This study centers on forecasting return and constructing proper portfolios with 5 typical assets rarely focused the Chinese A-share market. paper applies fittest ARIMA models for each of selected stocks to predict their trend returns in next 20 days. Besides, we create efficient frontier by Monte Carlo simulation under Markowitz’s Mean-Variance framework focus two portfolios, i.e., maximum Sha...

Index tracking is an investment approach where the primary objective is to keep portfolio return as close as possible to a target index without purchasing all index components. The main purpose is to minimize the tracking error between the returns of the selected portfolio and a benchmark. In this study, quadratic as well as linear models are presented for minimizing the tracking error. The unc...

Investors need to do proper analysis before making a decision in investing. If the investor does not right analysis, will experience significant losses. One of analyzes used is CAPM, and for next step researcher evaluates performance stock portfolio. This study aims analyze evaluation portfolios during covid 19 pandemic. The research objects were companies registered IDX 30 period January 2020 ...

We examine a knowledge management (KM) success model that incorporates the quality of available knowledge and KM systems built to share and reuse knowledge such as determinants ofusers' perception of usefulness and user satisfaction with an organization's KM practices. Perceived usefulness and user satisfaction, in turn, affect knowledge use, which in our model is a measure of how well knowledg...

Successful implementation of IT-enabled change requires good management of the change process and of the various sources of resistance that typically accompany the introduction of such change. As a result, helping managers better understand the dynamics of organizational processes is an important objective for IS and IT educators. The EIS Simulation is a new computer-based multimedia simulation...

Optimal asset allocation well-fitting the investors goals is a pressing challenge in risk management. In spite of Sharpe ratio, Sortino-Satchell, Generalized Rachev and Farinelli-Tibiletti ratios are new parameter-dependent performance ratios able to suit the investor risk profile. Five investor prototypes are studied and fifteen tailormade optimal asset paths are traced over a rolling twelve m...

Although the European Respiratory Society (ERS) strongly supports and prioritises research on asthma, the publication should NOT be interpreted as an official opinion of the ERS. The ERS took part in this summit and decided, based on exclusive sponsorship of Merck Sharpe and Dohme (Hoddesdon, UK), to cease further participation. The whole project was financially supported by the Asthma, Allergy...