Summary Kraljic's purchasing portfolio approach has inspired many academic writers to undertake further research into purchasing portfolio models. Although it is evident that power and dependence issues play an important role in the Kraljic matrix, scant quantitative research has been undertaken in this respect. In our study we have filled this gap by proposing quantitative measures for ‘relati...

We explore whether the pattern of international equity returns, equity portfolio flows, and exchange rate returns are consistent with the hypothesis that (unhedged) global investors rebalance their portfolio in order to limit their exchange rate exposure when there are (1) relative equity return and (2) exchange rate shocks. We also explore whether (3) equity flow shocks influence the exchange ...

An e cient algorithm is developed to price European options in the presence of proportional transaction costs, using the optimal portfolio framework of Davis (1997). A fair option price is determined by requiring that an in nitesimal diversion of funds into the purchase or sale of options has a neutral e ect on achievable utility. This results in a general option pricing formula, in which optio...

investors use different approaches to select optimal portfolio. so, optimal investment choices according to return can be interpreted in different models. the traditional approach to allocate portfolio selection called a mean - variance explains. another approach is markov chain. markov chain is a random process without memory. this means that the conditional probability distribution of the nex...

Citation: Linton J., Vonortas N. (2015) From Research Project to Research Portfolio: Meeting Scale and Complexity. Foresight-Russia, vol. 9, no 2, pp. 38–43. DOI: 10.17323/1995-459x.2015.2.38.43 DOI: 10.17323/1995-459X.2015.2.38.43 Nicholas Vonortas — Professor, George Washington University, United States; São Paulo Excellence Chair, Department of Science and Technology Policy, State University...

The Disparate Influence of State Renewable Portfolio Standards (RPS) on Renewable Electricity Generation Capacity Karen Maguire Assistant Professor Department of Economics and Legal Studies Oklahoma State University 327 Business Building, Stillwater, OK 74075 Phone: 405-744-5112 E-mail: [email protected] Abdul Munasib Research Scientist Department of Agricultural & Applied Economics ...

Eduardo Rojas is a Senior Urb an Planner with the Inter-American Development Bank, supervising the bank's urban deve lopment portfolio. H e is currently desig ning several urban h eritag e preservation and revitalization loans and technical coop erations. He is task manager f or the Quito Historic Center Rehabilitation Loan granted to Ecuador. His degrees are in architecture, urban planning, an...

Competency based learning and e-portfolios are integral parts of modern teaching repertoires. Media and computer technology play an important role in supporting such scenarios. This paper presents an infrastructure consistent of a generic competency database that can be connected to various learning management systems or e-portfolio systems to implement competencebased assessment. The concepts ...