Asset diversification

LPBank a relatively young joint-stock commercial bank, has identified its direction as being a market-responsive leader. To effectively compete with domestic and international counterparts, LPBank requires sustainable business solutions to increase income.

9p leminhvu111 07-06-2024 1 0   Download

This research aims to study the convergence of the two by examining fine wine and music as alternative asset classes. Analysis of each asset includes a history of price performance over the sample period, the asset's correlation with equity markets, the allocation between the asset and the S&P 500 according to an efficient portfolio frontier, and a maximum Sharpe ratio analysis.

16p viindra 06-09-2023 5 3   Download

This study aims at the impacts of diversification strategies on the Vietnamese bank’s performance. Using a sample of 13 listed banks from 2010 to 2019 and System Generalized Method of Moments (Sys-GMM) regression method, the author finds that income diversification results to lower bank profitability, as measured by the bank’s return on assets and return on equity.

12p viberkshire 09-08-2023 10 5   Download

The objective of this thesis is to develop an appropriately fitted asset pricing model that explicitly captures this salient feature of equity market returns, and that exploits the potential diversification benefits of emerging markets. we use a state-dependent Markov model, which distinguishes between high and low volatility states, to capture time-varying returns in emerging market equity indices. The model is then extended into global asset allocation.

221p runthenight04 02-02-2023 8 1   Download

The focus of this research is to identify the important steps and considerations that influence Australian fund manager’s property allocation decisions, and to suggest ways to improve institutional allocation decisions towards property investments, which traditionally offers stable, income focused returns. This is important for funding the retirement of Australia’s growing and aging population, and to combat the continued effects of the recent Global Financial Crisis on the equities and bond markets.

376p runthenight04 02-02-2023 14 2   Download

Ebook Essentials of investments (Seventh edition): Part 1 presents the following content: Chapter 1 investments: background and issues; chapter 2 asset classes and financial instruments; chapter 3 securities markets; chapter 4 mutual funds and other investment companies; chapter 5 risk and return: pastand prologue; chapter 6 efficient diversification; chapter 7 capital asset pricing and arbitrage pricing theory; chapter 8 the efficient market hypothesis; chapter 9 behavioral finance and technical analysis; chapter 10 bond prices and yields; chapter 11 managing bond portfolios.

396p runthenight04 04-01-2023 22 7   Download

Ebook Essentials of investments (Seventh edition): Part 2 presents the following content: Chapter 1 investments: background and issues; chapter 2 asset classes and financial instruments; chapter 3 securities markets; chapter 4 mutual funds and other investment companies; chapter 5 risk and return: pastand prologue; chapter 6 efficient diversification; chapter 7 capital asset pricing and arbitrage pricing theory; chapter 8 the efficient market hypothesis; chapter 9 behavioral finance and technical analysis; chapter 10 bond prices and yields; chapter 11 managing bond portfolios.

364p runthenight04 04-01-2023 23 7   Download

Diversification is usually seen as a strategy to improve bank risk and performance until the recent financial chaos, which has raised many concerns about this claim. Despite the growing number of empirical studies on the relationship between diversification strategy and banks' profitability, researchers have not yet been able to find a general agreement. One of the reasons is that the results for each country are different from the others. The well-founded evidence is mixed between countries and regions.

189p caphesuadathemmatong 18-11-2021 18 2   Download

This Study aims to analyze the role of income diversification and asset diversification on the sensitivity of the determinant of the Net Operating Margin (NOM) of Islamic Commercial Banks (ICB) in Indonesia. By using endogenous switching regression analysis techniques, the researcher assumes that the influence of the NOM’s determinant can be different when the bank has high diversification and low diversification.

17p vivelvet2711 17-09-2021 12 1   Download

In chapter 8 we discussed optimal risky portfolios. That decision governs how an investor chooses between risk-free assets and “the” optimal portfolio of risky assets. This chapter explains how to construct that optimal risky portfolio. We begin with a discussion of how diversification can reduce the variability of portfolio returns. After establishing this basic point, we examine efficient diversification strategies at the asset allocation and security selection levels.

22p nanhankhuoctai1 29-05-2020 21 2   Download

In this chapter, we look beyond domestic markets to survey issues of international and extended diversification. In one sense, international investing may be viewed as no more than a straightforward generalization of our earlier treatment of portfolio selection with a larger menu of assets from which to construct a portfolio.

16p nanhankhuoctai1 29-05-2020 18 1   Download

This paper investigates the effect of investments in subsidiaries, joint ventures and affiliates (affiliate investment) on firm growth. Using both static and dynamic panel data models with a sample dataset of 2,056 firm-year observations on Vietnam’s stock market from 2008-2015, the study finds that increasing affiliate investment in prior periods had a significantly positive impact on asset growth and net income growth (but not sales growth) of the firms in subsequent periods.

14p kelseynguyen 26-05-2020 44 1   Download

This study aims to analyze the ability to determine the weight of securities of stocks, bonds, mutual funds and deposits in the implementation of employer pension funds in Indonesia based on variables of asset allocation, portfolio turnover, board size, institutional ownership and diversification of the portfolio performance.

12p kelseynguyen 26-05-2020 40 1   Download

The simulation results show that three to five bond funds reduce standard deviation of terminal wealth by 50% and about 100 funds reduce the standard deviation by 90%. Given the annualized marginal cost of 0.13% for bond funds, bond investors should hold three to five funds. However, equity investors who want to diversify need only one to two bond funds, regardless of risk measures. Holding more than two bond funds does not reduce portfolio risk much further especially for portfolios with high equity weights.

26p covid19 19-04-2020 14 1   Download

This article ivestigated the implication of distribution free investment strategies on constructing portfolio of individual hedge funds. The author proposes a dynamic, performance adaptive asset allocation model that allow t optimally diversify across multiple hedge funds styles.

55p 035522894 13-04-2020 46 0   Download

This study identifies the determinants of growth of selected companies in India. It is based on a sample of 250 companies given in the PROWESS database developed by Centre for Monitoring Indian Economy (CMIE). It covers a period of ten years, i.e., from 2004-05 to 2013-14. The growth of companies is measured in terms of compounded annual growth rate of net sales and market capitalization.

22p trinhthamhodang2 21-01-2020 27 2   Download

In this study, we investigate whether accrual quality is a factor in capital asset pricing. Our analysis consists of two parts. First, we use a panel data regression that controls for cross-section fixed effects to implement the second stage of the Fama-MacBeth regression (Petersen 2009).

15p viankara2711 04-12-2019 16 1   Download

This study reveals the impact of total asset size upon revenue diversification in commercial banks in five of the countries in the Association of Southeast Asian Nations (ASEAN) countries – Indonesia, Malaysia, the Philippines, Thailand, and Vietnam – during the period between 2005 and 2015.

11p viartemis2711 22-10-2019 22 0   Download

(BQ) The document Investments and essentials factors (Tenth edition): Part 1 has contents: Asset classes and financial instruments, securities markets, mutual funds and other investment companies, efficient diversification, the efficient market hypothesis,... and other contents. Invite you to refer.

395p thuongdanguyetan04 25-07-2019 24 2   Download

(bq) part 1 book "essentials of investments" has contents: asset classes and financial instruments, securities markets, mutual funds and other investment companies, efficient diversification; capital asset pricing and arbitrage pricing theory, the efficient market hypothesis; behavioral finance and technical analysis,...and other contents.

396p bautroibinhyen27 11-05-2017 46 5   Download