Search Results - subject:"portfolio size effect"

The Interaction between the Return And Buying Appetite of Investors

Erdem, Orhan; Turna, Gizem; Varli, Yusuf - Research Department, Borsa İstanbul - 2014

The aim of this paper is to explore the relationship between trading behaviors of individual investors and their previous day portfolio return. We try to find which one of the following two contradicting biases dominates the investor behavior: Namely, overconfidence and disposition effect. In...

Persistent link: https://www.econbiz.de/10011212865

Who are the Market Beaters: Luckies, Insiders or Who Else?

Varli, Yusuf - Research Department, Borsa İstanbul - 2014

Conditions of beating the market is always top of the interests of investors throughout the history. In this study we aim to find who beats the market using a special trade and portfolio data from a stock exchange namely Borsa Ýstanbul. To do so, we define the market beating conditions by using...

Persistent link: https://www.econbiz.de/10011212867

An MCDM project portfolio web-based DSS for sustainable strategic decision making in an electricity company

Martins, Carolina Lino; López, Hipólito Marcelo Losada; … - In: Industrial Management & Data Systems 117 (2017) 7, pp. 1362-1375

Purpose The purpose of this paper is to analyze the impacts of Portfolio size effect due to scaling issues in the …

Persistent link: https://www.econbiz.de/10014826112

The Portfolio Size Effect and Lifecycle Asset Allocation Funds: A Different Perspective

Pfau, Wade D. - National Graduate Institute for Policy Studies (GRIPS) - 2010

the retirement savings goals of typical individual investors. Because of the portfolio size effect, most portfolio growth … portfolio size effect soundly overturns the justification for the lifecycle asset allocation strategy. While strategies that … aversion, investors have reason to prefer the lifecycle strategy in spite of the portfolio size effect. …

Persistent link: https://www.econbiz.de/10008642601