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portfolio management


Portfolio management is the art and science of selecting and overseeing a group of investments that meet the long-term financial objectives and risk tolerance of a client, a company, or an institution.
Portfolio Management
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RG Cooper, SJ Edgett- Pegasus, New claude.rochet.assoc.pagesproThere are two ways for a business to succeed at new products: doing projects right, and doing the right projects. Most new product prescriptions focus on the first route for example on effective project management, using cross-functional teams, and building in the voice of
Active portfolio management
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Why a second edition Why take time from busy lives Why devote the energy to improving an existing text rather than writing an entirely new one Why toy with success The short answer is: our readers. We have been extremely gratified by Active Portfolio Managements
Investment analysis and portfolio management
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Investment analysis and portfolio management course Saica Investments, a comprehensive guide to investment analysis and portfolio management by an expert team from CFA Institute, provides the broad-based . Investment Analysis and Portfolio Management XCPD-021
Best practices in IT portfolio management
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SPRING 2004 MIT SLOAN MANAGEMENT REVIEW 41 usiness executives love to hate information technology, yet IT expenditures continue to increase. In 200 $780 billion was spent on IT in the United States alone, with IT budgets of individual companies, such as
Project portfolio management maturity model
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Although there is a recognition that there are project portfolio management processes, there are no established practices or standards, and individual project managers are not held to specific accountability by any process standards. Documentation is loose and ad hoc
Portfolio management for new products: picking the winners
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New product portfolio management is about how you invest your businesss product development resources project prioritization and resource allocation across development projects. This paper addresses the four goals of portfolio management and the importance of
Securities analysis and portfolio management
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Investment in capital market is in various financial instruments, which are all claims on money. These instruments be of various categories with different characteristics. These are all called securities in the market parlance. In a legal sense also, the Securities
Decision Rules and Portfolio Management for Retirees: Is the SafeInitial Withdrawal Rate Too Safe
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Executive Summary‚†Ź This paper establishes new guidelines for determining the maximum safe initial withdrawal rate, defined as (1) never requiring a reduction in withdrawals from any previous year,(2) allowing for systematic increases to offset inflation, and (3) maintaining
IT portfolio management : A bankers perspective on IT
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A Bankers Perspective on IT by Bert Kersten and Chris Verhoef quantify the return on IT expenditures. However, it is clear that IT costs are still rising. In the US, CIO magazine predicts an average increase in the IT budget of 5.1% in 2003 . Where the ceiling is for IT
Investment Analysys And Portfolio Management
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Introduction 4 1. Investment environment and investment management process7 1.1 Investing versus financing7 1.2. Direct versus indirect investmentToday large companies operate 100s of computer-based information systems (IS), also called applications, to support their businesses. Enterprise Architecture (EA) is regarded as a promising concept to cope with the complexity caused by large application portfolios (AP)
Project Portfolio Management -an organising perspective
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This thesis deals with aspects of importance for organising project portfolio management . Project portfolio management of industrial development projects is commonly agreed to be a way of maximising the value of the development effort, creating a balance of the activities
A model for portfolio management with mortgage-backed securities
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We present a stochastic programming model for the management of large portfolios of mortgage-backed securities (abbreviated: MBS). It is a two-stage, multiperiod model, whereby portfolio decisions made here-and-now are influenced by uncertain information
Portfolio management in a deregulated hydropower based electricity market
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We present an\asset/liability model for a hydropower producer operating in a deregulated electricity market. The focus in this modeling e ort is on the coordination of physical generation resources in the form of multiple hydropower reservoirs, with\paper resources in
Professional project portfolio management
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Project-oriented organizations perform simultaneously a number of different projects and programmes, they hold a portfolio of projects and programmes. The more projects and programmes a company performs, the more complex it becomes. Projectoriented
Portfolio management with stable distributions
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We shall introduce a new stable-Paretian (orstable) version of the Marko- witzs nancial optimization model in order to nd an optimal frontier based on a more realistic model for the distribution of asset returns. As a general- ization of the mean-variance approach, multivariate stable distribution
Designing a multi-agent portfolio management system
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The voluminous and readily available information on the Internet has given rise to exploration of Intelligent Agent technology for accessing, filtering, evaluating and integrating information. In contrast to most current research that has investigated single-agent
Fixed income portfolio management
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Page 1. Fixed Income PortfolioManagement Interest rate sensitivity, duration, and convexity Passive bond portfoliomanagement Active bond portfoliomanagement Interest rate swaps 1 Interest rate sensitivity, duration, and convexity ¡ bond price: ∑T t¢ 1 C £ 1¤ y¥ t ¦ F £ 1¤
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
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We consider an optimal portfolio -consumption problem which incorporates the notions of durability and intertemporal substitution. The logreturns of the uncertain assets are not necessarily normally distributed. The natural models then involve L vy processes as driving
An application of the Black Litterman model with EGARCH-M-derived views for international portfolio management
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This paper provides an application of the Black Litterman methodology to portfoliomanagement in a global setting. The novel feature of this paper relative to the extant literature on Black Litterman methodology is that we use GARCH-derived views as an input