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Art as investment
(2022-05)
This paper applies the Fama-French three-factors model, augmented with Momentum and Liquidity factors, to analyze Art as an Investment. It also compares investing in Art to several other traditional and non-traditional ...
Reinterpreting the mutual fund theorem: the risk portfolio as a tactical overlay
(2017)
The Mutual Fund Theorem is an elegant way of describing how investors with different attitudes towards risk should construct their portfolios. It is, however, often misinterpreted. This paper revisits the topic by defining ...
Performance of the Banking Investment Portfolio According to the Indicators Applied Research
(Universidad del Zulia, 2019)
A new approach to modeling and analysis portfolio investment solutions
(Universidad del Zulia, 2019)
Otimização de carteiras de investimentos utilizando algoritmo evolutivo multiobjetivo
(Florianópolis, SC., 2022-03-17)
Investidores em geral buscam maximizar seus retornos ao mesmo tempo em que minimizam seus riscos. Porém, a escolha dos ativos e seus pesos dentro de uma carteira de investimentos para a obtenção dos objetivos citados, não ...
On the optimal investment
(Springer New York LLC, 2016)
In 1988 Dybvig introduced the payoff distribution pricing model (PDPM) as an alternative to the capital asset pricing model (CAPM).Under this newparadigm agents preferences depend on the probability distribution of the ...
Real estate and portfolio management: examining diversification properties
(Universidade Federal do Rio Grande do Sul, 2007)
Real estate and portfolio management: examining diversification properties
(Universidade Federal do Rio Grande do Sul, 2007)
Real estate and portfolio management: examining diversification properties
(Universidade Federal do Rio Grande do Sul, 2007)
Optimal Portfolio Allocation for Latin American Stock IndicesAlocação ótima de portfólio para índices de ações Latino Americanas
(Pontificia Universidad Javeriana, 2018)