Full-text of this article is not available in this e-prints service. This article was originally published following peer-review in International Journal of Retail & Distribution Management, published by and copyright Emerald.

Collective investments have become a very popular investment vehicle in South Africa because it is, among other things, transparent, liquid and easily accessible. Growing investor knowledge, good market returns and its suitability for diversification, which minimizes risk, also contributes to...

Modern portfolio theory dates back to the work of Markowitz (1952), when he firstintroduced the concept of efficient portfolio selection, suggesting that there is onlyone combination of shares that would maximise an investors returns for a givenlevel of risk. Since this introduction, portfolio...

This was a study on the Utah cattle industry which compared five different feeding enterprises. These feeding enterprises included feeding cull cows, finishing beef yearling steers, finishing Holstein yearling steers, backgrounding beef steer calves, and backgrounding Holstein steer calves. The...

Die auf Markowitz (1952) zurückgehende Portfoliotheorie ist ohne jeden Zweifel ein bedeutender Themenbereich der modernen finanzwirtschaftlichen Forschung. Zentral beschäftigt sich dieser Bereich mit der Frage, wie ein Anleger sein Vermögen auf unterschiedliche Anlagewerte verteilen soll. Als...

This is Part III of a series of papers which focus on a general framework for portfolio theory. Here, we extend a general framework for portfolio theory in a one-period financial market as introduced in Part I [Maier-Paape and Zhu, Risks 2018, 6(2), 53] to multi-period markets. This extension is...

For three countries of similar economic characteristics, I ratify previous studies of the impact of fundamental macroeconomic and foreign exchange variables influencing country risk, as captured by the Emerging Market Bond Index (EMBI). I contribute to existing research, first by calculating a...

This book is a collection of papers for the Special Issue "Quantitative Methods for Economics and Finance" of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers...

University endowments with broad portfolio diversification have been correlated with performance, but committees' decision-making process has received relatively little attention. This study is unique in postulating that the committee's learning commitment and open-mindedness are significant...

The purpose of the article is to reveal the problem (and to determine the possibility of solving the structural choice problem) as one of the areas in modern portfolio theory development. The article also argues that portfolio analysis is a method of structural analysis for various economic...