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Oscar De la Torre Torres
This paper presents the usefulness of an active portfolio management process with orthogonal GARCH (OGARCH) matrixes in order to achieve a 7.5% actuarial target return in defined benefit pension funds such as the Dirección de Pensiones Civiles del Estado...
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Knut Anton Mork, Hanna Marisela Eap and Magnus Eskedal Haraldsen
We consider the portfolio choice of a government with a Sovereign Wealth Fund (SWF) when government revenues depend on exhaustible resources, such as oil and gas. The question is whether the SWF portfolio should underweight shares in the resource industr...
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Maj-Britt Nordfang and Mogens Steffensen
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Hagen Ackermann, Martin Fochmann and Nadja Wolf
The aim of this study is to analyze how depreciation rules influence the decision behavior of investors. For this purpose, we conduct a laboratory experiment in which participants decide on the composition of an asset portfolio in different choice situat...
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Snorre Lindset and Knut Anton Mork
In an economy with a sovereign wealth fund (SWF), the government may draw on the fund to supplement other government revenues. If the fund is invested in risky assets, this introduces a new stochastic element into the government?s budget. We analyze the ...
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Rodrigo T.N. Cardoso,Bruno Cândido Barroso,Mariana dos Santos de Oliveira,Felipe Dias Paiva
Pág. 26 - 46
Portfolio selection has been the subject of extensive studies in order to obtain increased returns, minimizing the investment risk. However, the most appropriate risk measure to be considered is still an open problem. The aim of this work is to study dif...
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Yuzhen Feng, Sachiko Sueki, Dale Devitt and Kumud Acharya
Electricity in the Southwestern United States is primarily generated with water intensive steam turbines. If energy demand continues to rise this will lead to a further rise in water demand. A comprehensive understanding of water consumption and withdraw...
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Yuzhen Feng, Sachiko Sueki, Dale Devitt and Kumud Acharya
Electricity in the Southwestern United States is primarily generated with water intensive steam turbines. If energy demand continues to rise this will lead to a further rise in water demand. A comprehensive understanding of water consumption and withdraw...
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Peter Dorcak, Ingrid Dorcakova
Pág. 1 - 4
The meaning of the concept of online reputation management is constantly growing, more so in today's competitive business environment, where proper setup can contribute to the overall prosperity, as well as affect the market value of a company. There are...
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Denis V. Rylov,Dmitry V. Shkurkin,Anna A. Borisova
Pág. 63 - 67
Lending to the corporate sector represents a significant part of the activities of the Russian banking sector. At the beginning of 2014 the volume of lending to non-financial organizations amounted to about 56% of the value of the loan portfolio and 39% ...
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Olga Viktorovna Lenkova
Pág. 13 - 19
This article offers a methodological approach to the analysis of a corporate business portfolio of the oil and gas production company. The sequence of steps for the implementation of analytical procedures is denoted. The choice of one of the tr...
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Alaaeddin Al-Tarawneh,Mohmmad Khataybeh
Pág. 312 - 323
This paper attempts to explain the banking performance in Jordan to draw out the implications of related theories and evidence for policy makers. Accordingly, they can influence the banking industry, which, in turn, impacts the economy overall. We invest...
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Mohammad Dadashzadeh
The advent of Big Data is confronting Chief Information Officers (CIOs) with the fundamental dilemma of what role do we want Information Technology (IT) to play in building the DSS (Decision Support Systems) portfolio for the enterprise? This paper point...
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Titi Kunkel,Mory Ghomshei,Robert Ellis
British Columbia is anticipating a shortfall in electricity supply because of an expected increase in demand for energy by about 45% within the next 20 years, as well as the phasing out of old utilities. The reliance on fossil fuel and the ongoing discou...
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Luiz Augusto Martits,William Eid Junior
Pág. p. 429 - 457
This article compares the application of a loss aversion utility function with a traditional Von Neumann-Morgenstern utility function aiming to test whether the first form of utility could better replicate the actual behavior of Brazilian investors conce...
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Mari Voldsund, Stefania Osk Gardarsdottir, Edoardo De Lena, José-Francisco Pérez-Calvo, Armin Jamali, David Berstad, Chao Fu, Matteo Romano, Simon Roussanaly, Rahul Anantharaman, Helmut Hoppe, Daniel Sutter, Marco Mazzotti, Matteo Gazzani, Giovanni Cinti and Kristin Jordal
A technical evaluation of CO2 capture technologies when retrofitted to a cement plant is performed. The investigated technologies are the oxyfuel process, the chilled ammonia process, membrane-assisted CO2 liquefaction, and the calc...
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Elena Likhosherst,Lev Mazelis,Konstantin Solodukhin
Pág. 36 - 45
The method for portfolio investment, allowing the formation of the optimal portfolio structure considering degrees of satisfaction of requirements of stakeholder groups, risks and uncertainty of external and internal environment, was proposed. The model ...
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Issa Hijazeen,Ali Al-Assaf
Pág. 14 - 24
The study has investigated the main determinants of dollarization on the assets side and the liability side and financial dollarization using different measures. Following (Mogardini & Mueller, 1999), the econometric results indicated that interest rate ...
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Ferhat Sayim
Pág. 93 - 111
Financial systems and companies has become the most important reason in the weakness of world economic system. The formation and development process of the financial structure also constitutes the infrastructure of the world economic system. The path of ...
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Nick Apostolidis, Chris Hertle and Ross Young
Australia is the driest inhabited continent on earth and, more importantly, experiences the most variable rainfall of all the continents on our planet. The vast majority of Australians live in large cities on the coast. Because wastewater treatments plan...
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