analysts Journal has long played an important role in the professionalization of investment management. During its distinguished history, it has been a leading outlet, together with the Journal of Portfolio Management, for shared knowledge about the critical issue of portfolio choice.The Financial Analysts Journal regularly brings academic finance theory into practice, but just ...
Portfolio decision analysis: Recent developments and future prospects
Abstract. Portfolio decision analysis (PDA) refers to the body of theory, methods and practice which support decision makers in making informed multiple selections from a set of alternatives with the help of mathematical models that account for relevant constraints, preferences and uncertainties. In this review, we take stock of recent advances ...
46230 PDFs
Explore the latest full-text research PDFs, articles, conference papers, preprints and more on PORTFOLIO MANAGEMENT. Find methods information, sources, references or conduct a literature review on ...
Comparative Analysis and Research of Investment Portfolio Management Models
This. study mainly uses literature review and comparative analysis method s to examine portfolio. management models, including Markowitz Mean-Variance Model, Capital Market Line (CML), Capital ...
Full article: The possibilities and consequences of investment
Making the investment decision in the text presented can be directly understood as testing the past and future market intelligence. The structure of the paper is as follows. The first part is literature analysis, where research on portfolio theory, investment decision-making and stochastic optimization is presented.
Diversification and portfolio theory: a review
Diversification is one of the major components of investment decision-making under risk or uncertainty. However, paradoxically, as the 2007-2009 financial crisis revealed, the concept remains misunderstood. Our goal in writing this paper is to correct this issue by reviewing the concept in portfolio theory. The core of our review focuses on the following diversification principles: law of ...
Articles
J. C. De Swaan: Seeking virtue in finance—contributing to society in a conflicted industry. Manuel P. Mezger. Book Review 10 February 2022 Pages: 533 - 535. 1. 2. …. 12. Next. Financial Markets and Portfolio Management (FMPM), addresses all areas of finance, including financial markets, portfolio theory and wealth management, asset ...
Deep learning applications in investment portfolio management: a
The findings are likely to be valuable for industry practitioners and researchers alike, experimenting with novel portfolio management approaches and furthering investment management practice.,This review follows the guidance and methodology of Linnenluecke et al. (2020), Massaro et al. (2016) and Fisch and Block (2018) to first identify ...
A State-of-the-Art Review of Probabilistic Portfolio Management for
Portfolio management has long been one of the most significant challenges in large- and small-scale investments alike. The primary objective of portfolio management is to make investments with the most favorable rate of return and the lowest amount of risk. On the other hand, time series prediction has garnered significant attention in recent years for predicting the trend of stock prices in ...
The Financial Analysts Journal and Investment Management
In this article, I review some key contributions about portfolio management published in this journal. The lively debates demonstrate how asset management has evolved through give-and-take discussion of innovation versus established practice. The Financial Analysts Journal has consistently introduced its readers to new ideas and methods. In ...
The effect of ETFs on financial markets: a literature review
Exchange-traded funds (ETFs) belong to the fastest growing investment products worldwide. Within 15 years, total assets invested in ETFs have twenty-folded, reaching over $3.7 trillion at the end of 2018. Increasing demand for passive investments, coupled with high liquidity and low transaction costs, are key advantages of ETFs compared to their closest substitutes such as traditional index ...
The Journal of Portfolio Management
Edited by Frank Fabozzi. 4 regular issues and 6 special topical issues , First published in 1974, ISSN: 0095-4918, E-ISSN: 2168-8656. Upcoming articles. Latest issue. Add to Favorites. Share.
How Many Stocks Are Sufficient for Equity Portfolio ...
The framework used in this article to review research on the optimal number of stocks that make up a well-diversified portfolio shows the depth and complexity of the topic itself, as well as the many related connections. Based on the extensive review of the optimal portfolio diversification we can identify several directions for future research.
The Journal of Portfolio Management
ABOUT THE JOURNAL OF PORTFOLIO MANAGEMENT. The Journal of Portfolio Management (JPM) is a definitive source of thought-leading analyses and practical techniques that many institutional investors turn to for insight on the financial markets.The JPM offers cutting-edge research on all major topics in investments, including asset allocation, performance measurement, market trends, portfolio ...
Handbook of Investment Analysis, Portfolio Management, and Financial
ISBN: 978-981-12-6995- (ebook) USD 1,584.00. Description. Chapters. Authors. Supplementary. This four-volume handbook covers important topics in the fields of investment analysis, portfolio management, and financial derivatives. Investment analysis papers cover technical analysis, fundamental analysis, contrarian analysis, and dynamic asset ...
What Can AI Do for Investment Portfolios? A Case Study
A Case Study. Artificial intelligence (AI)-based strategies are being increasingly applied in investing and portfolio management. Their contexts, utility, and results vary widely, as do their ethical implications. Yet for a technology that many anticipate will transform investment management, AI remains a black box for far too many investment ...
2139 PDFs
Explore the latest full-text research PDFs, articles, conference papers, preprints and more on INVESTMENT ANALYSIS. Find methods information, sources, references or conduct a literature review on ...
The <italic toggle='yes'>Financial Analysts Journal</italic> and
Financial Analysts Journalreflected the evolution of investment analysis from a bottom-up, fundamental quest for value to a top-down, holistic approach that relied on new quantitative methods. By 1966, mean-variance analysis, once a shock to the profes- sion, was hailed as "the new research" (Shelton 1966).
Investment: Articles, Research, & Case Studies on Investment- HBS
This study of foreign corporate investment transactions from 32 countries between 1976 and 2015 finds these investments pose a trade-off: While they support young firms in pursuing innovations they could not otherwise afford, they also generate knowledge for the foreign investors. 20 Aug 2020. Working Paper Summaries.
Investment Analysis: Definition, Types, and Importance
Key Takeaways. Investment analysis involves researching and evaluating a security or an industry to predict its future performance and determine its suitability to a specific investor. Investment ...
Investment Portfolio: Articles, Research, & Case Studies on Investment
Bitcoin might seem like the preferred tender of conspiracy theorists and criminals, but everyday investors are increasingly embracing crypto. A study of 59 million consumers by Marco Di Maggio and colleagues paints a shockingly ordinary picture of today's cryptocurrency buyer.
Full article: Practical aspects of portfolio selection and optimisation
Abstract. This article highlights some observations concerning the deficiencies in the application of statistics on the capital market, with special reference to Modern Portfolio Theory (MPT). The main point is the sensitivity of statistical parameters (especially the standard deviation of the daily rates of return) to subjective/random factors.
Fidelity Select Materials Portfolio is a sector-based equity-focused strategy that seeks to outperform its benchmark through active management. For the three months ending June 30, 2024, the ...
Fidelity Select Utilities Portfolio is a sector-based, equity-focused strategy that seeks to outperform the benchmark through active management. U.S. stocks, as measured by the S&P 500 index ...
Full article: Stock market participation puzzle: a systematic review
Freshia Mugo-Waweru is a senior lecturer at Strathmore University Business School teaching Derivatives Markets, Advanced Investment Analysis and Portfolio Management, Managerial Finance, Corporate Finance, and International Finance, among other courses. She is also a Certified Public Accountant of Kenya (CPA-K) and a member of the Institute of ...
Perception of social media users regarding cryptocurrency investment
Literature review. Perceived value is a phenomenon that has been widely studied in consumer behavior. It is defined as the overall assessment of the utility and worth of a product or service by a consumer (Dastane et al., Citation 2020).Previous research has shown that perceived value is a key determinant of consumer adoption, as it influences consumer decision-making and repurchase intentions ...
Full article: Building resilience and sustainability in small
Through explanatory factor analysis (EFA) of data from 61 VC firms across three sub-Saharan African countries from 2015 to 2021, the study reveals that combining VC investments, resilience, sustainability practices, enhanced business performance, market share expansion and introducing new products and services leads to sustainable growth for SMEs.
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The Financial Analysts Journal has long played an important role in the professionalization of investment management. During its distinguished history, it has been a leading outlet, together with the Journal of Portfolio Management, for shared knowledge about the critical issue of portfolio choice.The Financial Analysts Journal regularly brings academic finance theory into practice, but just ...
Abstract. Portfolio decision analysis (PDA) refers to the body of theory, methods and practice which support decision makers in making informed multiple selections from a set of alternatives with the help of mathematical models that account for relevant constraints, preferences and uncertainties. In this review, we take stock of recent advances ...
Explore the latest full-text research PDFs, articles, conference papers, preprints and more on PORTFOLIO MANAGEMENT. Find methods information, sources, references or conduct a literature review on ...
This. study mainly uses literature review and comparative analysis method s to examine portfolio. management models, including Markowitz Mean-Variance Model, Capital Market Line (CML), Capital ...
Making the investment decision in the text presented can be directly understood as testing the past and future market intelligence. The structure of the paper is as follows. The first part is literature analysis, where research on portfolio theory, investment decision-making and stochastic optimization is presented.
Diversification is one of the major components of investment decision-making under risk or uncertainty. However, paradoxically, as the 2007-2009 financial crisis revealed, the concept remains misunderstood. Our goal in writing this paper is to correct this issue by reviewing the concept in portfolio theory. The core of our review focuses on the following diversification principles: law of ...
J. C. De Swaan: Seeking virtue in finance—contributing to society in a conflicted industry. Manuel P. Mezger. Book Review 10 February 2022 Pages: 533 - 535. 1. 2. …. 12. Next. Financial Markets and Portfolio Management (FMPM), addresses all areas of finance, including financial markets, portfolio theory and wealth management, asset ...
The findings are likely to be valuable for industry practitioners and researchers alike, experimenting with novel portfolio management approaches and furthering investment management practice.,This review follows the guidance and methodology of Linnenluecke et al. (2020), Massaro et al. (2016) and Fisch and Block (2018) to first identify ...
Portfolio management has long been one of the most significant challenges in large- and small-scale investments alike. The primary objective of portfolio management is to make investments with the most favorable rate of return and the lowest amount of risk. On the other hand, time series prediction has garnered significant attention in recent years for predicting the trend of stock prices in ...
In this article, I review some key contributions about portfolio management published in this journal. The lively debates demonstrate how asset management has evolved through give-and-take discussion of innovation versus established practice. The Financial Analysts Journal has consistently introduced its readers to new ideas and methods. In ...
Exchange-traded funds (ETFs) belong to the fastest growing investment products worldwide. Within 15 years, total assets invested in ETFs have twenty-folded, reaching over $3.7 trillion at the end of 2018. Increasing demand for passive investments, coupled with high liquidity and low transaction costs, are key advantages of ETFs compared to their closest substitutes such as traditional index ...
Edited by Frank Fabozzi. 4 regular issues and 6 special topical issues , First published in 1974, ISSN: 0095-4918, E-ISSN: 2168-8656. Upcoming articles. Latest issue. Add to Favorites. Share.
The framework used in this article to review research on the optimal number of stocks that make up a well-diversified portfolio shows the depth and complexity of the topic itself, as well as the many related connections. Based on the extensive review of the optimal portfolio diversification we can identify several directions for future research.
ABOUT THE JOURNAL OF PORTFOLIO MANAGEMENT. The Journal of Portfolio Management (JPM) is a definitive source of thought-leading analyses and practical techniques that many institutional investors turn to for insight on the financial markets.The JPM offers cutting-edge research on all major topics in investments, including asset allocation, performance measurement, market trends, portfolio ...
ISBN: 978-981-12-6995- (ebook) USD 1,584.00. Description. Chapters. Authors. Supplementary. This four-volume handbook covers important topics in the fields of investment analysis, portfolio management, and financial derivatives. Investment analysis papers cover technical analysis, fundamental analysis, contrarian analysis, and dynamic asset ...
A Case Study. Artificial intelligence (AI)-based strategies are being increasingly applied in investing and portfolio management. Their contexts, utility, and results vary widely, as do their ethical implications. Yet for a technology that many anticipate will transform investment management, AI remains a black box for far too many investment ...
Explore the latest full-text research PDFs, articles, conference papers, preprints and more on INVESTMENT ANALYSIS. Find methods information, sources, references or conduct a literature review on ...
Financial Analysts Journalreflected the evolution of investment analysis from a bottom-up, fundamental quest for value to a top-down, holistic approach that relied on new quantitative methods. By 1966, mean-variance analysis, once a shock to the profes- sion, was hailed as "the new research" (Shelton 1966).
This study of foreign corporate investment transactions from 32 countries between 1976 and 2015 finds these investments pose a trade-off: While they support young firms in pursuing innovations they could not otherwise afford, they also generate knowledge for the foreign investors. 20 Aug 2020. Working Paper Summaries.
Key Takeaways. Investment analysis involves researching and evaluating a security or an industry to predict its future performance and determine its suitability to a specific investor. Investment ...
Bitcoin might seem like the preferred tender of conspiracy theorists and criminals, but everyday investors are increasingly embracing crypto. A study of 59 million consumers by Marco Di Maggio and colleagues paints a shockingly ordinary picture of today's cryptocurrency buyer.
Abstract. This article highlights some observations concerning the deficiencies in the application of statistics on the capital market, with special reference to Modern Portfolio Theory (MPT). The main point is the sensitivity of statistical parameters (especially the standard deviation of the daily rates of return) to subjective/random factors.
Fidelity Select Materials Portfolio is a sector-based equity-focused strategy that seeks to outperform its benchmark through active management. For the three months ending June 30, 2024, the ...
Fidelity Select Utilities Portfolio is a sector-based, equity-focused strategy that seeks to outperform the benchmark through active management. U.S. stocks, as measured by the S&P 500 index ...
Freshia Mugo-Waweru is a senior lecturer at Strathmore University Business School teaching Derivatives Markets, Advanced Investment Analysis and Portfolio Management, Managerial Finance, Corporate Finance, and International Finance, among other courses. She is also a Certified Public Accountant of Kenya (CPA-K) and a member of the Institute of ...
Literature review. Perceived value is a phenomenon that has been widely studied in consumer behavior. It is defined as the overall assessment of the utility and worth of a product or service by a consumer (Dastane et al., Citation 2020).Previous research has shown that perceived value is a key determinant of consumer adoption, as it influences consumer decision-making and repurchase intentions ...
Through explanatory factor analysis (EFA) of data from 61 VC firms across three sub-Saharan African countries from 2015 to 2021, the study reveals that combining VC investments, resilience, sustainability practices, enhanced business performance, market share expansion and introducing new products and services leads to sustainable growth for SMEs.