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Varvara Piterska, Oleh Lohinov, Liliia Lohinova
Pág. 86 - 96
The subject matter of the article is models and methods of portfolio management of research projects of higher education institutions. The goal of the work is to create methods of portfolio management of scientific activities of institutions of higher ed...
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Varvara Piterska, Oleh Lohinov, Liliia Lohinova
Pág. 99 - 108
The subject matter of the article is the methods, models and mechanisms of forming a portfolio of research projects of higher education institutions. The goal of the work is to develop a mechanism for managing a portfolio of research projects of a higher...
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Sergey Kiyko
Pág. 56 - 70
Today, the problem of creating and implementing methodological foundations for managing portfolios of energy saving projects at metallurgical enterprises is urgent, taking into account strategic goals, limited resources and risks. The solution to this pr...
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S. Shabalala
AbstractThe objective and scope of this article are to discuss the logic of Product/Business Portfolio management and to demonstrate how the expected optimal results of such management are undermined, if not completely undermined by factors which are qui...
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Zhenglong Li and Vincent Tam
Meta-heuristic algorithms have successfully solved many real-world problems in recent years. Inspired by different natural phenomena, the algorithms with special search mechanisms can be good at tackling certain problems. However, they may fail to solve ...
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Shui Ming Li and Carman Ka Man Lee
Due to the ever-changing business environment, enterprises are facing unprecedented challenges in their new-product development (NPD) processes, while the success and survival of NPD projects have become increasingly challenging in recent years. Thus, mo...
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Raymundo Díaz, Efrain Solares, Victor de-León-Gómez and Francisco G. Salas
Stock portfolio management consists of defining how some investment resources should be allocated to a set of stocks. It is an important component in the functioning of modern societies throughout the world. However, it faces important theoretical and pr...
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Enrique Rafael González Pozo
This paper?s objective is to demystify the world of investing, first by showing and exposing the results the greatest money managers in the Wall Street have obtained over the last years compared to the performance of their benchmark indexes. Index invest...
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Ekaterina V. Orlova
Credit operations are fundamental in the banks? activities and provide a significant share of their income. Under an increased demand for credit resources, credit risks are growth. It keeps the importance of the problem of an increase in the efficiency o...
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Wei Han, Feng-Wen Chen and Yu Deng
The aim of the present work is to testify whether the alliance portfolio management capability has an impact on entrepreneurial firms’ sustainability. A moderating mediation model has been applied to a sample consisting of 101 entrepreneurial firms...
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David Quintana, Roman Denysiuk, Sandra Garcia-Rodriguez and António Gaspar-Cunha
Portfolio management based on mean-variance portfolio optimization is subject to different sources of uncertainty. In addition to those related to the quality of parameter estimates used in the optimization process, investors face a portfolio implementat...
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KHURAM SHAHZAD, YASIR BIN TARIQ
Pág. Page:58 - 66Abstract
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Fabrício Martins Lacerda, Cristina Dai Prá Martens, Henrique M R de Freitas
Pág. Article 51
As they strive towards greater professionalism in carrying out their activities, non-profit organizations (NPOs) have begun paying attention to project management. The non-profit sector (NPS) has also begun to adopt strategic planning techniques, thus ma...
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João Nascimento Nerasti,Claudio Ribeiro Lucinda
Pág. 269 - 297
This paper aims to investigate the existence of persistence in superior performance in Brazilian stock market funds from 2001 to 2014. In order to do so, we used a sample free of survivorship bias and four different market models to characterize the expe...
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Gabriel Matos Pereira,Leonardo Riegel Sant'Anna,Tiago Pascoal Filomena,João Luiz Becker
Pág. 288 - 324
Liquidity is an important issue in portfolio management. In 2012, the Brazilian market regulatory agency (CVM) started to require all banks and brokerages to maintain liquidity control of their portfolios. This study presents a liquidity constraint which...
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Oscar V. De la Torre Torres,Evaristo Galeana Figueroa,Dora Aguilasocho Montoya
The present paper proposes the use of a life cycle investment benchmark (called actual position benchmark or APB) in the asset types allowed in the CONSAR rules for Mexican pension funds (Siefores). Its mean-variance efficiency is tested against the equa...
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Pedro Luiz Albertin Bono Milan,William Eid Junior
Pág. 469?497
The active portfolio management aims to outperformance a market portfolio return, however, there is a great discussion among academics and practitioners about the real possibilities to outperformance the market portfolio return by an actively portfolio m...
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Rafael Falcão Noda,Roy Martelanc,José Roberto Securato
Pág. 67 - 88
The objective of this study is to answer the criticism to the CAPM based on findings that the market portfolio is far from the efficient frontier. We run a numeric optimization model, based on Brazilian stock market data from 2003 to 2012. For each asset...
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Thomas S. Howe,Ralph A. Pope
Pág. 33 - 49
This study uses empirical resampling to examine the risk of three of Perold and Sharpe?s (1988) dynamic asset allocation strategies--Buy and hold, Constant mix, and Constant Proportion Portfolio Insurance (CPPI). Generally we find greater risk from...
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