Investment Portfolio
Modelo de markowitz na otimização de carteiras de investimentos usando o software r / Markowitz model in investment portfolio optimization using the r software
... numerous investment options in the capital market, and investors are increasingly looking for ways to minimize the risk of their investment portfolio in order to maintain the desired ...Modern ...
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A utilização da ferramenta solver do microsoft excel na elaboração de uma carteira de investimentos diversificada / Using microsoft excel's solver tool in preparing a diversified investment portfolio
... diversified investment portfolio serving as a tool for both the individual investor and the financial manager in their decision ...an investment portfolio based on asset diversification in ...
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JISTEM J.Inf.Syst. Technol. Manag. vol.11 número2
... IT investment portfolio process (PROCPORTF) had been drafted based on the main characteristics of these governance mechanisms, as described in academic studies, best practice models and other literature ...
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EFFICIENCY OF THE INVESTMENT STRATEGY OF THE INSURANCE COMPANIES IN UKRAINE
... effective investment strategy of the insurance ...funds, investment strategy can be aggressive, moderate and ...conservative investment strategy are ...the investment portfolio of ...
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Insider trading, investment, and liquidity: a welfare analysis
... We compare competitive equilibrium outcomes with and without trading by a privately infonned "monopolistic" insider, in a model with real investment portfolio choices ex ant[r] ...
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INSTITUTIONAL SUPPORT SOSIAL INSURANCE AGAINST OCCUPATIONAL ACCIDENTS IN UKRAINE
... effective investment strategy of the insurance ...funds, investment strategy can be aggressive, moderate and ...conservative investment strategy are ...the investment portfolio of ...
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MASTER in FINANCE MASTER’S FINAL WORK
... To start, is important to note that again all the estimated portfolios are below the true efficient frontier and so, none of them presents a Sharpe ratio equal or higher than the ratio of the true tangent ...
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Desempenho de fundos de obrigações socialmente responsáveis no mercado Norte-Americano
... Como supramencionado o modelo não condicional que vou utilizar é o modelo referente á formula 1. Para a escolha das variáveis a utilizar, baseei-me no trabalho de Derwall, J., & Koedijk, K. (2009), sendo que, sempre ...
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Active versus passive management : the case of BOVESPA
... a portfolio, following the point of view of Markowitz is, according to Rubinstein (2002), very common between portfolio managers, in its construction and in its evaluation as ...of portfolio return ...
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Quantitative Equity Portfolio Optimization Model
... Markowitz portfolio clearly prefers to invest in defensive industries in detriment of cyclical Industries, by overweighting and underweighting positions respectively against the ...the portfolio puts ...
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Why is patent production so comparatively low at Petrobras?
... a portfolio, and is therefore a better measure of Petro bras’ young IP efforts relative to its ...Its portfolio is also reasonably ...patent portfolio quality is therefore lower than its ...
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Gerenciamento do portfolio de projetos: um estudo exploratório.
... Resumo: Os principais conceitos de gerenciamento de portfolio de projetos (PPM – Project Portfolio Management) ainda têm pouca penetração nas empresas. Apesar do desenvolvimento acadêmico, as técnicas de ...
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Subadditive probabilities and portfolio inertia
... Neumann-Morgenstern utility function is differentiable, the portfolio indifference curves may be kinked.. We now assume that the individual is uncertain about the pr[r] ...
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A portfolio view of consumer credit
... the portfolio of all investments. The traditional subject of portfolio-risk research has been ...especially portfolio-level analysis, even though they are typically held in large portfolios of ...
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Project investment analysis
... In terms of the WACC this positive effect will be offset by two negative effects: creditors will require an increasing interest rate (if the firm already has debt) and in[r] ...
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Interface (Botucatu) vol.21 número60
... Reflective Portfolio has been used as an evaluation tool to stimulate critical and reflective thinking and create conditions for the exercise of an ethical sense in medical ...Reflective Portfolio as a ...
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State Detection in a Financial Portfolio wdcfwde
... Portfolio investment is one form to do investment with low risk value when compared with single stock investment. One well known study [4] presented a statistic process to select some stocks ...
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O Portfolio Como Instrumento de Avaliação da Aprendizagem em Escola Montessoriana
... the portfolio as a tool for evaluating the learning of students from 6 to 9 years of elementary school of a Montessori ...the portfolio as a means of evaluation is not its physical format, but the design of ...
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Se connaître et s’orienter grâce au e-portfolio
... In. the. current. university. context,. numerous. stu- dents meet dificulties with their career guidance. In. order. to. support. the. active. elaboration. of. their. project.of.career,.an.approach.seems.to.be.relevant,. ...
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Recycled materials for the investment casting process
... Instytut Technik Wytwarzania Politechniki Warszawskiej, ul. Recykling materia ł owy by ł ukierunkowany po pierwsze na zmniejszenie ilo ci odpadów w odlewniach precyzyjnych, po drugie u[r] ...
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