Dynamic Portfolio Management Strategies: A Framework for Historical Analysis

2018 ◽  
Author(s):  
Anthony Seymour ◽  
Emlyn James Flint ◽  
Florence Chikurunhe
Keyword(s):  
Portfolio Management ◽  
Management Strategies ◽  
Historical Analysis ◽  
Dynamic Portfolio

scholarly journals Analysis Of Dynamic Portfolio Allocation Of Indonesian LQ45 During 2005 – 2011 Following The Markowitz Theowry

The Winners ◽  
2016 ◽  
Vol 17 (2) ◽  
pp. 91
Author(s):  
Agustini Hamid
Keyword(s):  
Portfolio Management ◽  
Stock Return ◽  
Banking Sector ◽  
Management Strategies ◽  
Portfolio Allocation ◽  
Return Volatility ◽  
Stock Return Volatility ◽  
Manufacture Sector ◽  
Turbulent Times ◽  
Dynamic Portfolio

The research observed that equity portfolio and investment managers were facing challenges in determining the optimum portfolio, especially during the turbulent times. As a result, they needed to implement portfolio management strategies to overcome the risk associated with stock return volatility in turbulence periods. This research focused on selecting stocks from the LQ-45 index during 2005-2011 using The Markowitz theory combining the Solver Linear Programming. The portfolio selection method which has been introduced by Markowitz (1952) used variance or standard deviation as a risk measurement. The result of this research proves that the composition of the portfolio is not the same in the different period. In the bearish period, the composition of the optimum portfolio is dominated by the banking sector and manufacture sector. In the bullish period, the optimum portfolio is dominated by the commodity stocks.

Dynamic Portfolio Management with Machine Learning

2021 ◽  
Author(s):  
XINYU HUANG ◽  
Massimo Guidolin ◽  
Emmanouil Platanakis ◽  
David Newton
Keyword(s):  
Machine Learning ◽  
Portfolio Management ◽  
Dynamic Portfolio

International Stock Investment Portfolio Management Strategies for Emerging Economies

2014 ◽  
pp. 368-384
Author(s):  
H. Cem Sayin ◽  
Sinan Çakan
Keyword(s):  
Portfolio Management ◽  
Management Strategies ◽  
Investment Decisions ◽  
Management Process ◽  
Investment Portfolio ◽  
Future Expectations ◽  
Investment Style ◽  
Stock Investment ◽  
The Future ◽  
Stock Investments

People or companies canalize their money to consumption or retain it for the future. Their desire to use their savings to obtain extra income gave birth to the concept of investment. They do this in a frame of expectations about the future. Expectations are the foundation of all investment decisions. This chapter focuses on how an investment and portfolio management process should be and explains different portfolio management strategies. It also includes different types of stock investments. The chapter intends to teach how one can choose a stock and manage money effectively. For this aim, the chapter includes value investment style, growth investment sytle, technical investment style, momentum investment style, fundamental investment style, and beyond. It is very important to know which strategy best fits your aims and your characteristics, so you will be able to learn this through this chapter. In addition, it is important to know how these strategies can used together effectively. In this chapter, an investor will find answers to questions about stock investment.

Using Semantic Web Services in E-Banking Solutions

2009 ◽  
pp. 336-352
Author(s):  
Laurent Cicurel ◽  
José Luis Bas Uribe ◽  
Sergio Bellido Gonzalez ◽  
Jesús Contreras ◽  
José-Manuel López-Cobo ◽  
...  
Keyword(s):  
Web Services ◽  
Semantic Web ◽  
Portfolio Management ◽  
Service Oriented Architecture ◽  
Management Strategies ◽  
Public Access ◽  
Third Party ◽  
Semantic Web Services ◽  
Traditional Service ◽  
Service Oriented

Offering public access to efficient transactional stock market functionalities is of interest to all banks and bank users. Traditional service oriented architecture (SOA) technology succeeds at providing reasonable, good Web-based brokerage solutions, but may lack extensibility possibilities. By introducing Semantic Web Services (SWS) as a way to integrate third party services from distributed service providers, we propose in this chapter an innovative way to offer online real-time solutions that are easy-to-use for customers. The combined use of ontologies and SWS allows different users to define their own portfolio management strategies regardless of the information provider. In deed the semantic layer is a powerful way to integrate the information of many providers in an easy way. With due regard for more development of security technological issues, research on SWS has shown that the deployment of the technology in commercial solutions is within sight.

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