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Showing 1 to 20 of 83 for “"portfolio selection"”.

  1. IT portfolio selection and IT synergy

    … framework of IT (Information Technology) portfolio management, and (2) to identify the effect of IT synergy on IT portfolio selection of a firm. The first chapter presents a methodological framework for IT project selection. As the size of IT investment in firms dramatically increases, the …

    uiuc Repository record for IT portfolio selection and IT synergy (opens in a new tab)

  2. Security Risk, Input Generation and Portfolio Selection

    Made available in DSpace on 2014-12-14T14:17:05Z (GMT). No. of bitstreams: 1 7709220.pdf: 9115018 bytes, checksum: f65f291bc38e0d65559f117a92f6a5f1 (MD5) Previous issue date: 1976

    uiuc Repository record for Security Risk, Input Generation and Portfolio Selection (opens in a new tab)

  3. Hedge funds and higher moment portfolio selection

    … (2005). It extends the methodology to optimise portfolios without a unity-variance constraint. In addition, this study augments the application of Davies et al (2005) beyond that of fund of hedge fund portfolio construction to also incorporate the traditional asset classes of equities, bonds and …

    cape-town Repository record for Hedge funds and higher moment portfolio selection (opens in a new tab)

  4. Hedge funds and higher moment portfolio selection

    … crucial constituents in a fund of hedge funds portfolio. When comparing optimised multi-asset class portfolios including an allocation to hedge funds, the results show that meanvariance optimisation overallocates to the hedge fund class on the basis of its high reward to volatility ratio.

    cape-town Repository record for Hedge funds and higher moment portfolio selection (opens in a new tab)

  5. Market outperformance by nonparametric, simugram-based portfolio selection

    A new portfolio selection system is presented which weights components in a target major market index such that the resulting portfolio consistently outperforms the underlying market index by most any multi-period return measure. This is accomplished by use of the simugram, which gives a …

    rice Repository record for Market outperformance by nonparametric, simugram-based portfolio selection (opens in a new tab)

  6. Portfolio Selection by Index Models: An Empirical Test

    Made available in DSpace on 2014-12-11T23:19:50Z (GMT). No. of bitstreams: 1 7317592.pdf: 5626168 bytes, checksum: 089d7afddca1b51af477b74cacee5bd9 (MD5) Previous issue date: 1973

    uiuc Repository record for Portfolio Selection by Index Models: An Empirical Test (opens in a new tab)

  7. A Bank Portfolio Selection Theory for Japanese Commercial Banks

    Made available in DSpace on 2014-12-11T17:13:24Z (GMT). No. of bitstreams: 1 7414629.pdf: 3839811 bytes, checksum: c18b36494ca21a80c2e2c3b391f84f06 (MD5) Previous issue date: 1974

    uiuc Repository record for A Bank Portfolio Selection Theory for Japanese Commercial Banks (opens in a new tab)

  8. Portfolio selection using Random Matrix theory and L-Moments

    Markowitz's (1952) seminal work on Modern Portfolio Theory (MPT) describes a methodology to construct an optimal portfolio of risky stocks. The constructed portfolio is based on a trade-off between risk and reward, and will depend on the risk- return preferences of the investor. Implementation of …

    cape-town Repository record for Portfolio selection using Random Matrix theory and L-Moments (opens in a new tab)

  9. An investigation into higher and partial moment portfolio selection frameworks

    … moments of the distribution when conducting portfolio optimisation and selection. This is due partly to the weaknesses of mean-variance optimisation, as discussed throughout the dissertation, and the appropriateness of considering higher moments to better meet the investors utility functions. …

    cape-town Repository record for An investigation into higher and partial moment portfolio selection frameworks (opens in a new tab)

  10. Enterprise information technology project portfolio selection through system dynamics simulations

    … IT organization is how to select a project portfolio that is best aligned with the business strategies and to deliver highest value using limited IT resources. In this research paper, I examined in detail a recently proposed IT governance framework, designed a System Dynamics model based on …

    mit Repository record for Enterprise information technology project portfolio selection through system dynamics simulations (opens in a new tab)

  11. Multistage mean-variance portfolio selection in cointegrated vector autoregressive systems

    The problem of portfolio choice is an example of sequential decision making under uncertainty. Investors must consider their attitudes towards risk and reward in face of an unknown future, in order to make complex financial choices. Often, mathematical models of investor preferences and asset …

    mit Repository record for Multistage mean-variance portfolio selection in cointegrated vector autoregressive systems (opens in a new tab)

  12. Constrained portfolio selection with Markov and non-Markov processes and insiders

    Word processed copy. Includes bibliographical references (p. 158-168).

    cape-town Repository record for Constrained portfolio selection with Markov and non-Markov processes and insiders (opens in a new tab)

  13. Strategic Roadmapping and Technology Portfolio Selection for Heating Decarbonization in Canada

    … integrating strategic roadmapping and technology portfolio selection methodologies to evaluate pathways for transitioning Canada’s heating sector to net-zero emissions by 2050. By analyzing historical emissions, forecasting adoption trends for key technologies like heat pumps, and conducting …

    mit Repository record for Strategic Roadmapping and Technology Portfolio Selection for Heating Decarbonization in Canada (opens in a new tab)

  14. Three assets model for portfolio selection under a constrained consumption rate process

    … a particular case of an optimal consumption and portfolio selection problem for an infinitely lived investor whose consumption rate process is subject to downside constraint. We also suppose that the wealth dynamics is composed of three assets (i) risklessassets (ii) risky assets (iii) hedge …

    alabama Repository record for Three assets model for portfolio selection under a constrained consumption rate process (opens in a new tab)

  15. The predictive ability of discriminant analysis to identify takeover targets for portfolio selection

    … acquisition targets. The model is tested in a portfolio selection setting to determine its ability to identify portfolios capable of performance superior to that of the market. The sample in the model building phase is composed of seventy-one firms acquired during the years of 1976 and 1977. …

    vt Repository record for The predictive ability of discriminant analysis to identify takeover targets for portfolio selection (opens in a new tab)

  16. The impact of a conversational man-machine decision system on the portfolio selection process.

    Massachusetts Institute of Technology, Alfred P. Sloan School of Management. Thesis. 1973. M.S.

    mit Repository record for The impact of a conversational man-machine decision system on the portfolio selection process. (opens in a new tab)

  17. On the Topic of Portfolio Optimization

    … as a risk measure for the purpose of investment portfolio optimization and selection. First, we present an improved method of applying entropy as a risk in portfolio optimization. A new family of portfolio optimization problems called the return-entropy portfolio optimization (REPO) is introduced …

    york Repository record for On the Topic of Portfolio Optimization (opens in a new tab)

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