Search Results - subject:"INVESTMENT STRATEGY"

Multi-period investment strategies under cumulative prospect theory

Deng, Liurui; Pirvu, Traian A. - In: Journal of risk and financial management : JRFM 12 (2019) 2/83, pp. 1-15

In this article, inspired by Shi et al., we investigate the optimal portfolio selection with one risk-free asset and one risky asset in a multiple period setting under the cumulative prospect theory (CPT) risk criterion. Compared with their study, our novelty is that we consider a stochastic...

Persistent link: https://www.econbiz.de/10012022097

ИНВЕСТИЦИОННАЯ СТРАТЕГИЯ И ЭФФЕКТИВНОСТЬ ИНВЕСТИЦИОННОЙ ДЕЯТЕЛЬНОСТИ ЕВРОПЕЙСКИХ СТРАХОВЩИКОВ

ИОСИФОВНА, ЖАБИНЕЦ ОЛЬГА - In: Бизнес Информ (2014) 3, pp. 71-75

В статье исследована инвестиционная стратегия и эффективность инвестиционной деятельности европейских страховых компаний. В частности, проанализированы доля...

Persistent link: https://www.econbiz.de/10011217115

Investment Strategy and Efficiency of Investment Activity of European Insurers

Zhabynets Olga Yo. - In: Business Inform (2014) 2, pp. 71-75

The article studies investment strategy and efficiency of investment activity of European insurance companies. In … portfolio. It studies influence of the financial crisis upon investment strategy of European insurers and analyses efficiency of …

Persistent link: https://www.econbiz.de/10010752579

Portfolio optimization with behavioural preferences and investor memory

Harris, Richard D. F.; Mazibas, Murat - In: European journal of operational research : EJOR 296 (2022) 1, pp. 368-387

Persistent link: https://www.econbiz.de/10012820175

The impact of media sentiments on IPO underpricing

Gupta, Vikas; Shveta Singh; Yadav, Surendra Singh - In: Journal of Asia Business Studies 16 (2022) 5, pp. 786-801

Persistent link: https://www.econbiz.de/10013362416

The moderating effect of organizational characteristics the relationship between managerial backgrounds of Korean venture capitalists and their investment strategies

Choi, Youngkeun - In: Entrepreneurship research journal : ERJ 12 (2022) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10012806054

The relationship between cost behaviour and R&D efficiency : empirical evidence from Korean stock markets

Yoon, Sangpil; Chung, Yanghon; Son, Hosung - In: Technology analysis & strategic management 34 (2022) 1, pp. 85-98

Persistent link: https://www.econbiz.de/10012873245

Competitors or frenemies? : strategic investment between competing channels

Yan, Nina; Liu, Yang; Chen, Jing - In: Transportation research / E : an international journal 164 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013366683

The true cost of doing nothing in asset management

Chevalier, Thomas - In: Journal of securities operations & custody 14 (2022) 3, pp. 242-247

Persistent link: https://www.econbiz.de/10013383279

Mutual fund manager turnover : an empirical investigation of performance

Ghalke, Avinash; Kulkarni, Shripad - In: International journal of managerial finance : IJMF 18 (2022) 5, pp. 869-887

Persistent link: https://www.econbiz.de/10013375488