Search Results - subject:"Investment allocation"

Large pension funds do not invest more effectively than smaller pension funds

Bikker, Jacob A.; Meringa, Jeroen J. - 2024

Persistent link: https://www.econbiz.de/10015144133

Kakushadze, Zura - In: Risks 3 (2015) 4, pp. 474-490

We give an explicit algorithm and source code for combining alpha streams via bounded regression. In practical applications, typically, there is insufficient history to compute a sample covariance matrix (SCM) for a large number of alphas. To compute alpha allocation weights, one then resorts to...

Persistent link: https://www.econbiz.de/10011709536

A generic approach to investment modelling in recursive dynamic CGE models

Pant, Hom M - Crawford School of Public Policy, Australian National … - 2015

It is a common practice in recursively dynamic CGE models to maintain static expectations. Consequently, investors take current rates of return as expected future rates of return. The vexing problem with this approach is that no matter how we allocate investments across sectors and regions in...

Persistent link: https://www.econbiz.de/10011252690

Combining alphas via bounded regression

Kakushadze, Zura - In: Risks : open access journal 3 (2015) 4, pp. 474-490

Persistent link: https://www.econbiz.de/10011402659

CORRELATION ANALIYSIS BETWEEN PERFORMANCES OF THE PRIVATELY MANAGED PENSION FUNDS AND THEIR ASSET INVESTMENT ALLOCATION IN ROMANIA

D, Assoc. Prof. Mirela Cristea Ph. - In: Annals of University of Craiova - Economic Sciences Series 4 (2011) 39, pp. 213-222

in Romania, second pillar, are influenced by the investment allocation of their total net assets, in order to improve …, considering their investment allocation: bank deposits, government securities, municipal bonds, corporate bonds, supranational …

Persistent link: https://www.econbiz.de/10010550636

The Role of Relative Price Volatility in the Efficiency of Investment Allocation

Cavallo, Eduardo; Galindo, Arturo; Izquierdo, Alejandro; … - 2010

This paper estimates the impact of relative price volatility on sector-level investment allocation using a panel of 65 … efficient investment allocation in that investment is not necessarily devoted to relatively more productive sectors, especially …

Persistent link: https://www.econbiz.de/10010328185

ПРОСТРАНСТВЕННАЯ НЕОДНОРОДНОСТЬ РАСПРЕДЕЛЕНИЯ ИНВЕСТИЦИОННОЙ ДЕЯТЕЛЬНОСТИ В РОССИЙСКОЙ ФЕДЕРАЦИИ

ВАЛЕРЬЕВИЧ, КЛИМОВ ДМИТРИЙ - In: Вестник Южно-Уральского … (2010) 3, pp. 42-47

Проанализирована пространственная структура инвестиционной деятельности. Предложены шаги наиболее эффективного, с экономической точки зрения, направления и...

Persistent link: https://www.econbiz.de/10011237792

The Role of Relative Price Volatility in the Efficiency of Investment Allocation

Cavallo, Eduardo Alfredo; Izquierdo, Alejandro; … - Inter-American Development Bank - 2010

Persistent link: https://www.econbiz.de/10008461907

Optimal Investment Specific Technological Progress Allocation in a Two Sector Model

Araujo, Ricardo Azevedo - In: Economia 10 (2009) 3, pp. 457-464

In this paper the impact of investment specific technical progress on investment allocation is studied by using an …

Persistent link: https://www.econbiz.de/10008504417

Structural Change and Decisions on Investment Allocation

Araujo, Ricardo Azevedo; Teixeira, Joanílio Rodolpho - Volkswirtschaftliche Fakultät, … - 2002

the process of structural change on the decisions of investment allocation. By using the device of vertical integration … of the sectors. A particular rate of investment allocation for each sector is established subject to the full employment … investment allocation. Finally, an additional condition is added to the Pasinetti’s model in order to fully characterise the …

Persistent link: https://www.econbiz.de/10011258497