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Alpha Representation For Active Portfolio Management and High Frequency Trading In Seemingly Efficient Markets
market timing empirical alpha process unobserved portfolio strategies martingale system behavioural finance high frequency trading Brownian bridge Jensen’salpha portable alpha
2012/9/14
We introduce a trade strategy representation theorem for performance measurement and portable alpha in high fre-quency trading, by embedding a robust trading algorithm that describe portfolio manager ...
Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM
empirical alpha process portfolio hedging strategies active portfolio management market systemic risk swaption delegated portfo-lio management local time of alpha
2012/9/14
We present conditions under which positive alpha exists in the realm of active portfolio management– in contrast to the controversial result in (Jarrow, 2010, pg. 20) which implicates delegated portfo...
An analysis of portfolio management in new product development: a case study in a truck company
portfolio management new product development automotive industry
2009/12/1
The purpose of this paper is to describe a case study in portfolio management and new product development in an automotive company in Brazil. Empirical data was obtained by a number of sources mostly ...
Current project portfolio management practices: A case study
portfolio management decision support making portfolio selection
2009/12/1
The current portfolio literature describes diverse approaches concerning the techniques of classification, selection, prioritization, and project management. The main objective of this article is to i...
Portfolio Management--A Case Study in the Food Industry
Portfolio management product development process and food industry
2009/12/1
The product development process is considered a strategic function for the organizations. In order to survive and be profitable in a competitive environment, companies adopt portfolio management. It i...
Operational risk in current assets investment decisions: Portfolio management approach in accounts receivable
accounts receivable trade credit management incremental analysis value based management portfolio analysis
2014/3/10
The basic financial purpose of an enterprise is maximization of its value. Trade credit management should also contribute to the realization of this fundamental aim. Many of the current asset manageme...
IT Project Portfolio Management: The Strategic Vision of IT Projects
IT Project Portfolio Management The Strategic Vision IT Projects
2010/9/21
Changesin market demand and in technology have meant that managing IT projectshas recently become an authentic challenge for those responsible forinformation technologies. This difficulty lies in mana...