Portfolio analysis
Evidence, explanation of the cost of the award. A combination of cost and momentum strategies. Working with abnormal distributions. Testing of median values for significance. Measuring the performance of built portfolios. Conducting regression analysis.
Подобные документы
Regression analysis of panel data, which was performed using GRETL software, was chosen as the main research method for analyzing the impact of determinants on financial performance indicators. Features of using four different dependent variables.
статья, добавлен 23.05.2023Identify the trends of short-term investment and momentum in the Taiwan stock market. The causes of abnormal profits and their relationship to the behavior of investors in the market. Modeling the turnover of profit and the ratio of transactions.
статья, добавлен 28.09.2016The study of the phenomenon of momentum at Taiwan market and investigates the relations between momentum strategies and volatility. Display information on share price momentum. Use of price dynamics as an index for building investment portfolios.
статья, добавлен 27.09.2016Valuation of the company's capital assets. Advantages of conducting financial transactions based on blockchain technology. Increasing the efficiency of management of the organization's capital cost. Analysis of real options and discounted cash flows.
статья, добавлен 11.12.2023The summary of capital market history. Measuring and calculating portfolio risk. Beta and unique risk. Diversification and value additivity. Measuring risk variance - average value of squared and standard deviations from mean. A measure of volatility.
презентация, добавлен 02.08.2013The nature of taxes and the analysis of transaction costs associated with the interaction of business and government in the tax area. The connection between payment of taxes and economic indicators. The developing a congruent and efficient tax system.
статья, добавлен 16.10.2018Reduce total costs of goods and services as one of the essential thing in the implementation of cost-leadership strategy. Characteristics of the general scheme of different indicators evaluation in the process of the financial condition analysis.
статья, добавлен 26.09.2016Equivalent annual costs - the cost per period with the same present value as the cost of buying and operating a machine. Project interaction. An optimal timing and fluctuating load factors. The role of investment decisions with the net present value rule.
презентация, добавлен 02.08.2013Обеспечение экономической безопасности промышленных предприятий. Краткая характеристика инновационных методов учета и управления корпоративными затратами. Основные их преимущества и недостатки. Преимущества внедрения системы управления Russian-cost.
статья, добавлен 22.03.2021Company and project costs of capital. Measuring the cost of equity. Setting discount rates w/o beta. Certainty equivalents. Discount rates for international projects. Measuring and estimated betas. Beta stability. Capital structure. International risk.
презентация, добавлен 02.08.2013- 11. Options trading
A study of investment strategies volatility. The advantages of trading options in the stock market. The concept, nature and characteristics strategies options Straddle, creating a positive return without any cost for transactions using this strategy.
контрольная работа, добавлен 20.03.2016 Review of financial results, cost indicators, market capitalization of production, liquidity of the balance of agricultural holdings by the criterion of assets and liabilities. Diagnosis of the probability of bankruptcy using different models of analysis.
статья, добавлен 15.12.2020Assessing risks of Zagreb Stock Exchange and future offerings that are relevant in making the decisions about investments. The importance of diversification and systemic risk of individual stocks. Systemic risk of the given portfolio and its importance.
статья, добавлен 02.07.2013The study the significant factors of bank selection criteria in Malaysia: people influence, communication technology, convenience, personnel, easy process, variety, service quality and cost. Differences in banking conditions for demographic classes.
статья, добавлен 28.09.2016Components of international financial centre regime. Classifications of international financial centres. Tax policy significance and its implications for Russia. Analysis of a relationship between a tax regime and FDI. Macroeconomic stability analysis.
дипломная работа, добавлен 17.07.2020Theoretical bases of the Value Added Tax. The importance and role of VAT in the tax system. Analysis of the significance and place on added value in tax system of Republic of Kazakhstan. Analysis of foreign experience of calculation and payment of VAT.
курсовая работа, добавлен 10.03.2013The main goals of controlling are to improve current processes at the enterprise and achieve strategic goals. Use of management accounting with its system indicators, reports and cost management. Formation of financial and non-financial indicators.
статья, добавлен 22.01.2024Overview of the features of project finance in the world and especially in the Arab countries, mainly in the GCC region. Using methods of statistical analysis, regression construction. Dynamics and structure of project financing in the GCC countries.
статья, добавлен 08.02.2021Modeling of financial time series with significant balances. Using co-symmetry as a risk assessment tool. Justification of investment feasibility and risk assessment of foreign exchange portfolios of Pakistani investors. Advantages of the GARCH model.
статья, добавлен 19.01.2022The hypothesis that the formation of investment portfolios of two assets based on predicted returns obtained using fractal models with conditional heteroscedasticity ARFIMA-GARCH allows to obtain portfolios with better characteristics than using the ARFIM
статья, добавлен 20.01.2022The testing whether there is a significant market reaction to the divestiture deal announcement in market. Testing of the hypothesis that divestitures create value for shareholders of a parent company to help managers justify the need of divestiture deal.
дипломная работа, добавлен 01.09.2018Substantiation of necessity of financial analysis, on the example of a commercial firm. The role of analysis for raising capital in the company. Development of recommendations to improve the external and internal financing and increase your profits.
контрольная работа, добавлен 16.10.2013Study of the theoretical and methodological foundations for the formation of a functional strategy for financial analysis. Directions for improving the usefulness of financial analysis techniques for their adaptation to the needs of the management system.
статья, добавлен 17.06.2024The concepts of Markowitz`s portfolio theory. The way to find the value of a risky security to add a premium for risk to the pure rate of interest. The followings from the relation between the variance of the return of a portfolio and of its securities.
статья, добавлен 11.08.2013The analysis of the total revenues dynamics of the European Union budget was made and the trend line was built using of the functions available for the stated purpose. The author analyzed the size of the EU budget as percentage of Gross National Income.
статья, добавлен 29.09.2022