Stock market portfolio
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Bài viết "Ứng dụng trí tuệ nhân tạo trên thị trường chứng khoán quốc tế: Thực trạng và bài học cho Việt Nam" nghiên cứu thực trạng ứng dụng trí tuệ nhân tạo (AI) trong lĩnh vực chứng khoán trên thế giới. Các nghiên cứu gần đây cho thấy AI ngày càng có tác động lớn đến hoạt động của con người trên tất cả các khía cạnh.
9p dathienlang1012 03-05-2024 6 3 Download
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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.
8p longtimenosee10 26-04-2024 3 1 Download
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Part 1 book "Management for professionals - A guide to modern portfolio management and behavior driven markets" includes content: Risk Measures in asset management; modern portfolio theory and its problems; stock market anomalies.
260p oursky01 24-07-2023 9 5 Download
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Part 2 book "Management for professionals - A guide to modern portfolio management and behavior driven markets" includes content: Stock market crashes; explaining stock market crashes - A behavioral finance, investor risk perceptions and investments - Recent developments.
231p oursky01 24-07-2023 5 5 Download
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In the paper "An application of single index model in risk measurement on Vietnamese stock market", the Single Index Model is used in measuring systematic risk, non-systematic risk and total risk of each individual stock and a portfolio including stocks on Vietnamese stock market.
12p nhanchienthien 25-07-2023 11 5 Download
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Continued part 1, part 2 of ebook "Advances in quantitative analysis of finance and accounting (Volume 6)" has presents the following content: intraday volume — volatility relation of the DOW - a behavioral interpretation; the pricing of initial public offerings - an option approach; determinants of winner–loser effects in national stock markets; earnings management in corporate voting - evidence from antitakeover charter amendments; deterministic portfolio selection models, selection bias, and an unlikely hero;...
137p dieptieuung 20-07-2023 8 2 Download
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Ebook Investment analysis & portfolio management (Tenth edition): Part 2 presents the following content: Chapter 8 an introduction to asset pricing models, chapter 9 multifactor models of risk and return, chapter 10 analysis of financial statements, chapter 11 an introduction to security valuation, chapter 12 macroanalysis and microvaluation of the stock market, chapter 13 industry analysis, chapter 14 company analysis and stock valuation, chapter 15 technical analysis, chapter 16 equity portfolio management strategies,…
255p runthenight08 16-05-2023 10 4 Download
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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 4 2 Download
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In this paper, we propose a method for risk measurement of a portfolio containing indexes on financial markets, including stock and foreign exchange markets. Specifically, copula method is applied to estimate the Value at Risk (VaR) and the Conditional Value at Risk (CVaR) of some optimal portfolios consisting Vietnam stock index VNINDEX, some international stock markets such as the USA, Chinese, Korean, Japanese, French, Australian markets and exchange rates.
12p vihassoplattner 07-01-2022 12 0 Download
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The results show that although stock portfolios carried market risk, a market risk premium is not significant. In contrast, size and book to market effects play a role in asset pricing. From that, investors will have a certain basis of evaluation in these factors when making investment decisions in order to get a better chance of receiving an expected return.
12p vijihyo2711 25-09-2021 13 1 Download
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"Ebook A mathematician plays the stock market" presnet anticipating others' anticipations; fear, greed, and cognitive illusions; trends, crowds, and waves; chance and efficient markets; value investing and fundamental analysis; options, risk, and volatility; diversifying stock portfolios; connectedness and chaotic price movements
225p sachcongnghesinhhoc 14-03-2021 21 5 Download
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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
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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 20 1 Download
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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 10 3 Download
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Stock market is an important capital mobilization channel for economy. However, the market has potential loss due to fluctuations of stock prices to reflect uncertain events such as political news, supply and demand of daily trading volume. There are many approaches to reduce risk such as portfolio construction and optimization, hedging strategies.
16p trinhthamhodang9 04-12-2020 15 1 Download
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In this paper, employ asymmetric multivariate GARCH approaches to examine their performance on the volatility interactions between global crude oil prices and seven major stock market indices. Insofar as volatility spillover across these markets is a crucial element for portfolio diversification and risk management, we also examine the optimal weights and hedge ratios for oil-stock portfolio holdings with respect to the results.
19p nguyenxuankha_bevandan 13-08-2020 25 2 Download
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This paper presents a new model for valuing hybrid defaultable financial instruments, such as, convertible bonds. In contrast to previous studies, the model relies on the probability distribution of a default jump rather than the default jump itself, as the default jump is usually inaccessible. As such, the model can back out the market prices of convertible bonds. A prevailing belief in the market is that convertible arbitrage is mainly due to convertible underpricing. Empirically, however, we do not find evidence supporting the underpricing hypothesis.
30p timxiao 25-07-2020 45 2 Download
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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 15 4 Download
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The results also report the absence of leverage effect in Nigeria. The policy considerations are the government, policymakers, and financial regulators, supervisors, and investors must embrace macroeconomic and non-macroeconomic factors of political instability, insecurity among others into policy formulation and implementation along with portfolio.
14p cleopatrahuynh 01-06-2020 21 1 Download
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This chapter describes the valuation models that stock market analysts use to uncover mispriced securities. The models presented are those used by fundamental analysts, those analysts who use information concerning the current and prospective profitability of a company to assess its fair market value.
22p nanhankhuoctai1 29-05-2020 12 0 Download