نتایج جستجو برای: rebalancing

تعداد نتایج: 1137  

Journal: :Asian-Pacific Economic Literature 2011

Journal: :International Journal of Finance & Economics 2016

Journal: :IMF working paper 2021

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...

2013
Rei Yamamoto Hiroshi Konno

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...

Journal: :European Journal of Operational Research 2006
Yong Fang Kin Keung Lai Shouyang Wang

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...

2017
Chris Brightman

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...

2014
Gerard Kelly

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...

Journal: :International Journal of Economics and Finance 2011

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