Portfolio manager’s priorities

As part of the research related to the improvement of the portfolio theory of H. Markowitz, J. Tobin, and W. Sharpe for use in established as well as developing modern stock markets, the authors proposed a concept and a numerical algorithm to choose the priority sequence of financial portfolios of non-institutional investors, taking into account their preferences and projected changes in the parameters included in financial portfolios assets.

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This paper goes one step further and presents an algorithm that solves the RCMPSP where each project has a different priority for the organization. With this information, the algorithm uses a market-based mechanism to determine what activities should receive preferential treatment during the scheduling process.

14p kelseynguyen 27-05-2020 17 2   Download

Chapter 15 - Setting priorities for businesses and brands. This chapter presents the following content: The business portfolio, divestment or liquidation, the milk strategy, prioritizing and trimming the brand portfolio.

18p shiwo_ding8 27-06-2019 25 1   Download

We obtain our list of SRI funds from the Social Investment Forum's (SIF) reports published in 1997, 1999, 2001, 2003, and 2005. 3 Each report contains comprehensive information about SRI in the US for both the publication year and the preceding one. In particular, the reports contain a list of SRI mutual funds compiled by SIF. To construct this list SIF employs a direct survey methodology and gathers information from third parties. A fund is included in the SIF list if it utilizes one or more social or environmental criteria as part of a formal investment policy. 4 To be included in...

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As with every hypothesis test, inference based on alpha estimates can lead to the detection of a lucky fund, namely a fund with a significant estimated alpha, while its true alpha is equal to zero. When a single performance test is run on the estimated alpha of one fund (or one portfolio of funds1), luck is easily controlled by setting the significance level γ (or alternatively the Size of the test). For instance, if γ is set to 0.05, the probability of finding one lucky fund under the hypothesis that its alpha is zero amounts to 0.05, by construction.

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Successful teams strike a balance between two conflicting attributes: individual initiative and group needs. On the one hand, each individual wants to believe that he or she has an opportunity to make decisions—the authority to apply his or her talents in coming up with solutions. On the other hand, the larger goal of the project rules, and each individual must work with the others as a single team.

37p tainhacmienphi 25-02-2013 58 4   Download