Portfolio Essay

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  • The Pros And Cons Of Portfolio Theory

    799 Words  | 4 Pages

    During the interviews, it was understood that Portfolio Theory is difficult to apply to loaning administration. A bank is required to have a flexible credit evaluating process to capture the individuality of each loan. These differences depend on the size of the loan and the different clients’ risks. This makes it difficult to apply loan portfolio diversification compared to a portfolio of bonds or stocks. Nevertheless, more than the fixed principles banks seem to follow the intuition behind it not

  • Portfolio Theory Essay example

    2185 Words  | 9 Pages

    “The Benefits of diversification are clear. Portfolio theory has played a crucial role in explaining the relationship between risk and return where more than one investment is held. It also enables us to identify optimal and efficient portfolios.” With Reference to this statement, describe, discuss and illustrate the principles of portfolio theory. Your essay should include coverage of the Markowitz Efficient Frontier and the Capital Market Line. Declaration: I confirm that this submission

  • Portfolio Management

    4710 Words  | 19 Pages

    and preparing a portfolio of 20 scrip’s and evaluates the performance of portfolio for the next one year. The sample size is 40 companies stocks. The company stocks are chosen based on their nature 1) Aggressive in nature (β>1).2) Conservative in nature (β<1) and 3).Balanced in nature (β=1).The portfolio performance is compared with various mutual funds and with market to pullout or adds some companies according to their performances. The virtual money investing in the portfolio is 100 Crores

  • Case Study : John & Marsha on Portfolio Selection

    769 Words  | 4 Pages

    บทสรุปผู้บริหาร จากกรณีศึกษา John ต้องทำการตัดสินใจว่า ในพอร์ตการลงทุนที่เขาบริหารจัดการอยู่นั้น ควรซื้อหุ้น PioneerGypsumหรือGlobal Miningในสัดส่วนเท่าไหร่ จึงจะสามารถได้ผลตอบแทนที่สูงบนพื้นฐานความเสี่ยงที่เหมาะสม ซึ่งแต่เดิม John ไม่ได้ทำการกระจายการลงทุน (Diversified) โดยทำการวิเคราะห์จากการคำนวณหา Expected Return, Risk Premium และคำนวณ Standard Deviationเพื่อนำไปคำนวณหา Sharpe Ratio ที่มีอัตราส่วนที่สูงที่สุด ซึ่งอธิบายถึงผลตอบแทนที่ถูกปรับด้วยความเสี่ยง ที่ดีที่สุด เมื่อได้ทำการวิเคราะห์และคำนวณ

  • Markowitz Portfolio Optimization

    2233 Words  | 9 Pages

    development of a quantitative method that takes the diversification benefits of portfolio allocation into account. Modern portfolio theory is the result of his work on portfolio optimization. Ideally, in a mean-variance optimization model, the complete investment opportunity set, i.e. all assets, should be considered simultaneously. However, in practice, most investors distinguish between different asset classes within their portfolio-allocation frameworks. In our analysis, we view the process of asset allocation

  • Functions Of An Efficient Portfolio

    1549 Words  | 7 Pages

    A. Portfolio; feasible set; efficient portfolio; efficient frontier A portfolio is a group of financial assets, differing in possible risk and return, and is managed by an investor or a group of professionals. Generally, a higher return expected by a portfolio owner generates a higher risk as well, and vice versa. The mix of financial assets can range, and these can include stocks, bonds, mutual funds, and cash equivalents. Stocks are considered the most volatile of these options and thus generate

  • Portfolio Theory And Its Application

    1709 Words  | 7 Pages

    FINC 6009 Portfolio Theory & Its Application Group Assignment Dr Hamish Malloch Cross Streams Zhe Yan 430462009 Table of Contents Executive Summary Justification of Data Section One: Portfolio Constructions Section Two: Empirical Results and Discussion Section Three: Fama-French Model Section Four: Regression Analysis Section Five: Re-consideration of Smart Beta Strategy and Conclusion Executive Summary Recent years have seen the rapid development of

  • The Performance Of Portfolio Theory

    1521 Words  | 7 Pages

    Introduction This report is established to illustrate the performance of portfolio by using modern portfolio theory to make one portfolio allocation decisions per year (round) over nine years (rounds) in an investment game and find out a reasonable strategy to meet a particular investment objective. Specifically, it tries to figure out following questions: 1. How the investment decisions can be made? 2. The research that is undertook 3. The critical factors that influenced the decision 4. How are

  • Modern Portfolio Theory

    5165 Words  | 21 Pages

    MBA Modern Portfolio Theory Corporate Finance II Final Paper Table of Contents 1. Title Page pg. 1 2. Table of Contents pg. 2 3. Introduction/ Executive Summary pg. 3 4. Modern Portfolio Theory pg. 3 5. Portfolio Management pg. 4 6. Controlling the Risk pg. 5 7. Diversification pg. 6 8. CAPM pg. 7 9. Beta: Advantages and Disadvantages pg. 8 10. Options pg. 10 11. Hedging

  • Advantages Of Portfolio Optimization

    1531 Words  | 7 Pages

    Robust Optimization Approach to Multi-Period Portfolio Selection Progress Report Introduction Investors always seek for a way that they can get back greatest return while enjoying minimized risk. Instead of investing in a single asset, holding a portfolio is obviously less risky. However, how to select the best portfolio among tens of thousands of assets in today’s financial market? The stringent need of investors promote the raising of modern portfolio theory. In 1952, Harry Markowitz [1] established

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