The article focuses on the 2005 Model Shadow Stock Portfolio of the American Association of Individual Investors. A diagram illustrating the returns for the portfolio and comparison indexes is presented. There are two pending takeovers discussed. The complete rules for the stock portfolio were outlined...
The goal of stock investment is earning high rate or return with stability. To accomplish this goal, using a portfolio that distributes stocks with high rate of return with less variability and a stock price prediction model with high accuracy is required. In this paper, three methods are sugg...
Income Calendaris a one-of-a-kind tool for tracking dividend declarations and payments. Sync your stock holdings once with an easy-to-use portfolio system, and your dashboard then shows forward income projections in summary form with charts and tables, detailing your expected income by month and...
The following is COL’s Top 10 Stock Picks included in their model portfolio or basket of stocks that can supposedly generate above-average returns. The target price, buy-below price, and expected upside returns of each recommended stock are summarized below. ...
“business model portfolio” for multiple business models operated and managed by an organisation. As such, organisations have to manage interdependencies within as well as across business models (Snihur et al., 2022). For example, an airline company may need to manage the interdependencies between...
Almost 15 years later, JPMorgan Chase (JPM) suffered massive trading losses from avalue at risk(VaR) model that contained formula and operational errors. Risk managers use VaR models to estimate the future losses a portfolio could potentially incur. In 2012, CEO Jamie Dimon's proclaimed "tempes...
The purpose of this paper is to demonstrate that a portfolio optimization model using the L$_1$ risk (mean absolute deviation risk) function can remove most of the difficulties associated with the classical Markowitz's model while maintaining its advantages over equilibrium models. In particular, ...
The purpose of this paper is to extend a stock-bond integrated portfolio optimization model proposed by one of the authors in 1997 to the case where the universe covers risky (corporate) bonds in addition to stocks and risk-free (government) bonds. An integrated approach has been applied to ...
The Treynor-Black ratio orappraisal ratiomeasures the value the security under scrutiny would add to the portfolio,on a risk-adjusted basis. The higher a security's alpha, the higher the weight assigned to it within the active portion of the portfolio. The more unsystematic risk the stock has...
1. Create a "risk-free" portfolio: Suppose you could create a combination of the stock and the option that would give you the same outcome regardless of the stock price. This is called a "risk-free" portfolio. 2. Build the portfolio: Suppose you buy a certain number of shares (we'll...