نتایج جستجو برای: rebalancing
تعداد نتایج: 1137 فیلتر نتایج به سال:
This paper examines gender inequality in the context of structural transformation and rebalancing China. We document declining women's relative wages labor force participation China during last two decades, despite rapid growth expansion service sector. Using household data, we provide evidence consistent with a U-shaped relationship between economic development market outcomes. model transform...
This paper is concerned with an optimization problem associated with a rebalancing schedule of a large scale fund subject to nonconvex transaction cost. We will formulate this problem as a 0-1 mixed integer programming problem under linear constraints using absolute deviation as the measure of risk. This problem can be solved by an integer programming software if the size of the universe is sma...
The fuzzy set is one of the powerful tools used to describe an uncertain environment. As well as quantifying any potential return and risk, portfolio liquidity is taken into account and a linear programming model for portfolio rebalancing with transaction costs is proposed. The level of return that an investor might aspire to, the risk and the liquidity of portfolio are vague in an uncertain fi...
Researchers have identified hundreds of factors that purport to predict equity returns; we find a half dozen that provide an opportunity to outperform the market. To maximize risk-adjusted returns, diversify across smart beta strategies that access the value, low beta, profitability, investment, momentum, and size factors. Systematic rebalancing to fixed weights—reducing exposure to popular fac...
the Chinese authorities plan to gradually rebalance the composition of Chinese economic growth from investment towards household consumption. this article uses the World input-Output Database (WiOD) to give a general sense of how this rebalancing might affect Australian exports and economic activity. Dollar for dollar, Chinese investment appears to absorb more than twice as much Australian valu...
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