Stock market portfolio

This thesis provides solid evidence to support the notion that idiosyncratic volatility plays a significant role in Australian equity markets. Therefore, it should not be ignored but instead should be considered when evaluating the performance of Australian stock portfolios and pension funds. It can also be used to predict Australian economic conditions.

214p runthenight04 02-02-2023 5 2   Download

The objective of this dissertation is to investigate that whether the investors can improve the performance of minimum – variance optimized portfolios by altering the estimators of covariance matrix input. Besides, based on the results of out – of – sample portfolio performance metrics, the dissertation is going to select the suitable estimators of covariance matrix for portfolio optimization on Vietnam stock market.

129p mmlemmlem_124 22-12-2020 11 2   Download

The content of the thesis explores the current situation of foreign portfolio investment barriers and the results of the implementation of market access policies to make recommendations for state management agencies and enterprises.

12p mmlemmlem_124 22-12-2020 23 2   Download

The research objective of the thesis is to consider how the change of covariance matrix factor will affect the results of portfolio selection and through that to find out whether investors have Is it possible to improve portfolio performance by adjusting the covariance matrix in the optimized model with the smallest variance.

55p mmlemmlem_124 22-12-2020 11 3   Download

This article aims at focusing on the facts in the financial series of Foreign Portfolio Investment (FPI) and its determinants. The study considers Exchange Rate, Consumer Price Index, Index of Industrial production, SENSEX, NIFTY and Foreign Exchange Reserve as determinants.

11p guineverehuynh 21-06-2020 17 4   Download

The thesis with the goal of systematizing is discussed by the theoretical schools on diversification of portfolios; at the same time, summarizing the empirical studies, drawing lessons from the diversification of portfolios in economies with similar conditions like Vietnam.

21p quenchua 28-09-2019 17 2   Download

Beta(β) In finance, the Beta (β) of a stock or portfolio is a number describing the relation of its returns with those of the financial market as a whole. • An asset has a Beta of zero if its returns change independently of changes in the market's returns. A positive beta means that the asset's returns generally follow the market's returns, in the sense that they both tend to be above their respective averages together, or both tend to be below their respective averages together. A negative beta means that the asset's returns generally move opposite the market's returns: one...

5p dauxanhnguyenhuong 28-09-2011 63 7   Download