Search results

...[Alpha (investment)|Alpha]]) of a few of them; the model finds the optimum portfolio to hold under such conditions. ...es for which the investor has made a prediction about alpha. In the active portfolio the weight of each stock is proportional to the alpha value divided by the ...

...strained portfolio selection''' is an approach to [[portfolio optimization|portfolio selection]] under [[loss aversion]]. The chance-constrained portfolio problem is then to find: ...

...mathematics]], a '''self-financing portfolio''' is a [[portfolio (finance)|portfolio]] having the feature that, if there is no ...le [[Admissible trading strategy|admissible strategies]] and [[Replicating portfolio|replicating portfolios]], the latter being fundamental for [[Rational prici ...

{{Short description|Investment portfolio which occupies the "efficient" parts of the risk-return spectrum}} ...er''' (or '''portfolio frontier''') is an investment [[portfolio (finance)|portfolio]] which occupies the "efficient" parts of the [[risk–return spectrum]]. ...

...ts in the portfolio. Here a mutual fund refers to any specified benchmark portfolio of the available assets. There are two advantages of having a mutual fund t ==Portfolio separation in mean-variance analysis== ...

{{Short description|Means of measuring historical investment portfolio performance}} ...ent portfolio performance, compensating for external flows into/out of the portfolio during the period.<ref name="Schwab2007">{{cite book|author=Charles Schwab| ...

...nomics)|consumption]] that are attained by withdrawing some funds from the portfolio after each time period. {{See also|Stochastic programming#Multistage portfolio optimization}} ...

...[[asset class]]es or other factors, interpreted as a measure of a fund or portfolio manager's [[investment style]]. While the model is most frequently used to ...llocation decisions accounted for greater than 90% of the variability in a portfolio's performance.<ref>http://www.multnomahgroup.com/resources/white-papers/ret ...

{{redirect|Mean-variance analysis|mean-variance portfolio theory|Modern portfolio theory|and|Mutual fund separation theorem}} ...ploy '''mean-variance analysis''', and focus on the mean and variance of a portfolio's final value. ...

...sales. Furthermore, they do not originate from the income generated by the portfolio's investments, such as interest, coupons, or dividends. ...eginning of Year 1, and another $1,000 at the beginning of Year 2, and the portfolio has a total value of $1,500 at the end of the Year 2. The net gain over the ...

| contributions = [[Maslowian Portfolio Theory]]<br>[[solution to the Fallacy of Large Numbers]] ...ed by [[Paul A Samuelson]] in 1963) and his formulation of the [[Maslowian Portfolio Theory]] in the field of investment advice (and annex theory [[Target Orien ...

...t description|Mathematical theory for analyzing stock market structure and portfolio behavior}} ...ive assumptions, which serve as a basis for earlier theories like [[modern portfolio theory]] (MPT) and the [[capital asset pricing model]] (CAPM), are absent f ...

by the cost of a portfolio which hedges three main risks [[Greeks (finance)|Black–Scholes Delta sensitivity]]) then the hedging portfolio ...

...info-metrics framework can also be used to test hypotheses about competing theories or [[Causality|causal mechanisms]]. ...l itself. Last, the same basic framework can be used to develop new models/theories, validate these models using all available information, and test statistica ...

...ratio]] and can be more resistant to market downturns than the traditional portfolio. Risk parity is vulnerable to significant shifts in correlation regimes, su ...b/20160625113637/http://quant.stackexchange.com/questions/3114/risk-parity-portfolio-construction|url-status=live}}</ref> ...

...] and [[Investment management#Investment managers and portfolio structures|portfolio management]] on the other.<ref>{{cite web|title=Quantitative Finance|url=ht ...equire advanced quantitative techniques: derivatives pricing, and risk and portfolio management. One of the main differences is that they use different probabil ...

...a theoretical basis or precursor for the new Latent Trait or Item Response Theories. (Andrich, 1978). These models are now standard, especially in item banking ...rt of Digital Assess, and based on the original MAPS (software) assessment portfolio system, now known as Manage. Goldsmiths, TAG Developments and Pollitt ran t ...

...financial applications, including fraud detection, stock price prediction, portfolio optimization, and product recommendation. ...pler version of the same result. These simplifications make the respective theories not only easier to analyze but also easier to implement on a computer. ...

...unobu |date=September 2021 |title=The effects of electoral anticipation on portfolio allocation |url=http://journals.sagepub.com/doi/10.1177/1354068820914547 |j [[Category:Political theories]] ...

...ct=256987 Valuing Companies by Cash Flow Discounting: Ten Methods and Nine Theories], Pablo Fernandez: University of Navarra - IESE Business School</ref> * Defining the growth strategy as a portfolio of best suited growth initiatives considering a multidimensional set of cri ...