Search results for "Folio"

Lahjakas oppilas ja portfoliotyöskentely - eriyttämistä ja itsearviointia

1998

Tyttöjen liikunnan itsearviointikokeilu Seinäjoen lukiossa

1998

Portfolio oppilaan minäkuvan ja itsetunnon tukena

2003

Opettajan portfolion avulla kohti omaa opettajaprofiilia

1998

STUDY REGARDING THE MARKOWITZ MODEL OF PORTFOLIO SELECTION

2015

The Markowitz model was introduced through the work of Harry Markowitz (1952) and analyzes the risk and the rentability of a diversified portfolio of securities. In our research, we want to use the Markowitz model in order to identify the structure of the optimal portfolio of risky assets, in other words the efficient portofolio. The study, conducted on three romanian companies from the construction sector, listed on the Bucharest Stock Exchange, leads to the conclusion that the portfolio is illegitimate, so it is necessary to sell the securities of the companies in the absence, procedure known as short sell.

The risk assessment of the investments in the companies belonging to the manufacturing industry in Romania, listed on the Bucharest Stock Exchange

2018

VaR represents an advanced model of risk management, appropriate for estimating the financial risk of a financial title taken individually or of a portfolio of titles. The research aims to quantify the maximum loss of the securities value, based on their daily closing prices, at a 5% relevance level, using the historical simulation method. The research sample consists of a number of 33 companies belonging to the manufacturing industry in Romania, listed on the Bucharest Stock Exchange, at standard and premium categories. Based on a number of 260 statistical observations, corresponding to the working days from the period 01.01.2016 - 31.12.2016, it was determined the maximum loss of value fo…

The relationship between credit ratings and asset liquidity: Evidence from Western European banks

2020

This study examines the role of asset liquidity in Western European banks’ credit rating downgrades and upgrades over the 2005–2017 period. The results suggest that changes in bank credit ratings have been more favorable for banks that have a liquid asset portfolio. Furthermore, asset liquidity has a stronger effect on the credit rating of banks that already have an illiquid asset portfolio. In contrast, the effect is significantly smaller or nonexistent for the most liquid banks. These results imply that the new liquidity regulation introduced by the Basel III requirements will improve the stability and hence decrease the fragility of the European banking sector. Furthermore, the benefits …

Unit 2: the Markowitz portfolio selection model. parte teoría

2021

Se introduce el modelo de Markowitz y la selección de carteras. Además, se explican las carteras eficientes.

Matematiikan saavutusten salkku matematiikan oppimisen tukena

2002

Contingent Convertible Bonds for Sovereign Debt Risk Management

2018

Abstract We consider convertible bonds that contractually stipulate payment standstill, contingent on a market indicator of a sovereign’s credit worthiness breaching a distress threshold. This financial innovation limits ex ante the likelihood of debt crises and imposes ex post risk sharing between creditors and the debtor. Drawing from literature on contingent contracts, neglected risks, and bank CoCo, we extend prevailing arguments in favor of sovereign CoCo (S-CoCo). We discuss issues relating to their design: which market trigger, market discipline and sovereign incentives, and errors of false alarms or missed crises, and provide supporting evidence with eurozone data and a simple simul…