Efficient and optimal portfolios by homogeneous programming

1974 ◽  
Vol 18 (5) ◽  
pp. 205-214 ◽  
Author(s):  
P. Moeseke ◽  
B. Hohenbalken
Keyword(s):  
Optimal Portfolios ◽  
Homogeneous Programming

Optimal Portfolios with Derivatives

CFA Digest ◽  
1998 ◽  
Vol 28 (3) ◽  
pp. 40-42
Author(s):  
John H. Earl
Keyword(s):  
Optimal Portfolios

A Simple Approach to Evaluating the Stability of Optimal Portfolios

2014 ◽  
Author(s):  
Zhongjin Yang ◽  
Keli Han ◽  
Marat Molyboga ◽  
Georgiy Molyboga
Keyword(s):  
Simple Approach ◽  
Optimal Portfolios ◽  
The Stability

“Optimal” Portfolios Relative to Benchmark Allocations

1993 ◽  
Vol 19 (4) ◽  
pp. 18-29 ◽  
Author(s):  
Martin L. Leibowitz ◽  
Lawrence N. Bader ◽  
Stanley Kogelman
Keyword(s):  
Optimal Portfolios

scholarly journals Foster–Hart optimal portfolios

2016 ◽  
Vol 68 ◽  
pp. 117-130 ◽  
Author(s):  
Abhinav Anand ◽  
Tiantian Li ◽  
Tetsuo Kurosaki ◽  
Young Shin Kim
Keyword(s):  
Optimal Portfolios

scholarly journals Optimal portfolios with Haezendonck risk measures

2008 ◽  
Vol 26 (2) ◽  
Author(s):  
Fabio Bellini ◽  
Emanuela Rosazza Gianin
Keyword(s):  
Risk Measures ◽  
Optimal Portfolios

A Downside Risk Analysis of Inflation Hedging Capabilities of Individual Assets and Optimal Asset Allocation

2021 ◽  
Vol 8 (1) ◽  
pp. 80
Author(s):  
Aftab Hussain Tabassam ◽  
Zafar Iqbal ◽  
Arshad Ali Bhatti ◽  
Amna Mushtaq
Keyword(s):  
World Bank ◽  
Asset Allocation ◽  
Foreign Currency ◽  
Investment Horizon ◽  
Medium Term ◽  
Optimal Portfolios ◽  
Monthly Data ◽  
Short Run ◽  
Asset Classes ◽  
Inflation Hedging

The objective of this study is to examine the inflation hedging capabilities of most widely used asset classes in Pakistan. It also attempts to find out the possibility of creating an inflation protected optimal asset mix. The sample consists of monthly data of cash, gold, stocks, foreign currency, real estate and inflation from 2005 to 2015. The major sources of data are SBP, World Bank and Pakistan Statistics Bureau. The downside analysis of these assets concludes that cash act as an inflation hedge for all the investment horizons. The findings showed that the Gold and stocks also have inflation hedging abilities in short run which extend to medium term investment horizon for gold only, while stocks appear to be a good inflation hedge for longer investment horizons. This study also suggests that investors can strategically create optimal portfolios that are hedged against inflation.

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