Download or read book An Optimal Control Approach to Portfolio Diversification on Large Cap Stocks Traded in Tokyo Stock Exchange written by Norizarina Ishak and published by . This book was released on 2019 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this chapter, Markowitz mean-variance approach is proposed for examining the best portfolio diversification strategy within three subperiods which are during the global financial crisis (GFC), post-global financial crisis, and during the non-crisis period. In our approach, we used 10 securities from five different industries to represent a risk-mitigation parameter. In this way, the naive diversification strategy is used to serve as a comparison for the approach used. During the computation process, the correlation matrices revealed that the portfolio risk is not well diversified during non-crisis periods, meanwhile, the variance-covariance matrices indicated that volatility can be minimized during portfolio construction. On this basis, 10 efficient portfolios were constructed and the optimal portfolios were selected in each subperiods based on the risk-averse preference. Performance-wise that optimal portfolio dominated the naïve strategy throughout the three subperiods tested. All the optimal portfolios selected are yielding more returns compared to the naïve portfolio.
Download or read book Control Systems in Engineering and Optimization Techniques written by P. Balasubramaniam and published by BoD – Books on Demand. This book was released on 2022-05-04 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: The portfolio diversification strategy study is useful to help investors to plan for the best investment strategy in maximizing return with the given level of risk or minimizing risk. Further, a new set of generalized sufficient conditions for the existence and uniqueness of the solution and finite-time stability has been achieved by using Generalized Gronwall-Bellman inequality. Moreover, a novel development is proposed to solve classical control theory’s difference diagrams and transfer functions. Advanced TCP strategies and free parametrization for continuous-time LTI systems and quality of operation of control systems are presented.
Download or read book Portfolio Diversification written by Francois-Serge Lhabitant and published by Elsevier. This book was released on 2017-09-26 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: Portfolio Diversification provides an update on the practice of combining several risky investments in a portfolio with the goal of reducing the portfolio's overall risk. In this book, readers will find a comprehensive introduction and analysis of various dimensions of portfolio diversification (assets, maturities, industries, countries, etc.), along with time diversification strategies (long term vs. short term diversification) and diversification using other risk measures than variance. Several tools to quantify and implement optimal diversification are discussed and illustrated. - Focuses on portfolio diversification across all its dimensions - Includes recent empirical material that was created and developed specifically for this book - Provides several tools to quantify and implement optimal diversification
Download or read book The Large Cap Portfolio written by Thomas Villalta and published by John Wiley & Sons. This book was released on 2012-04-12 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: The practical guide to finding value and opportunity in large-cap stocks using investor behavior Large-Cap is an abbreviation of the term "large market capitalization" and refers to the stock of publicly traded companies with market capitalization values of roughly more than $10 billion, like Walmart, Microsoft, and Ford. Because of their size, the conventional view is that these companies do not present investors with an ability to be opportunistic. The Large-Cap Portfolio + Website argues that, contrary to popular perceptions, significant opportunities exist in these stocks. Written with a fluency that both the savvy amateur and professional investor will understand, the book fills a void in the market by offering the practitioner a methodology to identify and approach the major assumptions that underlie valuation, with an emphasis on issues that are more relevant to the analysis of large-cap stocks. Full of useful information on how to reap the rewards of stocks that most investors avoid Presents essential insights into understanding stock valuation Includes an actionable chapter devoted to portfolio management Packed with timely instruction, Large-Cap Portfolio gives readers invaluable insights and examples of how to build portfolios that will out-perform broad market benchmarks.
Download or read book Summary The Gone Fishin Portfolio written by BusinessNews Publishing, and published by Primento. This book was released on 2014-10-28 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: The must-read summary of Alexander Green's book: "The Gone Fishin' Portfolio: Get Wise, Get Wealthy...and Get On With Your Life". This complete summary of the ideas from Alexander Green's book "The Gone Fishin' Portfolio" shows that the best long-term investment approach is to manage your money yourself and set up your investments using the "Gone Fishin' Portfolio" as your central strategy. In his book, the author explains each stage of this strategy and why it is the safest and simplest way to reach your goals. This summary provides readers with the tools they need to take control of their portfolio and reclaim their most precious resource - time. Added-value of this summary: • Save time • Understand key concepts • Expand your investment knowledge To learn more, read "The Gone Fishin' Portfolio" and find out how you create the best investment portfolio that won't take up all of your time!
Download or read book High Performance Managed Futures written by Mark H. Melin and published by John Wiley & Sons. This book was released on 2010-08-13 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: A provocative and insightful look at using managed futures to diversify investment portfolios Financial advisors have long ignored managed futures. Yet, in the past thirty years, managed futures have significantly outperformed traditional stock and bond investments. In High-Performance Managed Futures: The New Way to Diversity Your Portfolio, author Mark H. Melin advises investors to question the commonly held belief of stocks and bonds, buy and hold. The first book of its kind, Melin advances a Nobel Prize winning investment method that’s been updated for today’s world to describe how managed futures can be used to design portfolios independent of the ups and downs of the stock market. The book: • Details a new path for managing investments that’s not entirely dependent on the economy at large • Describes meaningful asset diversification, while exposing Wall Street myths on the subject Many of today’s investor’s are betrayed by either short-term thinking or the now outdated buy and hold investing philosophy. High-Performance Managed Futures details how to develop a stock market neutral investment portfolio designed for success in the long-term.
Download or read book CAIA Level I written by CAIA Association and published by Wiley. This book was released on 2012-04-03 with total page 896 pages. Available in PDF, EPUB and Kindle. Book excerpt: The official study text for the Level I Chartered Alternative Investment Analyst (CAIA) exam The Chartered Alternative Investment Analyst (CAIA) designation is the financial industry's first and only globally recognized program that prepares professionals to deal with the ever-growing field of alternative investments. The second edition of CAIA Level I: An Introduction to Core Topics in Alternative Investments contains comprehensive insights on the alternative investment issues a potential Level I candidate would need to know about as they prepare for the exam. The information found here will help you build a solid foundation in alternative investment markets—with coverage of everything from the characteristics of various strategies within each alternative asset class to portfolio management concepts central to alternative investments. Uses investment analytics to examine each alternative asset class Examines quantitative techniques used by investment professionals Addresses the unique attributes associated with the alternative investment space Offers an online study guide outlining learning objectives and keywords This book is a must-have resource for anyone contemplating taking the CAIA Level I exam. So if you're ready to take your first step toward the CAIA charter, take the time to understand the insights offered here.
Download or read book Strategic Portfolio Management for Long term Investments written by Florian Herzog and published by . This book was released on 2005 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Volume Based Portfolio Strategies written by Alexander Brändle and published by Springer Science & Business Media. This book was released on 2010-06-28 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: Alexander Brändle investigates the relationship between different measures of trading volume and returns in the Swiss stock market. He discovers that stocks with unusual trading volume in a given month experience systematically higher subsequent returns.
Download or read book The Stock Selector System written by Michael D. Sheimo and published by Wiley. This book was released on 1994-12-19 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive discussion of the relative risks and rewards of diversifying investment styles. The author presents the Stock Selector which outlines his own method for classifying types of companies in order to find the best stocks. Explains how to customize investment strategies to meet individual requirements. A special section describes how to adjust stock portfolios to keep pace with changing needs and overall market conditions.
Download or read book International Diversification with Large and Small Cap Stocks written by Wei Huang and published by . This book was released on 2015 with total page 49 pages. Available in PDF, EPUB and Kindle. Book excerpt: To the extent that investors diversify internationally, large-cap stocks receive the dominant share of fund allocation. Increasingly, however, returns to large-cap stocks or stock market indices tend to co-move, mitigating the benefits from international diversification. In contrast, stocks of locally oriented, small companies do not exhibit the same tendency. In this paper, we assess the potential of small-cap stocks as a vehicle for international portfolio diversification during the period 1980-1999. We show that the extra gains from the augmented diversification with small-cap funds are statistically significant for both in-sample and out-of-sample periods and remain robust to the consideration of market frictions.
Download or read book International Diversification of Investment Portfolios written by Cheol S. Eun and published by . This book was released on 1991 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stock Answers written by Jonathan Clements and published by . This book was released on 1988 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Portfolio Selection written by Harry M. Markowitz and published by . This book was released on 1959 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Contrarian Strategy for Growth Stock Investing written by Donald Peters and published by Praeger. This book was released on 1993 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: Relatively few academics or practitioners have systematically explored growth stocks. Growth stocks usually involve exciting companies whose sales and earnings are growing significantly faster than other companies and the economy in general. This book finds that high expectation growth stocks or the ones that everyone loves have poor relative returns. Low expectation growth stocks, however, have strong performance. The author uses the PE/GROWTH ratio to rank the market's expectations for these stocks. The book shows how investors may be able to ascertain whether the interests of a public company's management are aligned with those of shareholders. Sophisticated and institutional investors will find the book's thorough analysis and insightful perspective on growth stocks very informative. The short-term mean reverting aspects of growth stocks are uncovered, and other market microstructure anomalies are discussed. The work addresses practical trading ideas and the need for diversification. Ideal as supplemental reading for courses in investment management and finance, this book examines the components of trading costs and presents arguments for a patient trading style.
Download or read book The Large Cap Portfolio Web Site written by Thomas Villalta and published by . This book was released on 2012 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: The practical guide to finding value and opportunity in large-cap stocks using investor behavior Large-Cap is an abbreviation of the term "large market capitalization" and refers to the stock of publicly traded companies with market capitalization values of roughly more than $10 billion, like Walmart, Microsoft, and Ford. Because of their size, the conventional view is that these companies do not present investors with an ability to be opportunistic. The Large-Cap Portfolio + Website argues that, contrary to popular perceptions, significant opportunities exist in these stocks. Written with a fluency that both the savvy amateur and professional investor will understand, the book fills a void in the market by offering the practitioner a methodology to identify and approach the major assumptions that underlie valuation, with an emphasis on issues that are more relevant to the analysis of large-cap stocks. Full of useful information on how to reap the rewards of stocks that most investors avoid Presents essential insights into understanding stock valuation Includes an actionable chapter devoted to portfolio management Packed with timely instruction, Large-Cap Portfolio gives readers invaluable insights and examples of how to build portfolios that will out-perform broad market benchmarks.
Download or read book Document concernant le film Ariane jeune fille russe d apr s le roman de Claude Anet 1932 written by and published by . This book was released on 1896 with total page 2 pages. Available in PDF, EPUB and Kindle. Book excerpt:
