Multi-objective investment portfolio optimization by Ochani, Aditya Sanjay

“…Moreover, the ability to use multi-objective functions not only cater to a wider range of possibilities but also provide a much higher accuracy for efficient asset allocation. Evolutionary algorithms using multiple objective functions prove to be much more efficient than traditional optimization techniques.This project focuses on the use of a few popular Multi-objective Evolutionary Algorithms to build well-diversified portfolios. …”
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Performing Finance: The Industry, the Media and Its Image. by Clark, G, Thrift, N, Tickell, A

“…Much of the academic finance literature has been devoted to theoretical principles concerning portfolio design, the efficient market and strategic asset allocation. Similarly, industry organization studies have been concerned with the fundamentals of firm structure, entry and exit from the industry, and spatial and industrial concentration. …”

Performing finance: the industry, the media, and its image by Clark, G, Thrift, N, Tickell, A

“…Much of the academic finance literature has been devoted to theoretical principles concerning portfolio design, the efficient market and strategic asset allocation. Similarly, industry organization studies have been concerned with the fundamentals of firm structure, entry and exit from the industry, and spatial and industrial concentration. …”

Macroeconomic Determinants Of Stock Market Volatility: An Empirical Study Of Malaysia And Indonesia by Nikmanesh, Lida, Mohd Nor, Abu Hassan Shaari

“…The results of the present study provide more precise information for investors making decisions relating to asset allocation. Additionally, the findings are beneficial for managers and policy makers seeking to reduce the negative effects of stock market volatility on economic performance.…”
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Essays on financial instability and crises by Elard, I

“…</p> <p>The second paper, entitled <b>“Unconventional Monetary Policy and Asset Allocation of International Mutual Funds,”</b> a joint work with Gino Cenedese and Menno Middeldorp (both at the Bank of England), analyses the spillovers of unconventional monetary policy from the US to the Rest of the World. …”

Optimal investment strategies and profit shares distributions: A stochastic control approach by Lungelo S. Mamba, Gcina M. Maziya, Vusi M. Magagula

“…The objective of the insurer is to optimize profit shares distributions and asset allocation strategies. In this setting, a stochastic control approach is used to formulate a dynamic portfolio optimization problem. …”
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Deleveraging and decapacity: A comparative analysis of corporate capital allocation based on asset reversibility. by Songbo Jia, Chenying Sang, Shiwei Su, Jianxiang Xu

“…The results show that: (1) Deleveraging and decapacity can significantly increase financial capital allocation by 3.67%, and decapacity can increase investment-related capital allocation by 0.63%. This indicates asset allocation optimization for sustainable development. (2) High asset reversibility can weaken the effect of deleveraging on financial capital allocation while strengthening the effect of decapacity on capital investment. (3) The impact of deleveraging and decapacity may vary among companies due to heterogeneous asset reversibility resulting from geographical locations and technological intensities. …”
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Aspects of manager, portfolio allocation, and fund performance in Brazil by Cláudia Olímpia Neves Mamede Maestri, Rodrigo Fernandes Malaquias

“…In emerging countries both portfolio asset allocation and manager characteristics can help explain differences in the fund performance, which increases the relevance of this study. …”
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Investor sentiment and the interdependence structure of GIIPS stock market returns: A multiscale approach by Samuel Kwaku Agyei, Ahmed Bossman

“…Regardless of their bad performance in crisis periods, their role(s) in asset allocation and portfolio management cannot go unnoticed. …”
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Time-frequency analysis of financial stress and global commodities prices: Insights from wavelet-based approaches by Mohammed Armah, Godfred Amewu, Ahmed Bossman

“…As such, by acknowledging the response of different commodities to financial stress, asset allocation should factor in commodities that offer opposing responses to a financial stress to hedge downside risks associated with portfolios. …”
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Is real estate a real diversifier in Pakistan? An ARDL approach by Hafsa Rasheed, Habib Ahmad, Attiya Yasmin Javid, Idrees Khawaja

“…Findings suggest that Pakistani investors must incorporate real estate in their asset allocation strategy for diversifying their portfolios. …”
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EVALUATION OF THE FINANCIAL PERFORMANCE OF PENSION FUNDS IN CROATIA by Dražen Novaković

“…The analysis furthermore includes evaluation of pension funds’ asset allocation. The period of analysis covers twelve years, from the establishment of pension funds in Croatia in 2002 until 2013. …”
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Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management by Basak, Suleyman, Pavlova, Anna, Shapiro, Alex

“…This gives the manager an implicit incentive to exploit the well-documented positive fund-flows to relative-performance relationship by manipulating her risk exposure. In a dynamic asset allocation framework, we show that as the year-end approaches, the ensuing convexities in the manager's objective induce her to closely mimic the index, relative to which her performance is evaluated, when the fund's year-to-date return is sufficiently high. …”
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Appropriateness and feasibility of targeted diversification in a private equity portfolio by Browne, Kathleen R. (Kathleen Rose)

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Managing portfolios of products and securities by Quinteros, Martin

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Evaluasi Manajemen Portofolio Aset Kekayaan Bapak Ahmad by , Hutomo Rusdianto, , Prof. Dr. Tandelilin Eduardus, M.B.A.

“…This thesis discusses the client profile based on the type of risk-taking, evaluate portfolio asset allocation of wealth and formulate alternative solutions for client based on the pillars contained in the Wealth Management. …”

The cost of Sharia investing : comparative empirical study in Indonesian stock market / Muhammad Rifqi by Rifqi, Muhammad

“…We also perform portfolio simulation to assess the diversification capability of JII from strategic asset allocation perspective. Our findings indicate that despite JII outperforms JCI during pre-crisis in terms of raw and risk-adjusted returns, it underperforms JCI in all other sub-periods. …”
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Measuring alpha in the fund management industry : do gender and investment strategies matter? by Babalos, Vassilis, Caporale, Guglielmo Maria, Philippas, Nikolaos

“…These results have important implications for fund management companies and for retail investors’ asset allocation strategies.…”
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Variation, jumps, market frictions and high frequency data in financial econometrics by Shephard, N, Barndorff-Nielsen, O

“…This work is likely to have deep impacts on the econometrics of asset allocation and risk management. One of our observations will be that inferences based on these methods, computed from observed market prices and so under the physical measure, are also valid as inferences under all equivalent measures. …”

Shari'ah issues of structured products in Malaysian lslamic capital market industry by Md Nor, Mohd Zakhiri

“…Structured products are generally defined as pre-packaged investment products that combine two or more financial instruments, one of which is a -They have been created to meet specific needs that cannot be met from the standardized financial instruments available in the markets.In addition, they are used as an alternative to a direct investment and as part of the asset allocation process to reduce risk exposure of a portfolio. …”
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