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Francesca Bell,Gary van Vuuren
AbstractOrientation: Environmental, social and governance (ESG) factors have evolved from peripheral significance (2000s) to a leading factor (2022) for many corporates. Most are now assigned ESG grades; which are increasingly scrutinised by investors.Re...
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Masiala Mavungu,Evan Hurwitz,Tshilidzi Marwala
AbstractOrientation: This article is related to Financial Risk Management, Investment Management and Portfolio Optimisation.Research purpose: The aim is to compute optimal investment allocations from one period to another.Motivation of the study: Financi...
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Tafirei Mashamba,Rabson Magweva
AbstractOrientation: The behaviour of stock market return volatility and implications thereof in Southern African Development Committee (SADC).Research purpose: The main aim of this study was to examine leverage effects and volatility persisten...
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Guilherme Demos,Thomas Pires,Guilherme Valle Moura
Pág. 544 - 570
Investment managers often rebalance portfolios using it ad-hoc criteria due the trade-off between gains from updating optimal weight and costs incurred from changing the portfolio composition. A common solution for this stalemate is rebalancing the port...
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Heikkinen, V.-P.
Pág. 131 - 142
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