An empirical study of portfolio management and Kanban in agile and lean software companies
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Software: Evolution and Process"
DOI: 10.1002/smr.1834
Abstract: Traditional portfolio management tools and methods are challenging for software companies that use agile and lean approaches, because of the complex pre‐planning activities required. In this paper, traditional portfolio management tools and methods that have… read more here.
Keywords: portfolio; portfolio management; software companies; agile lean ... See more keywords
Goal programming for financial portfolio management: a state-of-the-art review
Sign Up to like & getrecommendations! Published in 2019 at "Operational Research"
DOI: 10.1007/s12351-017-0337-2
Abstract: Over the last decades, the Goal Programming (GP) model has been applied to financial portfolio management and/or selection problem in decision-making contexts where several conflicting and incommensurable objectives are simultaneously aggregated. The aim of this… read more here.
Keywords: goal programming; financial portfolio; portfolio management; portfolio ... See more keywords
Contagion and portfolio management in times of COVID-19
Sign Up to like & getrecommendations! Published in 2021 at "Economic Analysis and Policy"
DOI: 10.1016/j.eap.2021.07.010
Abstract: This paper aims to investigate the COVID-19 pandemic impacts on the interconnectedness between the Chinese stock market and major financial and commodity markets—gold, silver, Bitcoin, WTI, S&P 500, and Euro STOXX 50—and analyze the portfolio… read more here.
Keywords: portfolio; portfolio management; market; management times ... See more keywords
An optimization model for integrated portfolio management in wholesale and retail power markets
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DOI: 10.1016/j.jclepro.2019.119198
Abstract: Abstract: The increasing interactions and interdependences of the wholesale and retail markets in the power sector have created the need for development of integrated approaches for the optimal portfolio management of vertically integrated utilities, aiming… read more here.
Keywords: wholesale retail; portfolio management; retail markets; market ... See more keywords
Portfolio management under drawdown constraint in discrete-time financial markets
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2022.31
Abstract: Abstract Considering a representative agent in the market, we study the long-term optimal investment problem in a discrete-time financial market, introducing a set of restrictions in the admissible strategies. The drawdown constraints limit the size… read more here.
Keywords: time financial; portfolio management; management drawdown; discrete time ... See more keywords
J. M. Keynes’ influence on institutional portfolio management
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Post Keynesian Economics"
DOI: 10.1080/01603477.2017.1423232
Abstract: ABSTRACT In the earlier part of his portfolio management career, J. M. Keynes pursued a short-term, asset allocation-based speculative approach to portfolio management, only to abandon it in the early 1930s in favor of a… read more here.
Keywords: portfolio; portfolio management; influence institutional; institutional portfolio ... See more keywords
Patent portfolio management: literature review and a proposed model
Sign Up to like & getrecommendations! Published in 2018 at "Expert Opinion on Therapeutic Patents"
DOI: 10.1080/13543776.2018.1472238
Abstract: ABSTRACT Introduction: Patents and patent portfolios are gaining attention in the last decades, from the called ‘pro-patent era’ to the recent billionaire transactions involving patent portfolios. The field is growing in importance, both theoretically and… read more here.
Keywords: patent; patent portfolio; portfolio; portfolio management ... See more keywords
Active and passive portfolio management with latent factors
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DOI: 10.1080/14697688.2021.1881598
Abstract: We address a portfolio selection problem that combines active (outperformance) and passive (tracking) objectives using techniques from convex analysis. We assume a general semimartingale market model where the assets' growth rate processes are driven by… read more here.
Keywords: latent factors; portfolio; passive portfolio; portfolio management ... See more keywords
Effects of correlations and fees in random multiplicative environments: Implications for portfolio management.
Sign Up to like & getrecommendations! Published in 2017 at "Physical Review E"
DOI: 10.1103/physreve.96.022305
Abstract: Geometric Brownian motion (GBM) is frequently used to model price dynamics of financial assets, and a weighted average of multiple GBMs is commonly used to model a financial portfolio. Diversified portfolios can lead to an… read more here.
Keywords: effects correlations; correlations fees; portfolio; portfolio management ... See more keywords
Portfolio Management Framework for Autonomous Stock Selection and Allocation
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DOI: 10.1109/access.2022.3231889
Abstract: Portfolio management is essential to reduce risks and maximize profits. It can be classified into two processes: stock selection and allocation. Stock selection identifies stocks with high expected profits, whereas stock allocation determines the investment… read more here.
Keywords: stock selection; portfolio management; selection allocation; stock ... See more keywords
How to Achieve Effectiveness in Project Portfolio Management
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Engineering Management"
DOI: 10.1109/tem.2020.2964316
Abstract: To promote a better understanding of the effectiveness in project portfolio management (PPM), this article investigates how PPM effectiveness can be achieved. Conducting case study research with four market-leading organizations in USA, the results reveal… read more here.
Keywords: portfolio management; effectiveness project; management; project portfolio ... See more keywords