The subject of this article is project portfolio risk categorisation. Research conducted indicated categories containing the most probable and significant risks. research described in paper was carried out two stages. In first stage, relevant literature reviewed Delphi method used to identify 36 risks specific a portfolio. second respondents (project managers) assessed probability each occurrin...

Managing interest rate risk requires measuring it first. Duration analysis has become an important tool, allowing portfolio managers to measure the sensitivitv of their portfolios to changes in 'the level of interest rates. But duration analysis has a number of serious drawbacks. Standard duration analysis, for instance, allows for only parallel shifts in the term structure. Thus portfolio mana...

the studies performed regarding the reasons for villagers’ migration to cities confirm the fact that the motivation for migrants to migrate is to attain higher incomes. the proposed method in this research to recuce migration is to transform the farmer into portfolio entrepreneurs. the applicability of this method to increase farmers' income to reduce their migration is tested throughout t...

Project portfolios for the annual maintenance of infrastructure assets may contain dozens of projects which are selected out of hundreds of candidate projects. When selecting these projects, it is necessary to account for multiple evaluation criteria, project interdependencies, and uncertainties about project performance as well as financial and other relevant constraints. In this paper, we rep...

in the portfolio selection problem, the manager considers several objectives simultaneously such as the rate of return, the liquidity and the risk of portfolios. these objectives are conflicting and incommensurable. moreover, the objectives can be imprecise. generally, the portfolio manager seeks the best combination of the stocks that meets his investment objectives. the imprecise goal program...

in the research we try to introduce “network matrix” in selecting optimizing portfolio for active management in investment companies, to evaluating obtained portfolio of this, with this aim that have high efficiency in relation to market portfolio efficiency. first matrix (portfolio) is value-growth stocks that are classified by standards p/e and p/b and second matrix (portfolio) are an aggress...

This paper provides an overview of how taxation affects household portfolio structure. It begins by outlining six aspects of portfolio behavior that may be influenced by the tax system. These are asset selection, asset allocation, borrowing, asset location in taxable and tax-deferred accounts, asset turnover, and whether to hold assets directly or through financial intermediaries. The analysis ...

Managers and stakeholders concerned about all sorts of entities often face a complex mixture of threats originating from multiple sources. Traditional management approaches that deal with multiple decisions, such as project portfolio management and risk assessment, are focused on single sources of risk or integrate risks using simplified assumptions (e.g., simple addition). Current challenges –...