Xem 1-16 trên 16 kết quả Academic portfolio
  • A carefully wrought portfolio of work will be the single most important record and outcome of your architectural education. The major part of your education is always going to be the design of buildings as executed through drawings, models and other kinds of visual representation, and your portfolio records the ideas, the processes and the result of your work as a designer in the architecture studio as well as in other visually oriented classes.

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  • Technical analysis has been used by traders and analysts for centuries, but it has only recently achieved broad acceptance among regulators and the academic community. This chapter gives a brief overview of the field, compares technical analysis with other schools of analysis, and describes some of the main tools in technical analysis.

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  • Academics and students are committed to making a significant contribution to international knowledge and enhancing Dublin’s role as Ireland’s global gate-way. Civic engagement and interaction with industry are emphasised both in the curriculum and in the overall student experience. Collaboration with industry and professional bodies is embedded in many DIT programmes and is integral to how DIT continues to adapt to the ever-quickening pace of change globally.

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  • Hours are assigned to courses to reflect the value of resources used to provide the class, such as rooms, instructors, equipment, etc. Equivalent hours are used in the registration process but revert to zero when posted to the student’s academic history. Example: A seminar with a visiting professor, over and above existing degree requirements. The benefit obtained is primarily to account for the resources provided, to use in reporting to governments, and in maintaining the students’ financial aid position....

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  • In banking, especially in risk management, portfolio management, and structured finance, solid quantitative know-how becomes more and more important. We had a two-fold intention when writing this book: First, this book is designed to help mathematicians and physicists leaving the academic world and starting a profession as risk or portfolio managers to get quick access to the world of credit risk management. Second, our book is aimed at being helpful to risk managers looking for a more quantitative approach to credit risk. ...

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  • In banking, especially in risk management, portfolio management, and structured finance, solid quantitative know-how becomes more and more important. We had a two-fold intention when writing this book: First, this book is designed to help mathematicians and physicists leaving the academic world and starting a profession as risk or portfolio managers to get quick access to the world of credit risk management. Second, our book is aimed at being helpful to risk managers looking for a more quantitative approach to credit risk....

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  • Chris Adcock is Professor of Financial Econometrics in the University of Sheffield. His career includes several years working in quantitative investment management in the City and, prior to that, a decade in management science consultancy. His research interests are in the development of robust and non-standard methods for modelling expected returns, portfolio selection methods and the properties of optimized portfolios. He has acted as an advisor to a number of asset management firms. He is the founding editor of the European Journal of Finance. George A.

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  • In banking, especially in risk management, portfolio management, and structured finance, solid quantitative know-how becomes more and more important. We had a two-fold intention when writing this book: First, this book is designed to help mathematicians and physicists leaving the academic world and starting a profession as risk or portfolio managers to get quick access to the world of credit risk management.

    pdf286p transang3 29-09-2012 35 11   Download

  • Evaluating mutual fund performance is a topic of long-standing interest in the academic literature, but few if any studies have addressed the selection of an optimal portfolio of funds. Instead of using the historical data to estimate performance measures or produce fund rank- ings, this study uses the data to explore the mutual-fund investment decision.

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  • The content of this book has become ever more relevant after the recent 2007–2009 and 2011 financial crises, one consequence of which was greatly increased scepticism among investment professionals about the received wisdom drawn from standard finance, modern portfolio theory and its later developments.

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  • This is a good time for a review of the academic literature on evaluating portfolio performance, concentrating on professionally managed invest- ment portfolios. While the literature goes back to before the 1960s, recent years have witnessed an explosion of new methods for perfor- mance evaluation and new evidence on the subject. We think that several forces have contributed to this renaissance. The demand for research on managed portfolio performance increased as mutual funds and related investment vehicles became more important to investors in the 1980s and 1990s.

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  • To the extent that earnings and book values are some of the factors used to weight stocks in the portfolio, FI will systematically overweight “value” stocks and underweight “growth” stocks. Moreover, to the extent that FI attempts to underweight stocks with (temporarily) high market capitalizations, there will be a tendency for an FI portfolio to contain smaller-capitalization stocks compared with a cap-weighted index. According to Eugene Fama and Kenneth French (2007), RAFI is a “triumph of marketing, and not of new ideas.

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  • Coinciding with the option explosion, a large academic literature has emerged (See Murphy, 1999, for a summary) that examines the way in which executive compensation, and stock options in particular, has affected the agency relationship. The evidence suggests that the low pay-to- performance relationship estimated by Jensen and Murphy (1991) has been dramatically strengthened by the stock option explosion since executives now generally have very large holdings of company stock and stock options in their portfolios (Hall and Liebman, 1998).

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  • There is growing recognition among academics and practitioners that the risk and return characteristics of human capital—such as wage and salary profiles— should be taken into account when building portfolios for individual investors. Well-known financial scholars and commentators have pointed out the importance of including the magnitude of human capital, its volatility, and its correlation with other assets into a personal risk management perspective.2 Yet, Benartzi (2001) showed that many investors invest heavily in the stock of the company they work for.

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  • For portfolio managers the question if the rise in synchronization across national equity markets is driven by fundamentals, and therefore likely to be permanent, or if it is linked to the recent stock market bubble, and therefore temporary, is critical. This is because portfolio managers have traditionally followed a top-down approach, first choosing countries in which to invest and then selecting the best securities in each market.

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  • CBE is an institutional process that moves education from focusing on what academics believe graduates need to know (teacher-focused) to what students need to know and be able to do in varying and complex situations (student and/or workplace focused). CBE is focused on outcomes (competencies) that are linked to workforce needs, as defined by employers and the profession. CBE’s outcomes are increasingly complex in nature, rather than deriving from the addition of multiple low-level objectives.

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