Works matching Modern portfolio theory (Investments)

Results: 123

A Synthesis of Modern Portfolio Theory and Sustainable Investment.

Published in:

Journal of Investing, 2012, v. 21, n. 4, p. 33, doi. 10.3905/joi.2012.21.4.033

By:

PEYLO, BENJAMIN TOBIAS

Publication type:

Article

When portfolio theory can help environmental investment planning to reduce climate risk to future environmental outcomes—and when it cannot.

Published in:

Conservation Letters, 2018, v. 11, n. 6, p. N.PAG, doi. 10.1111/conl.12596

By:

Ando, Amy W.;
Howlader, Aparna;
Mallory, Mindy;
Fraterrigo, Jennifer;
Stickley, Samuel;
Guntenspergen, Glenn;
Olker, Jennifer H.

Publication type:

Article

Investments: A Visual Approach: Volume 1: Modern Portfolio Theory.

Published in:

1996

By:

Brown, Stephen J.

Publication type:

Book Review

UPRAVLJANJE INVESTICIONIM RIZIKOM PRIMENOM SAVREMENE PORTFOLIO TEORIJE.

Published in:

Megatrend Review / Megatrend Revija, 2015, v. 12, n. 1, p. 31, doi. 10.5937/MegRev1501031J

By:

JAKŠIĆ, MILENA;
LEKOVIĆ, MILJAN

Publication type:

Article

Brazilian REIT: Alternative Investment to Real Estate, Stock and Bonds.

Published in:

Brazilian Review of Finance / Revista Brasileira de Finanças, 2016, v. 14, n. 4, p. 523

By:

Yokoyama, Karen Yukari;
Neto, Alfredo Sarlo;
da Cunha, Cláudio Márcio Pereira

Publication type:

Article

Alternative Investments in Defined-Contribution Retirement Plans: Opportunities and Concerns.

Published in:

Journal of Portfolio Management, 2015, p. 16

By:

Mack, Barbara J.

Publication type:

Article

Asset Allocation Theory and Practice in Australian Investment Management.

Published in:

Journal of Wealth Management, 2016, v. 19, n. 2, p. 47, doi. 10.3905/jwm.2016.19.2.047

By:

SANTACRUZ, LUJER

Publication type:

Article

Forecasting Corporate Green Investment Bonds -- An Out of Sample Approach.

Published in:

Journal of Accounting & Management (2284-9459), 2021, v. 11, n. 1, p. 163

By:

Ngwakwe, Collins

Publication type:

Article

Modern Portfolio Theory and Investment Analysis.

Published in:

1982

By:

Smith, Keith V.

Publication type:

Book Review

Balance investments using Modern Portfolio Theory.

Published in:

2010

By:

Blau, Joel M.;
Paprocki, Ronald J.

Publication type:

Question & Answer

Behavioral Investment Management: An Efficient Alternative to Modern Portfolio Theory.

Published in:

2013

By:

Rzepczynski, Mark S.

Publication type:

Book Review

ADAPTING MODERN PORTFOLIO THEORYFOR PRIORITISING ASSET CARE PLANNING IN INDUSTRY.

Published in:

South African Journal of Industrial Engineering, 2014, v. 25, n. 1, p. 107, doi. 10.7166/25-1-673

By:

van den Honert, A. F.;
Vlok, P. J.

Publication type:

Article

Portfolios of adaptation investments in water management.

Published in:

Mitigation & Adaptation Strategies for Global Change, 2015, v. 20, n. 8, p. 1247, doi. 10.1007/s11027-014-9540-0

By:

Aerts, Jeroen;
Botzen, W.;
Werners, Saskia

Publication type:

Article

BOOK REVIEW.

Published in:

2023

By:

Biryomumeisho, Justus

Publication type:

Book Review

Practical aspects of portfolio selection and optimisation on the capital market.

Published in:

Economic Research-Ekonomska Istrazivanja, 2017, v. 30, n. 1, p. 14, doi. 10.1080/1331677X.2016.1265893

By:

Turcas, Florin;
Dumiter, Florin;
Brezeanu, Petre;
Farcas, Pavel;
Coroiu, Sorina

Publication type:

Article

The Black-Litterman Model in Central Bank Practice: Study for Turkish Central Bank.

Published in:

Malaysian Journal of Mathematical Sciences, 2016, v. 10, p. 193

By:

Ganikhodjaev, N.;
Bayram, K.

Publication type:

Article

SYSTEMATIC RISK ASSESMENT USING OLS METHOD - THE CASE OF THE CAPITAL MARKET OF BOSNIA AND HERZEGOVINA.

Published in:

Economic Review: Journal of Economics & Business / Ekonomska Revija: Casopis za Ekonomiju i Biznis, 2012, v. 10, n. 1, p. 13

By:

Zaimović, Azra

Publication type:

Article

Are Some Clients More Equal Than Others? An Analysis of Asset Management Companies’ Execution Costs.

Published in:

Review of Finance, 2018, v. 22, n. 5, p. 1705, doi. 10.1093/rof/rfx043

By:

Ben-Rephael, Azi;
Israelsen, Ryan D

Publication type:

Article

British Investment Overseas 1870–1913: A Modern Portfolio Theory Approach*.

Published in:

Review of Finance, 2006, v. 10, n. 2, p. 261, doi. 10.1007/s10679-006-8278-2

By:

Goetzmann, William N.;
Ukhov, Andrey D.

Publication type:

Article

Risk‐sensitive planning for conserving coral reefs under rapid climate change.

Published in:

Conservation Letters, 2018, v. 11, n. 6, p. N.PAG, doi. 10.1111/conl.12587

By:

Kennedy, Emma V.;
Hoegh‐Guldberg, Ove;
Beyer, Hawthorne L.;
Gates, Ruth D.;
Knowlton, Nancy;
Obura, David O.;
Palumbi, Stephen R.;
Runting, Rebecca K.;
Puotinen, Marji;
Spalding, Mark;
Wood, Sally;
Wilson, Kerrie A.;
Possingham, Hugh P.;
Beger, Maria;
Veron, John E.;
Chen, Chaolun Allen;
Cinner, Joshua E.;
Darling, Emily S.;
Eakin, C. Mark;
Skirving, William J.

Publication type:

Article

Teaching the Concept of Investment Risk through Spreadsheet Monte Carlo Simulations.

Published in:

Journal of the Academy of Business Education, 2016, v. 17, p. 236

By:

Haney, Mark H.

Publication type:

Article

End the Charade: Replacing the Efficient Frontier with the Efficient Range.

Published in:

Journal of Financial Planning, 2013, v. 26, n. 7, p. 42

By:

Statman, Meir;
Clark, Joni L.

Publication type:

Article

Tactical Asset Allocation.

Published in:

2013

By:

Kitces, Michael E.

Publication type:

Proceeding

Harold Evensky on ETFs, Reverse Mortgages, and the Most Important Investment in the Coming Decade.

Published in:

2013

By:

Schulaka, Carly

Publication type:

Interview

Next Generation Investment Risk Management: Putting the 'Modern' Back in Modern Portfolio Theory.

Published in:

Journal of Financial Planning, 2012, v. 25, n. 1, p. 44

By:

Miccolis, Jerry A.;
Goodman, Marina

Publication type:

Article

Optimising the Investor's Portfolio through Modern Portfolio Theory: Empirical Evidence from Pakistan.

Published in:

NUML International Journal of Business & Management, 2022, v. 17, n. 2, p. 1, doi. 10.52015/nijbm.v17i2.138

By:

Maqbool, Faisal;
Husnain, Muhammad

Publication type:

Article

An interactive compromise programming for portfolio investment problem.

Published in:

Control & Cybernetics, 2020, v. 49, n. 2, p. 193

By:

Karelkina, Olga

Publication type:

Article

Reduce but Do Not Eliminate America's Trade and Budget Deficits.

Published in:

Choices: The Magazine of Food, Farm & Resource Issues, 2018, v. 33, n. 1, p. 1

By:

Ward, William A.

Publication type:

Article

THE BEGINNINGS OF A ‘COMMON-SENSE’ APPROACH TO PORTFOLIO THEORY BY NINETEENTH-CENTURY FRENCH FINANCIAL ANALYSTS PAUL LEROY-BEAULIEU AND ALFRED NEYMARCK.

Published in:

Journal of the History of Economic Thought (Cambridge University Press), 2014, v. 36, n. 1, p. 23, doi. 10.1017/S1053837214000017

By:

Edlinger, Cécile;
Parent, Antoine

Publication type:

Article

On the application of new tests for structural changes on global minimum-variance portfolios.

Published in:

Statistical Papers, 2013, v. 54, n. 4, p. 955, doi. 10.1007/s00362-013-0511-4

By:

Wied, Dominik;
Ziggel, Daniel;
Berens, Tobias

Publication type:

Article

Does The Implied Private Company Pricing Line Make Sense?

Published in:

2016

By:

Conn, Richard R.

Publication type:

Opinion

From Markowitz 1.0 to Markowitz 2.0 with a Detour to Postmodern Portfolio Theory and Back.

Published in:

Journal of Investing, 2017, v. 26, n. 1, p. 122, doi. 10.3905/joi.2017.26.1.122

By:

KAPLAN, PAUL D.

Publication type:

Article

Optimizing Portfolios with Allocations to Insured Death Benefit: A Proposed Methodology for Evaluation.

Published in:

Journal of Investing, 2014, v. 23, n. 2, p. 16, doi. 10.3905/joi.2014.23.2.016

By:

DANIELSEN, ROBERT G.;
BARABANOV, SERGEY S.;
SCHWEERS, JOHN;
SULLIVAN, MICHAEL F.

Publication type:

Article

Balance investments using Modern Portfolio Theory.

Published in:

Urology Times, 2011, v. 39, n. 5, p. 57

By:

Blau, Joel M.;
Paprocki, Ronald J.

Publication type:

Article

Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state.

Published in:

Optimal Control - Applications & Methods, 2013, v. 34, n. 4, p. 415, doi. 10.1002/oca.2027

By:

Wu, Huiling;
Zeng, Yan

Publication type:

Article

Do Time-Varying Betas Help in Asset Pricing? Evidence from Borsa Istanbul.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, n. 4, p. 747, doi. 10.1080/1540496X.2015.1046346

By:

Yayvak, Berk;
Akdeniz, Levent;
Altay-Salih, Aslihan

Publication type:

Article

The Impact of Financial Stress and Uncertainty on Green and Conventional Bonds and Stocks: A Nonlinear and Nonparametric Quantile Analysis.

Published in:

Risks, 2024, v. 12, n. 8, p. 120, doi. 10.3390/risks12080120

By:

Mar'I, Muhammad;
Seraj, Mehdi;
Tursoy, Turgut

Publication type:

Article

Active Versus Passive Investing: Evidence From The 2009-2017 Market.

Published in:

Journal of Accounting & Finance (2158-3625), 2018, v. 18, n. 8, p. 119, doi. 10.33423/jaf.v18i8.114

By:

Prondzinski, Dale;
Miller, Mitchell

Publication type:

Article

Reason, Rationality, and Fiduciary Duty.

Published in:

Journal of Business Ethics, 2014, v. 119, n. 3, p. 365, doi. 10.1007/s10551-013-1632-3

By:

Lydenberg, Steve

Publication type:

Article

APPLICATION OF THE MODERN PORTFOLIO THEORY IN DIVERSIFICATION OF THE DEBT SECURITIES PORTFOLIO IN EMERGING MARKETS.

Published in:

Proceedings of the Faculty of Economics in East Sarajevo / Zbornik Radova Ekonomskog Fakulteta u Istočnom Sarajevu, 2016, n. 13, p. 67, doi. 10.7251/ZREFIS1613067G

By:

Grujić, Miloš

Publication type:

Article

Black Litterman ve Markowitz Ortalama Varyans Modelinin Beta Faktörü, Artık Dalgalanma Dereceleri ve Toplam Riskleri Yönünden Karşılaştırılması.

Published in:

Business & Economics Research Journal, 2012, v. 3, n. 4, p. 43

By:

Çalışkan, Tuncer

Publication type:

Article

WHO DARES TO CARE? (IN THE WORLD OF FINANCE).

Published in:

Feminist Economics, 2018, v. 24, n. 3, p. 113, doi. 10.1080/13545701.2017.1390319

By:

Mussell, Helen

Publication type:

Article

The Long and Short of It: Are We Asking the Right Questions? Modern Portfolio Theory and Time Horizons.

Published in:

Seattle University Law Review, 2018, v. 41, n. 2, p. 449

By:

Hawley, Jim;
Lukomnik, Jon

Publication type:

Article

RISK MEASUREMENT IN POST-MODERN PORTFOLIO THEORY: DIFFERENCES FROM MODERN PORTFOLIO THEORY.

Published in:

Economic Computation & Economic Cybernetics Studies & Research, 2013, v. 47, n. 1, p. 113

By:

GEAMBAŞU, Cristina;
ŞOVA, Robert;
JIANU, Iulia;
GEAMBAŞU, Liviu

Publication type:

Article

Selecting portfolios for composite indexes: application of Modern Portfolio Theory to competitiveness.

Published in:

Clean Technologies & Environmental Policy, 2017, v. 19, n. 10, p. 2443, doi. 10.1007/s10098-017-1441-y

By:

Santos, Silvio;
Brandi, Humberto

Publication type:

Article

Pollutant versus non-pollutant generation technologies: a CML-analogous analysis.

Published in:

Environment, Development & Sustainability, 2018, v. 20, n. 1, p. 199, doi. 10.1007/s10668-018-0195-y

By:

Martinez-Fernandez, Paulino;
deLlano-Paz, Fernando;
Calvo-Silvosa, Anxo;
Soares, Isabel

Publication type:

Article

Construction of Optimal Portfolio Using Sharpe's Single Index Model and Markowitz Model: An Empirical Study on Nifty 50 Stock.

Published in:

Journal of General Management Research, 2018, v. 5, n. 1, p. 86

By:

Chakraborty, Subhodeep;
Patel, Ajay Kumar

Publication type:

Article

Portfolio Selection using Cointegration and Modern Portfolio Theory: An Application to the Colombo Stock Exchange.

Published in:

Matematika, 2013, v. 29, p. 195

By:

Randinu Thirimanna, Thrimanna Hettige Shamika;
Tilakartane, Chandima;
Mahakalanda, Indrajanaka;
Pathirathne, Linali

Publication type:

Article

GAINING MARKET SHARE IN EMERGING MARKETS PORTFOLIOS BY MODERATING EXTREME RETURNS: THE CASE OF PERU.

Published in:

Economics, Management & Financial Markets, 2018, v. 13, n. 3, p. 37, doi. 10.22381/EMFM13320182

By:

HUXLEY, STEPHEN J.;
SIDAOUI, MOUWAFAC

Publication type:

Article

SOLUTIONS TO THE PORTFOLIO CHOICE PROBLEM WITH VAR OBJECTIVE FUNCTIONS.

Published in:

Economics, Management & Financial Markets, 2015, v. 10, n. 4, p. 29

By:

WILSON, LINUS

Publication type:

Article