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Using industry momentum to improve portfolio performance
(Elsevier Science Bv, 2012-05)
Minimum-variance portfolios, which ignore the mean and focus on the (co)variances of asset returns, outperform mean-variance approaches in out-of-sample tests. Despite these promising results, minimum-variance policies ...
Portfolio performance under tracking error and benchmark volatility constraints
(Universidad ESAN. ESAN EdicionesPE, 2021-06-30)
Purpose. Using a portfolio comprising liquid global stocks and bonds, this study aims to limit absolute risk to that of a standardised benchmark and determine whether this has a significant impact on expected return in ...
Optimal Portfolio Allocation for Latin American Stock IndicesAlocação ótima de portfólio para índices de ações Latino Americanas
(Pontificia Universidad Javeriana, 2018)
Optimal Portfolio Allocation for Latin American Stock IndicesAlocação ótima de portfólio para índices de ações Latino Americanas
This article uses four methods to derive optimal portfolios comprising investments in the seven most representative stock exchanges in Latin America from 2001 to 2006 and it studies their composition and stability through ...
Performance of the Banking Investment Portfolio According to the Indicators Applied Research
(Universidad del Zulia, 2019)
Método de monitoramento para gestão de portfólio de produtos
(Universidade do Vale do Rio dos Sinos, 2016-02-29)
Product Portfolio Management is attracting the interest of the managers of the corporations. With the competitiveness of the market, it is difficult to find an organization that does not have a portfolio of products to ...
Método de monitoramento para gestão de portfólio de produtos
(Universidade do Vale do Rio dos Sinos, 2016-02-29)
Product Portfolio Management is attracting the interest of the managers of the corporations. With the competitiveness of the market, it is difficult to find an organization that does not have a portfolio of products to ...
Product portfolio management and performance: Evidence from a survey of innovative Brazilian companies
(2016-11-01)
Portfolio management is gaining increasing attention from researchers and practitioners involved in innovation and product development. In this context, this study aims to analyze the product portfolio management practices ...