Structured portfolio construction

Part 1 of ebook "Project management, planning and control: Managing engineering, construction and manufacturing projects to PMI, APM and BSI standards" provides readers with contents including: project definition; project management; programme and portfolio management; project context (project environment); business case; investment appraisal; stakeholder management; project-success criteria; organization structures; organization roles;...

361p hanlinhchi 29-08-2023 8 5   Download

Continued part 1, part 2 of ebook "How to invest in structured products: A guide for investors and investment advisors" has presents the following content: structured products in a portfolio context; classical theory and structured products; structured solution proposal; return distributions of structured products; structured portfolio construction; preferred return distribution process versus classic portfolio management; investor portfolios;...

158p dieptieuung 20-07-2023 8 5   Download

Ebook Project management, planning, and control: Managing engineering, construction, and manufacturing projects to PMI, APM, and BSI Standards (Sixth Edition) - Part 1 includes contents: Chapter 1 project definition, chapter 2 project management, chapter 3 programme and portfolio management, chapter 4 project context (project environment), chapter 5 business case, chapter 6 investment appraisal, chapter 7 stakeholder management, chapter 8 project success criteria, chapter 9 organization structures,…

246p haojiubujain01 03-07-2023 10 5   Download

This thesis investigates the choice behaviour of first year undergraduate students through proposing and testing a conceptual model. The psychological constructs of personal values, motivation, selection criteria, demographic and socioeconomic factors introduced as underlying drivers provide invaluable insight into the pathways of influence and relationships between student types and their preference towards a particular degree program at a particular university.

321p runthenight04 02-02-2023 4 1   Download

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

These new methods allow us to estimate the density of the portfolio which leads to calculations of some popular risk measurements like the value at risk (VaR) of investment portfolios. As for applications, making use of the listed stocks on the Ho Chi Minh city Stock Exchange (HoSE), some Markowitz optimal portfolios are constructed together with their risk measurements.

7p elandorr 03-12-2019 14 0   Download

Chapter 2 - Asset classes and financial investments. In this chapter, we first describe money market instruments. We then move on to debt and equity securities. We explain the structure of various stock market indexes in this chapter because market benchmark portfolios play an important role in portfolio construction and evaluation. Finally, we survey the derivative security markets for options and futures contracts.

54p tangtuy18 12-07-2016 54 3   Download

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.

87p dangsuynghi 15-03-2013 60 7   Download

The volume of issuance (sales) and the size of outstanding structured product portfolios have a material impact on derivative pricing and spreads. An investment bank will issue derivatives into the market to construct portfolios for sellers of these products, creating natural opportunities for hedge funds to come in on the other side of the trade. It is common knowledge in investment banks that hedge funds help to reduce their volatility risk, providing liquidity in a very complementary way.

8p quaivatdo 18-11-2012 59 5   Download