performances of both strategies, both the shift direction and shift size should taken into consideration. First, it is not appropriate to conclude that one strategy can outperform another strategy in the category of active portfolios management strategies even though under the condition that there is a steeping of the yield curve. Performances of different strategies are various, different, even though under one same condition, since the detailed information of each strategy is unknown. Theoretically…

Portfolio Management Introduction: Portfolio management is a conglomeration of securities as whole, rather than unrelated individual holdings. Portfolio management stresses the selection of securities for inclusion in the portfolio based on that security’s contribution to the portfolio as a whole. This purposes that there some synergy or some interaction among the securities results in the total portfolio effect being something more than the sum of its parts. When the securities are combined…

Project Portfolio Management (PPM) is the centralized management of the processes, methods, and technologies used by project managers and project management offices (PMOs) to analyze and collectively manage current or proposed projects based on numerous key characteristics. The objectives of PPM are to determine the optimal resource mix for delivery and to schedule activities to best achieve an organization’s operational and financial goals ― while honoring constraints imposed by customers, strategic…

PROJECT ON SECURITY ANALYSIS & PORTFOLIO MANAGEMENT A STUDY ON SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT INTRODUCTION: Traditional security analysis emphasis the projection of prices and dividends accordingly the potential price the firms common stock and the future dividend seem were to be forecast and the discount allowed 10%. The traditional views are on the intensive and current market price of security if the current market price…

Portfolio Strategic Management Introduction Modern organisations devise a plan prior to the beginning of the project, in order to achieve desired objectives. The collection of programs, projects, or objectives managed to achieve the desired results is known as a portfolio, and the co-ordinated management of one or more portfolios in an effort towards achieving the organization’s objectives, is known as portfolio management (Project Management Institute, 2013). Portfolio management plays a critical…

Treynor-Black Model Using the Treynor-Black Model in Active Portfolio Management Aruna Eluri, David S. Price, Kelly Walker Course Project for IE590 Financial Engineering Purdue University, West Lafayette, IN 47907-2023 August 1, 2011 Abstract In 1973, Jack Treynor and Fischer Black published a mathematical model for security selection called the Treynor-Black model. The model finds the optimum portfolio to hold in the situation where an investor considers that most securities are priced effectively…

The two predominate strategies that investors employ to generate returns on their accounts are active and passive portfolio management. These methods contrast in regards to how the manager utilises the investments held in the portfolio over time. Active management concentrates on outperforming the market in relation to a specific benchmark, while the purpose of passive management is to mimic the investment holdings of a particular index. This essay evaluates the costs and benefits of the varying…

Loan Portfolio Management Introduction Background: L ending is the principal business activity for most commercial banks. The loan portfolio is typically the largest asset and the predominate source of revenue. As such, it is one of the greatest sources of risk to a bank’s safety and soundness. Whether due to lax credit standards, poor portfolio risk management, or weakness in the economy, loan portfolio problems have historically been the major cause of bank losses and failures. Effective…

Investment Strategy and Portfolio Management - Case of study: Kaplan Capital Introduction For organisations operating in unpredictable and competitive markets, it becomes a challenge for fund managers to create an optimal investment portfolio for their companies and their clients. Fund managers are presented with various prospects in emerging markets, equities, real estate, corporate bonds, government bonds, hedge funds, financial derivatives, and other alternative investments options…

Discuss the general features, differences, advantages and disadvantages of active and passive portfolio strategies and their link with the theory of efficient capital markets. Introduction and Definitions: Depending on whether believing in the Efficiency Market Hypothesis, portfolio strategies are classified as either active strategies or passive portfolio strategies. Active portfolio strategy doesn’t believe Efficiency Market Hypothesis, it uses available information and forecasting techniques…