Improving pension savings investing: The case of Russia by Alexander E. Abramov, Maria I. Chernova

“…Pension savings investments were further affected by the economic policy aimed at the minimal return requirements which resulted in a more conservative asset allocation strategy and inefficient active management in non-state pension funds. …”
Get full text

STRATEGI PENGALOKASIAN ASET DALAM RANGKA OPTIMALISASI PERTUMBUHAN KEKAYAAN PADA MASA TRANSISI BAPAK KUSHENDY by , Aulia Gema Fahmi, , Prof. Dr. Eduardus Tandelilin, M.B.A., CWM

“…Wealth management at this time focused on asset allocation in the form of physical assets, particularly in the form of land or house assets. …”

Study of mutual fund styles, classification and performance. by Kwan, Kah Kit., Chan, Chee Kong., Kang, Khong Weng.

“…This Applied Research Project involves using Sharpe’s methodology to estimate the asset allocation values of a sample of twenty-two Australian Balanced Funds by regressing the monthly returns of these funds with five selected asset classes.…”
Get full text

Analisis Manajemen Investasi Dalam Akumulasi Kekayaan Pak Wiryawan by , Riyan Helis Miroj, , Prof. Dr. Eduardus Tandelilin, MBA

“…Client on the year 2011 was 52 years old, who have problem on the asset allocation. Client just invests in property sector. …”

Performance of unit trusts in Singapore by Lai, Chen-Yu, Tan, Hui Jun, Teo, Lynn Lay Eng

“…In particular, emphasis is placed on the selections of fund managers, investment objectives and strategies, asset allocation decisions, as well as the much discussed CPF approved funds.…”
Get full text

The Wisdom of Twitter Crowds:Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds by Azar, Pablo Daniel, Lo, Andrew W

“…They find that a tweet-based asset allocation strategy outperforms several benchmarks—including a strategy that buys and holds a market index, as well as a comparable dynamic asset allocation strategy that does not use Twitter information.…”
Get full text
Get full text
Get full text

Active portfolio management adapted for the emerging markets by Nam, Dohyen

Get full text

Robust reconnaissance asset planning under uncertainty by Culver, David M. (David Martin)

Get full text

Optimization of portfolios with and without constraints using evolutionary algorithms by Siddhant Gupta.

“…One quantitative approach that has generated considerable interest and extensive practice in the past few years is asset allocation. Very simply defined, asset allocation is the process of selecting a mix of asset classes and allocating capital to those assets by matching rates of return to a specified and quantifiable tolerance for risk. …”
Get full text

Textual knowledge integration for financial asset management by Xing, Frank Zhutian

“…The scenario when investors need to manage a large number of financial assets has an essential difference from what most of the people do for stock movement prediction today. In traditional asset allocation models, expected returns and correlations of financial assets are difficult to estimate from historical price series, which are non-stationary and volatile. …”
Get full text
Get full text

Nonprofit disease foundation investments in biotechnology companies : an evaluation of venture philanthropy by Fielding, Sarah (Sarah Tabbals)

Get full text

Institutional investor expectations, manager performance, and fund flows by Jones, H, Martinez, J

“…Using survey data, we analyze institutional investors’ expectations about the future performance of fund managers and the impact of those expectations on asset allocation decisions. We find that institutional investors allocate funds mainly on the basis of fund managers’ past performance and of investment consultants’ recommendations, but not because they extrapolate their expectations from these. …”

The Nexus between Formal Credit and E-Commerce Utilization of Entrepreneurial Farmers in Rural China: A Mediation Analysis by Shaoxiong Yang, Huiling Wang, Zhengxiao Wang, Mansoor Ahmed Koondhar, Linxue Ji, Rong Kong

“…Furthermore, when the bootstrap method was used to examine the mediating effect, we found that formal credit has a positive and significant effect on the utilization of e-commerce through four channels, which are internet learning, asset allocation, labor allocation and income growth. Hence, the findings suggest that the government should augment the amount of formal credit to optimize entrepreneurial farmers’ internet learning, asset allocation, labor employment and income growth, thereby promoting e-commerce to achieve entrepreneurial transformation and sustainable development in rural areas.…”
Get full text

Aspects of volatility targeting for South African equity investors by Bhekinkosi Khuzwayo, Eben Mare

“…We use the three month rolling implied volatility as an indicator of future volatility to influence our asset allocation. We compare investments based on different volatility targets to the performance of bonds, equities, property as well as the Absolute Return peer mean. …”
Get full text

Optimal option portfolio selection with simulation techniques by Liu, Bingyan

“…We propose a method to solve the problem of asset allocation for option portfolios using simulations. …”
Get full text

How Defined, Benefit Pension Assets Affect the Returns and Volatility of the Sponsor’s Stock by Brooks Marshall, Timothy B. Michael, David M. Maloney, Faramarz Damanpour

“…This work shows that by extracting the pension component of returns, two types of insights result: first, an enhanced understanding of the underlying risk and return of the firm’s net core assets; and, second, an enhanced perspective of the potential benefit from incorporating pension asset allocation into overall risk management.   …”
Get full text

Fitting vast dimensional time-varying covariance models by Shephard, N, Sheppard, K, Engle, R

“…Building models for high dimensional portfolios is important in risk management and asset allocation. Here we propose a novel and fast way of estimating models of time-varying covariances that overcome an undiagnosed incidental parameter problem which has troubled existing methods when applied to hundreds or even thousands of assets. …”

Fitting vast dimensional time-varying covariance models by Pakel, C, Shephard, N, Sheppard, K, Engle, RF

“…Estimation of time-varying covariances is a key input in risk management and asset allocation. ARCH-type multivariate models are used widely for this purpose. …”

Understanding the underlying potential of listed property companies by Mohd. Ali, Hishamuddin, Mohamed Razali, Muhammad Najib, Azmi, Nurul Afiqah, Rozman, Ahmad Tajjudin

“…It has been observed that most of the previous researches have focused on risk adjusted return, diversification potential, optimal asset allocation and the dynamics of volatility of the investment whilst studying the performance of listed property companies. …”

Contracts, not concrete : de-risking private finance of sustainable infrastructure in emerging markets by O'Dea, Liam James

Get full text