Works about PORTFOLIO management (Investments)

Results: 5000

Paying Managers of Complex Portfolios: Evidence on Compensation and Performance from Endowments.

Published in:

Journal of Financial & Quantitative Analysis, 2025, v. 60, n. 3, p. 1111, doi. 10.1017/S0022109024000188

By:

Binfarè, Matteo;
Harris, Robert S.

Publication type:

Article

Mutual Funds' Conditional Performance Free of Data Snooping Bias.

Published in:

Journal of Financial & Quantitative Analysis, 2025, v. 60, n. 3, p. 1373, doi. 10.1017/S0022109024000097

By:

Hsu, Po-Hsuan;
Kyriakou, Ioannis;
Ma, Tren;
Sermpinis, Georgios

Publication type:

Article

Factor Model Comparisons with Conditioning Information.

Published in:

Journal of Financial & Quantitative Analysis, 2025, v. 60, n. 3, p. 1401, doi. 10.1017/S002210902400005X

By:

Ferson, Wayne E.;
Siegel, Andrew F.;
Wang, Junbo L.

Publication type:

Article

Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors.

Published in:

Journal of Behavioral Finance, 2025, v. 26, n. 2, p. 201, doi. 10.1080/15427560.2023.2271108

By:

Mazzoli, Camilla;
Palmucci, Fabrizio

Publication type:

Article

Financial Illiteracy as a Systemic Risk: Implications for Household Resilience and Portfolio Vulnerability.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 7, p. 216, doi. 10.3905/jpm.2025.1.702

By:

Gao, Yumeng;
Rojasavachai, Ravipa;
Rouxelin, Florent;
Yang, Li

Publication type:

Article

Do Investors Care About Offsetting Carbon Risk?

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 7, p. 153, doi. 10.3905/jpm.2025.1.709

By:

Gao, Yumeng;
Hoepner, Andreas G. F.;
Rouxelin, Florent;
Saini, Tushar

Publication type:

Article

Integrating Sustainability into Asset Management: Challenges and Opportunities.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 7, p. 95, doi. 10.3905/jpm.2025.1.695

By:

Fabozzi, Frank J.;
Focardi, Sergio

Publication type:

Article

Editors' Introduction to the 2025 Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio Management.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 7, p. 1, doi. 10.3905/jpm.2025.1.704

By:

Fabozzi, Frank J.;
Karagozoglu, Ahmet K.

Publication type:

Article

Efficacy of educational management and mathematics: Implications for accounting education and practice in Nigeria.

Published in:

NURTURE: Journal of Pakistan Home Economics Association, 2025, v. 19, n. 1, p. 64, doi. 10.55951/nurture.v19i1.954

By:

Ngozi Nweze, Bernardine;
Ndubuisi, Chukwu Peter;
Eze, Thecia Amogechukwu;
Onyia, Basil Chukwuma;
Unodiaku, Stanislus Sochima

Publication type:

Article

Revolutionizing Portfolio Management with Network Theory.

Published in:

Journal of Financial Data Science, 2025, v. 7, n. 2, p. 166, doi. 10.3905/jfds.2025.1.184

By:

Konstantinov, Gueorgui S.;
Fabozzi, Frank J.

Publication type:

Article

Mean–Variance-Liquidity Portfolio Optimization with Reinforcement Learning.

Published in:

Journal of Financial Data Science, 2025, v. 7, n. 2, p. 124, doi. 10.3905/jfds.2025.1.183

By:

Fjellavli, Martin;
Oliveira, Carlos;
Pimentel, Rita;
Schiøtz, Daniel

Publication type:

Article

OPPORTUNITIES IN ARBITRATION OF DERIVATIVES VOLATILITY: RISK MANAGEMENT AND CONTROL.

Published in:

Environmental & Social Management Journal / Revista de Gestão Social e Ambiental, 2025, v. 19, n. 4, p. 1, doi. 10.24857/rgsa.v19n4-105

By:

Richena, Daniel Gustavo;
Santos Junior, Luiz Carlos

Publication type:

Article

Investment portfolio management to meet or beat earnings expectations.

Published in:

Review of Accounting Studies, 2025, v. 30, n. 2, p. 2134, doi. 10.1007/s11142-024-09867-z

By:

Fan, Zhongwen;
Guo, Jia;
Ng, Jeffrey;
Zhang, Xiao

Publication type:

Article

Market-level tenant default risk on residential REIT operational efficiency.

Published in:

Journal of Property Research, 2025, v. 42, n. 2, p. 97, doi. 10.1080/09599916.2024.2423916

By:

Allen, Marcus T.;
Huerta-Sanchez, Daniel;
Ngo, Thanh

Publication type:

Article

An approximation algorithm for optimal consumption/investment problems.

Published in:

Intelligent Systems in Accounting, Finance & Management, 2002, v. 11, n. 2, p. 55, doi. 10.1002/isaf.213

By:

Das, Sanjiv Ranjan;
Sundaram, Rangarajan K.

Publication type:

Article

Stockbot: a monitoring and acting software agent for stock markets.

Published in:

Intelligent Systems in Accounting, Finance & Management, 1999, v. 8, n. 1, p. 3, doi. 10.1002/(SICI)1099-1174(199903)8:1<3::AID-ISAF152>3.0.CO;2-A

By:

Milani, Alfredo;
Marcugini, Stefano

Publication type:

Article

An object‐oriented optimal savings system: HYPER‐SAVINGS.

Published in:

Intelligent Systems in Accounting, Finance & Management, 1997, v. 6, n. 4, p. 303, doi. 10.1002/(SICI)1099-1174(199712)6:4<303::AID-ISAF136>3.0.CO;2-X

By:

Lee, Jae Kyu;
Nam, Sang Zo

Publication type:

Article

Hierarchical Multi-Agent System with Bayesian Neural Networks for Portfolio Optimization.

Published in:

Mathematical Modelling of Engineering Problems, 2025, v. 12, n. 4, p. 1257, doi. 10.18280/mmep.120417

By:

Khemlichi, Firdaous;
Khamlichi, Youness Idrissi;
Ali, Safae Elhaj Ben

Publication type:

Article

Advancements in Mathematical Models for Portfolio Optimization: From Gaussian Assumptions to Non-Gaussian Realities.

Published in:

Mathematical Modelling of Engineering Problems, 2025, v. 12, n. 4, p. 1321, doi. 10.18280/mmep.120423

By:

Azaidi, Nor Asyira Fakriah Mohamad Noor;
Harun, Hanani Farhah;
Abdullah, Mohd Lazim

Publication type:

Article

THE THRUSTS AND PARRIES OF POLICY ARGUMENTS.

Published in:

Michigan State Law Review, 2024, v. 2024, n. 4, p. 791

By:

Hirst, Scott

Publication type:

Article

STUDY ON PORTFOLIO MODEL UNDER BACKGROUND RISK AND FRACTAL MARKET.

Published in:

Fractals, 2021, v. 29, n. 8, p. 1, doi. 10.1142/S0218348X21502625

By:

LI, HESEN;
GU, JINGCHENG;
CHUN, ZHENGJIE;
LUO, LAN;
WU, XU

Publication type:

Article

Stochastic SO (2) Lie Group Method for Approximating Correlation Matrices.

Published in:

Mathematics (2227-7390), 2025, v. 13, n. 9, p. 1496, doi. 10.3390/math13091496

By:

Bildirici, Melike;
Ucan, Yasemen;
Tekercioglu, Ramazan

Publication type:

Article

CO-INTEGRATION AND CAUSALITY IN INDIAN MARKET INDICES: PRE-COVID VS. COVID-19 PERSPECTIVES.

Published in:

XIBA Business Review, 2024, v. 7, n. 2, p. 52

By:

Shabu, J. Sahaya;
Malar, J. Divya Merry

Publication type:

Article

The Effect of Fuel Hedging in the Airline Industry on Returns, Volatility, and on the Return-to-risk Relationship Analysis.

Published in:

Energy Journal, 2025, v. 46, n. 3, p. 265, doi. 10.1177/01956574251315449

By:

Berkowitz, Jason P.;
Dasari, Kavya S.;
DeLisle, R. Jared

Publication type:

Article

Value-at-risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model.

Published in:

Annals of Operations Research, 2025, v. 347, n. 3, p. 1265, doi. 10.1007/s10479-024-06390-x

By:

Escobar-Anel, Marcos;
Havrylenko, Yevhen;
Zagst, Rudi

Publication type:

Article

AI-Driven Risk Control for Health Insurance Fund Management: A Data-Driven Approach.

Published in:

International Journal of Computers, Communications & Control, 2025, v. 20, n. 2, p. 1, doi. 10.15837/ijccc.2025.2.7024

By:

Pengfei Lin;
Jinghe Yin;
Yixin Cai;
Zhaxi Luorang;
Huasen Wu

Publication type:

Article

Retraction: An analysis of machine learning risk factors and risk parity portfolio optimization.

Published in:: 2025
Publication type:: Correction Notice

Meta-Heuristic Algorithm for Non-convex Risk Parity Portfolio.

Published in:

IAENG International Journal of Applied Mathematics, 2025, v. 55, n. 5, p. 1275

By:

Kusumawati, Rosita;
Rosadi, Dedi;
Abdurakhman

Publication type:

Article

Model-agnostic explainable artificial intelligence methods in finance: a systematic review, recent developments, limitations, challenges and future directions.

Published in:

Artificial Intelligence Review, 2025, v. 58, n. 8, p. 1, doi. 10.1007/s10462-025-11215-9

By:

Khan, Farhina Sardar;
Mazhar, Syed Shahid;
Mazhar, Kashif;
A. AlSaleh, Dhoha;
Mazhar, Amir

Publication type:

Article

Asset Allocation Drift Due to Taxes.

Published in:

Financial Analysts Journal, 2025, v. 81, n. 2, p. 29, doi. 10.1080/0015198X.2025.2459227

By:

Jennings, William W.;
Payne, Brian C.

Publication type:

Article

Alternatives and their Role in Modern Portfolio Management.

Published in:

Journal of Multidisciplinary Research (1947-2900), 2024, v. 16, n. 2, p. 57

By:

Kelly, Daniel;
Psuturi, Tamar

Publication type:

Article

Enhancing Predictive Capabilities for Identifying At‐Risk Stocks Using Multivariate Time‐Series Classification: A Case Study of the Thai Stock Market.

Published in:

Applied Computational Intelligence & Soft Computing, 2025, v. 2025, p. 1, doi. 10.1155/acis/3874667

By:

Petchpol, Katsamapol;
Boongasame, Laor;
Wang, Zhaocai

Publication type:

Article

Diversified Reward-Risk Parity in Portfolio Construction.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2025, v. 29, n. 2, p. 213, doi. 10.1515/snde-2023-0012

By:

Choi, Jaehyung;
Kim, Hyangju;
Kim, Young Shin

Publication type:

Article

EVALUATION OF RISK MANAGEMENT OF THE HOUSING FUND PROGRAM (FP) ZERO RUPIAH FOR THE DKI JAKARTA PROVINCIAL GOVERNMENT CASE STUDY ON THE HOUSING FUND MANAGEMENT UNIT.

Published in:

Eduvest: Journal Of Universal Studies, 2025, v. 5, n. 4, p. 4055, doi. 10.59188/eduvest.v5i4.3779

By:

S., Poppy Oktaviandry;
Adhariani, Desi

Publication type:

Article

THE SPILLOVER, RISK AND LEVERAGE EFFECTS OF SMART BETA MANAGEMENT EXCHANGE-TRADED FUND (ETF).

Published in:

Global Economy Journal, 2021, v. 21, n. 3, p. 1, doi. 10.1142/S2194565921500160

By:

CHEN, JO-HUI;
EDWARDS, NICHOLAS

Publication type:

Article

AN EXPLORATION OF PERSONALITY EFFECTS IN RISK DECISION MAKING.

Published in:

Irish Accounting Review, 2009, v. 16, n. 2, p. 21, doi. 10.52399/001c.26997

By:

Garvey, John;
Lee, Laura

Publication type:

Article

Deriving IT-mediated task coordinator portfolios for global virtual teams.

Published in:

2011

By:

Southard, Sherry

Publication type:

Abstract

NON-ADDITIVITY IN PORTFOLIOS OF EXPLORATION ACTIVITIES: A REAL OPTIONS-BASED ANALYSIS OF EQUITY ALLIANCES IN BIOTECHNOLOGY.

Published in:

Strategic Management Journal (Wiley-Blackwell) - 1980 to 2009, 2004, v. 25, n. 11, p. 1045, doi. 10.1002/smj.414

By:

Vassolo, Roberto S.;
Anand, Jaideep;
Folta, Timothy B.

Publication type:

Article

It takes two to tango: A regime-switching analysis of the correlation dynamics between the mainland Chinese and Hong Kong stock markets.

Published in:

Scottish Journal of Political Economy, 2016, v. 63, n. 1, p. 41, doi. 10.1111/sjpe.12110

By:

Ho, Kin ‐ Yip;
Shi, Yanlin;
Zhang, Zhaoyong

Publication type:

Article

Slower Growth and Vulnerability to Recession: Updating China's Global Impact.

Published in:

Scottish Journal of Political Economy, 2016, v. 63, n. 1, p. 66, doi. 10.1111/sjpe.12111

By:

Tyers, Rod

Publication type:

Article

Implications of Shifting Retail Market Shares for Loan Monitoring in a Dominant-Bank Model.

Published in:

Scottish Journal of Political Economy, 2013, v. 60, n. 3, p. 291, doi. 10.1111/sjpe.12012

By:

VanHoose, David

Publication type:

Article

DO WOMEN MANAGE SMALLER FUNDS?

Published in:

Scottish Journal of Political Economy, 2011, v. 58, n. 1, p. 107, doi. 10.1111/j.1467-9485.2010.00537.x

By:

Hübler, Olaf;
Menkhoff, Lukas

Publication type:

Article

PENSION FUNDING IN A UNIONIZED ECONOMY.

Published in:

Scottish Journal of Political Economy, 2009, v. 56, n. 2, p. 213, doi. 10.1111/j.1467-9485.2009.00481.x

By:

Adam, Antonis;
Moutos, Thomas

Publication type:

Article

THE PREDICTABILITY OF STOCK RETURNS: A CROSS-SECTIONAL SIMULATION.

Published in:

Review of Economics & Statistics, 1997, v. 79, n. 2, p. 176, doi. 10.1162/003465397556764

By:

Fluck, Zsuzsanna;
Malkiel, Burton G.;
Quandt, Richard E.

Publication type:

Article

THE PROBABILITY OF BEING PRESIDENT.

Published in:

Review of Economics & Statistics, 1993, v. 75, n. 4, p. 683, doi. 10.2307/2110022

By:

Crain, W. Mark;
Messenheimer, Harold C.;
Tollison, Robert D.

Publication type:

Article

VALUE EVENT STUDIES.

Published in:

Review of Economics & Statistics, 1992, v. 74, n. 4, p. 671, doi. 10.2307/2109381

By:

Salinger, Michael

Publication type:

Article

A SAMPLE, CONSISTENT ESTIMATOR FOR DISTURBANCE COMPONENTS IN FINANCIAL MODELS.

Published in:

Review of Economics & Statistics, 1990, v. 72, n. 3, p. 516, doi. 10.2307/2109361

By:

Levinsohn, James;
Mackie-Mason, Jeffrey K.

Publication type:

Article

CONSUMPTION IN DEVELOPING COUNTRIES: TESTS FOR LIQUIDITY CONSTRAINTS AND FINITE HORIZONS.

Published in:

Review of Economics & Statistics, 1989, v. 71, n. 3, p. 408, doi. 10.2307/1926897

By:

Haque, Nadeem U.;
Montiel, Peter

Publication type:

Article

PORTFOLIO IMPLICATIONS OF EMPIRICAL REJECTIONS OF THE EXPECTATIONS HYPOTHESIS.

Published in:

Review of Economics & Statistics, 1986, v. 68, n. 4, p. 680, doi. 10.2307/1924528

By:

Hsieh, David A.;
Leiderman, Leonardo

Publication type:

Article

RISK AND RETURN: CONSUMPTION BETA VERSUS MARKET BETA.

Published in:

Review of Economics & Statistics, 1986, v. 68, n. 3, p. 452, doi. 10.2307/1926022

By:

Mankiw, N. Gregory;
Shapiro, Matthew D.

Publication type:

Article