Portfolio Performance: Naïve vs. Optimized Using historical return data from January 1994 to August 2009‚ we calculated the performance of a portfolio of securities employing two models: naïve diversification‚ and optimized diversification. The portfolio consisted of 11 carefully selected and diverse domestic and international securities (see exhibit 1)‚ and we assumed no change in the allocations throughout the entire period measured for both the naïve and optimized models. Each model generated
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active-passive management Investors often debate on whether a portfolio should have active or passive exposure to assets. Interestingly‚ the active-passive exposure is much more than just a binary choice. It actually falls into a 4-box matrix. In this discussion paper‚ we show how investors can adopt this 4-box matrix to active-passive management. Active management is a function of security selection and market timing factors. The portfolio manager of a diversified active fund‚ for instance‚ first selects
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Report Done by: Lang‚ Qin 1988-12-05 Low Lihui Valerie 1989-09-24 Q1 Before we evaluate the actual investment performance of the five constructed portfolios for period 1992.02-2008.07‚ we firstly calculate the mean‚ variance and standard deviation of each of the portfolio using Excel. The results are generated as below: Portfolios | Z1 | Z2 | Z3 | Z4 | Z5 | Zm | Mean | 0.008490 | 0.003843 | 0.009980 | 0.000141 | 0.004840 | 0.0066 | Variance | 0.005335 | 0.007238 | 0.004951 | 0.008652
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The Islamic banking and finance system is recent in origin. Its special features preclude the application of modern finance theories. The system is briefly described in this paper as part of an initial attempt to develop a simple model for the portfolio management of an Islamic bank. The model is built on the assumption of certainty for one period. A numerical example based on actual data of Faisal Islamic Bank of Sudan is given to illustrate the model and reveal its relevance. 1. Introduction
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portfolio question Christian Arzaga 03/27/2012 1. Portfolio Question #1 (Chapter 1) a. What does “success” mean to you? Success to me is the feeling that come from going through struggles and still achieving your goals. It may be something as small as losing 5 pounds or as great as graduating from school. b. When you achieve your greatest success…what will you have and what will you be doing? When I achieve success I will be have my associates
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The portfolio presented before you is an overall example of why I should be allowed to be in the English 110 class. I know I have never been a student who has the skills to say that I can always pass an English class. Although‚ I feel this portfolio revisions of my first five essays will show you just how far I have come since I have partaken in the English 109-G class with Dr. Stutts. The essays I revised include the Description Essay‚ Narrative Essay‚ Argument Essay‚ Summary & Interpretation Essay
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Question Paper: Define a project. What are the characteristics which help differentiate projects from other functions carried out in the daily operations of the organization? What is the role of the Project Manager? 3. Why is the implementation of projects important to strategic planning and the project manager? Strategic plans are implemented primarily through projectse.g.‚ a new product‚ a new information system‚ a new plant for a new product. The project manager is the key person
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investor with A=0.75‚ will the investor prefer this coin game to an instant risk-free rate of 1%? Part II. Construction of Feasible Investment Opportunity Set and the Efficient Frontier (Lecture 3) 1. Consider two securities for the potential portfolio inclusion: E(r1)=25%‚E(r2)=10%‚ 1=75%‚ 2=25%‚ 12 Draw all feasible investment combinations given these two risky assets in a plane of P‚ E(rp)} in Excel for four cases: (1) 12 =1‚ (2) 12 = 0.2‚ (3) 12 = - 0.2‚ (4) 12 = -1. What does the Efficient
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Portfolio-FALL 2014-eng28-lacc CUMULATIVE PORTFOLIO CONTENTS FALL 2014 -- ENGLISH 28 NAME:________________________________ DATE:________________________ Below is a list of the graded assignments we have done in this class. To get credit for these assignments‚ place your original work in your Cumulative Portfolio and turn it in to me on the assigned date. Place a blank sheet where any missing assignments are listed. Please arrange your materials in your Portfolio in the order they appear below
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Sample Portfolio Essay #1 My time at Isothermal has greatly affected my life in many ways. Thanks to my time spent at Isothermal‚ I have decided that upon completion of my education‚ I hope to be able to work as a Spanish educator at K-12 and college level and as a Spanish-English translator. I have decided on these careers because of my love for the Spanish language and the fact that Spanish educators and translators are in high demand. I also believe that these are career choices with which I
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