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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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Dominik Metelski and Janusz Sobieraj
Decentralized finance (DeFi) protocols use blockchain-based tools to mimic banking, investment and trading solutions and provide a viable framework that creates incentives and conditions for the development of an alternative financial services market. In...
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Ramesh Adhikari, Kyle J. Putnam and Humnath Panta
This paper examines the performance of a naïve equally weighted buy-and-hold portfolio and optimization-based commodity futures portfolios for various lookback and holding periods using data from January 1986 to December 2018. The application of Monte Ca...
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Varvara Piterska, Oleh Lohinov, Liliia Lohinova
Pág. 99 - 108
The subject matter of the article is the methods, models and mechanisms of forming a portfolio of research projects of higher education institutions. The goal of the work is to develop a mechanism for managing a portfolio of research projects of a higher...
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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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Retius Chifurira,Knowledge Chinhamu
AbstractOrientation: Value-at-risk (VAR) and other risk management tools, such as expected shortfall (conditional VAR), are heavily reliant on a suitable set of underlying distributional conjecture. Thus, distinguishing the underlying distribution that b...
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Owen Jakata,Delson Chikobvu
AbstractOrientation: In light of the global financial instabilities, investors and risk analysts need extreme risk management tools to help them accurately monitor and reduce market exposure in an investment portfolio.Research purpose: The main...
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Khaldoun M. Al-Qaisi,Rafat M. Al-Batayneh
Pág. 210 - 218
The purpose of this paper is to provide a critical study over enterprise risk management. For this, the paper has reviewed theoretical and empirical literature in management of risk. Theoretical literature depicts that no theory can explain about the ris...
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Mostafa El Hachlouf,Mohammed El Haddad,Faris Hamza,Meriem Aboulethar
Pág. 561 - 564
The minimization of the portfolio of financial assets has a particular interest in the field of finance. In this context, several approaches have been proposed to contribute to the solution of this problem which Markowitz approach is the most popular. In...
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Rong Xu,Xingye Li
Pág. 104 - 110
What investors often wish to insure is that the maximum possible loss of their portfolios falling below a certain value. Namely, the maximum possible loss that a portfolio will lose under normal market fluctuations, with a given confidence level, over a ...
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