... Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Computer software Portfolio investment Investments Rational investors wish to maximize their returns with the least possible risk. Since many users cannot sell short sale restrictions due to policy restrictions...

... Limited 2019 Emerald Publishing Limited Licensed re-use rights only Quality factor Asset pricing Portfolio investment Empirical finance Multifactor models Asset pricing models have a special role to play in financial economics. They are used for a wide variety of purposes including...

... © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Students Financial investment Business education Portfolio investment Experiential learning The TVA Investment Challenge Program, UTM’s association with the Program and the structure...

... Portfolio investment Risk management Assets management C22 C52 G11 G23 Holdings of mutual funds represent a sizeable share of portfolios of both institutional investors and households around the world (see e.g. Klapper et al., 2004). As shares of any fund are available...

... in the equations below. Asset allocation Diversification Stock returns Portfolio investment Investments Securities Over the last 15 years the financial markets have witnessed the dot.com boom and bust, low inflation, a real estate bubble bursting, the near collapse of the banking system, a bond...

... characteristics during PMPPs, normal market conditions (NMPPs) and HMPPs. Financial markets Portfolio investment Investments Diversification has long been an integral part of portfolio management. The cornerstone of Modern Portfolio Theory (MPT) is Markowitz’ (1952, 1959) seminal work...

... of the data and a description of the results. Section VI provides a discussion of some caveats and Section VII concludes the study. Portfolio investment Portfolio planning From January 2000 through December 2009, the annual rate of return on the S&P 500, including dividends (as taken from...

... Rashid can be contacted at: ch.arahmad@yahoo.com © Emerald Group Publishing Limited 2015 Risk analysis Risk assessment Returns Financial risk Portfolio investment Most of the existing empirical studies have attempted to investigate the ability of different risk measures...

... in the small-cap space. Again, prior research has shown the VP to exist at its greatest strength, if not exclusively, in this strata of the market [7] . © Emerald Group Publishing Limited 2015 Investment funds Stock returns Portfolio investment If the value premium (VP) exists...

.... Performance measurement Islam Portfolio investment Capital Asset Pricing Model Investment funds Autoregressive processes The last two decades have witnessed an increase in popularity of variety of socially responsible investments. The concept of ethical investment is appealing to a special...

... at: yuli@sfsu.edu © Emerald Group Publishing Limited 2012 Poland United States of America International investments Portfolio investment Diversification Foreign exchange The case for international portfolio diversification was established in the 1960s and 1970s. Since...

... institutions Portfolio investment Quantitative techniques Absolute return investing occurs when portfolio managers seek positive holding period returns (HPRs) without any benchmark except for, possibly, the return on the risk‐free asset. Ineichen (2003) argues that hedge funds provide better...

... Pricing Model Portfolio investment Stock returns India Jegadeesh and Titman (1993) were the first to report that, over intermediate horizon of three to 12 months, a portfolio that buys past winners and sells past losers generates statistically and economically significant abnormal profit...

... very low and the unwanted large transaction. Cardinality constraints, that is, limitations to the maximum number of assets that will be included in the portfolio, that are imposed by investors in order to assist them in monitoring and controlling their portfolio. Portfolio investment...

... between risk and realized return trade‐off. Nikolaos G. Theriou can be contacted at: ntheriou@teikav.edu.gr © Emerald Group Publishing Limited 2010 Greece Stock exchanges Capital asset pricing model Portfolio investment Rate of return The capital asset pricing model (CAPM) has...

... horizons is novel and useful to practitioners since it produces unbiased estimates. Portfolio investment Estimation Long‐term planning Arithmetic Geometric mean Spyros Missiakoulis can be contacted at: s.missiakoulis@gmail.com © Emerald Group Publishing Limited 2010 Keeping...

... to examine the research questions posed in this study. Daniel Perez Liston can be contacted at: dperez8@broncs.utpa.edu © Emerald Group Publishing Limited 2010 Financial management Asset valuation Investors Portfolio investment Using religious screens, faith‐based portfolios...

... Publishing Limited 2009 Portfolio investment Variance Assets management Money markets The mean‐variance framework for portfolio selection, developed by Markowitz (1952) , continues to be the most popular method for portfolio construction. It is typically taught in finance courses...

... between the combination of the shortfall risk and the portfolio's expected returns. © Emerald Group Publishing Limited 2007 Portfolio investment Currency options Hedging Derivative markets In order to use the currency option as a hedge instrument – which gives the investor (holder...

... investments in Central and Eastern Europe stock markets during financial crises. Plamen Patev can be contacted at: patev@uni‐svishtov.bg © Emerald Group Publishing Limited 2006 Emerging markets Portfolio investment Stock markets Europe Diversification International investments...