Innovation project portfolio management: A qualitative analysis

M Lerch, P Spieth - IEEE Transactions on engineering …, 2012 - ieeexplore.ieee.org
Doing the right innovation projects is critical to firm's success; therefore, academics and
practitioners are striving for optimizing innovation project portfolio management (IPPM) …

Between nonlinearities, complexity, and noises: an application on portfolio selection using kernel principal component analysis

Y Peng, PHM Albuquerque, IF do Nascimento… - Entropy, 2019 - mdpi.com
This paper discusses the effects of introducing nonlinear interactions and noise-filtering to
the covariance matrix used in Markowitz's portfolio allocation model, evaluating the …

[PDF][PDF] RISK MEASUREMENT IN POST-MODERN PORTFOLIO THEORY: DIFFERENCES FROM MODERN PORTFOLIO THEORY.

C GEAMBAŞU, R ŞOVA, I Jianu… - … Cybernetics Studies & …, 2013 - researchgate.net
In the context of financial crises, the risk measurement is one of the top issues debated by
practitioners and financial research studies. Standard deviation represents a largely used …

Skewness-based portfolio selection: Implications for international investing in frontier markets

OI Rogach, OI Shnyrkov… - Journal Transition …, 2019 - transitionacademiapress.org
Abstract Using the Morgan Stanley Capital International index monthly data for 28 frontier
markets during the period between January 2011 and December 2018 the paper …

A post-modern portfolio management approach on CEE markets

MD Todoni - Procedia Economics and Finance, 2015 - Elsevier
In this paper we apply two methods based on the Post-Modern Portfolio Management
approach to study the risk-adjusted return of 5 major indices from emerging markets in …

Innovation project portfolio management: A meta-analysis

M Lerch, P Spieth - International Journal of Product …, 2012 - inderscienceonline.com
Innovation Project Portfolio Management (IPPM) has gained in importance because
companies need a steady stream of successful innovation projects, on the one hand, and an …

[PDF][PDF] Finansiniai sprendimai: finansinių sprendimų formos: vadovėlis

D Jurevičienė - 2015 - cris.mruni.eu
Antrajame knygos skyriuje išsamiai aprašoma paskolų teikimo bankuose tvarka, aptariami
baziniai paskolos gavėjų vertinimo principai, aprašomos paskolų ir kitų su kredito rizika …

Moderated Analysis of Asset Allocation and Financial Performance of Pension Funds in Kenya

RAA Boyante - 2023 - ir.jkuat.ac.ke
The overall returns to pension fund's assets under management have been inconsistent as
per reports from the RBA. The overall industry returns for the years 2016, 2017 and 2018 …

An empirical analysis of rate of return maximizing portfolios

E Baptiste, T Schaefer - Academy of Accounting and Financial …, 2014 - search.proquest.com
Although there is a common perception that mutual funds provide superior fiscal
performance, research in the area is limited. To examine this relationship, the performance …

Mažmeninio investuotojo portfelio optimizavimas

P Pajarskas - 2024 - epublications.vu.lt
Abstract [eng] The master's thesis consists of three main parts: literary analysis, research
methodology, and the research and its results. The literary analysis section discusses …