Long-Term Sources of Investment Returns and a Simple Way to Enhance Equity Returns

2014 ◽  
Author(s):  
Baijnath Ramraika, CFA
Keyword(s):  
Equity Returns ◽  
Investment Returns

A neural computing-based cash price prediction using multi-layer perceptron (MLP) and feature selection for health economics

2019 ◽  
Vol 14 ◽  
Author(s):  
Zinat Ansari
Keyword(s):  
Feature Selection ◽  
Health Economics ◽  
Cash Flow ◽  
Multi Layer Perceptron ◽  
Asset Sales ◽  
Fixed Asset ◽  
Academic Fields ◽  
Investment Returns ◽  
Short And Long Term

Background: The present study proceeds to incorporate feature selection as a means for selecting the most relevant features affecting the prediction of cash prices in Iran in terms of health economics. Health economics are between academic fields that can aid in ameliorating conditions so as to perform better decisions in regards to the economy such as determining cash prices. Methods: Accordingly, a series of search algorithms, namely the Best-First, Greedy-Stepwise, and Ranker methods, are deployed in order to extract the most relevant features from among a 500 data samples. The validity of the methods was evaluated via the LMT procedure. The corresponding dataset used for this study constitutes a variety of features including net cash flow, dividends, revenue from short and long-term deposits, cash flow from investment returns, income tax, fixed asset purchases, fixed asset sales, long-term investment purchases, long-term investment sales, total cash flow from investment activities, financial facilities, and repayment of financial facilities. Results: The results were indicative of the superiority of the Ranker model using the RelieF-Attribute-Eval tool in Weka over the remaining classification methods. Ergo, the LMT approach could be employed to remove data redundancies and thereby accelerate the estimation process, while saving time and money. The results of the multi-layer perceptron (MLP) further confirmed the high accuracy of the proposed method in estimating cash prices. Conclusions: The present research attempted to reduce the volume of data required for predicting end cash by means of employing a feature selection so as to save both precious money and time.

scholarly journals LifePlanning: A Better Retirement Planning Option for Our Times

2020 ◽  
Vol 4 (Supplement_1) ◽  
pp. 111-112
Author(s):  
Rajiv Nagaich ◽  
Carol Redfield ◽  
Ben Harvill
Keyword(s):  
Institutional Care ◽  
Integrated Approach ◽  
Retirement Planning ◽  
Practice Research ◽  
Care Needs ◽  
Term Care ◽  
Investment Returns ◽  
The Many ◽  
In The Beginning

Abstract Ten thousand turn 65 daily. Majority look forward to retiring in the beginning and then become afraid of outcomes they often hear about- dealing with institutional care, becoming a burden, or running out of money. This is not because retirees do not plan, but despite of having planned their entire life for retirement. Many employers provide financial retirement planning such as a 401K plan. Individuals have relied on employee benefit plans to ready themselves, yet few are “very confident” about it. Two-thirds of retirees say their most recent employers did “nothing” to help them transition into retirement; 16% are “not sure” what their employers did. Many may be overlooking important factors in their strategies. Among retirees who currently have a retirement strategy, 85% have factored Social Security and Medicare benefits into their strategy. Most have included on-going living expenses (79%), total savings and income needs (57%) into their plan. Fewer than half have considered other critical factors (e.g., investment returns, ongoing healthcare costs, inflation, long-term care needs, tax planning, etc.). Only 9% have contingency plans for retiring sooner than expected and/or savings shortfalls. The truth is that education offered by employers tends to be traditional planning advice, which may not be enough to address the concerns retirees will have in retirement. To this, we introduce a multi-disciplinary LifePlanning Framework which takes a wholistic, integrated approach in addressing the many complex issues of retirement found in health, housing, finance, legal, and family. Our results may impact future practice, research, and policy.

scholarly journals The Currency Carry Trade: Selection Skill or Behavioral Bias

2016 ◽  
Vol 9 (9) ◽  
pp. 176
Author(s):  
Ian Hudson
Keyword(s):  
Interest Rate ◽  
Efficient Market Hypothesis ◽  
Arbitrage Pricing Theory ◽  
Carry Trade ◽  
Interest Rate Parity ◽  
Forward Premium ◽  
Investment Returns ◽  
Pricing Theory ◽  
Premium Puzzle

<p>Many attempts have been undertaken to solve the forward premium puzzle with little to no success. The global currency market is considered the most information efficient and transparent of all financial markets since it demonstrates a balance between over and under-reaction to information with remarkable consistency. The Efficient Market Hypothesis espouses investors cannot systematically outperform a benchmark since all investors have access to the same information. Therefore, the expected long-term rate of return for currencies is essentially zero. The Arbitrage Pricing Theory asserts investment returns are random. As such, traders cannot avail themselves of mispriced currencies. The assertion of Uncovered Interest Rate Parity is that bi-national interest rate variance is equal to the expected differential in exchange rates. This paper asks the following questions: does alpha persistence exist in currency carry trade funds or are its excess returns merely a collection of behavioral biases?</p>

scholarly journals Long-Term Stock Returns in Brazil: Volatile Equity Returns for U.S.-Like Investors

2020 ◽  
Author(s):  
Eurilton Araújo ◽  
Ricardo Dias Brito ◽  
Antonio Sanvicente
Keyword(s):  
Stock Returns ◽  
Equity Returns

scholarly journals Incorporating Private Savings Behavior in Product Offerings: A Case Study of Pakistan

2021 ◽  
Vol 10 (2) ◽  
pp. 247-258
Author(s):  
Salman Ahmed Shaikh
Keyword(s):  
Urban Areas ◽  
Savings Behavior ◽  
Ex Post ◽  
Savings Rate ◽  
Investment Returns ◽  
Private Savings ◽  
Micro Foundations ◽  
Islamic Investment

In order to enhance understanding about the actual savings behaviour and impulses which drive savings behaviour, it is interesting to study the micro foundations of savings behaviour. Collecting micro data through filled questionnaire from households in urban areas, this study identifies the motives of savings and the instruments and channels where the savings are invested in Pakistan. The results reveal that investment motive, higher income and greater frequency of household members joining labor force for earning incomes enhance the monthly savings rate. The results can be used to offer Islamic investment deposits in an attractive way. If the investment deposits are pitched properly by highlighting the stable ex-post investment returns and low ex-post volatility, then people with an investment motive parking their savings in fixed income mutual funds would be attracted towards Islamic investment deposits. Likewise, incremental long term savings plans wherein periodic investments increase over a period of time can be offered given that monthly savings rate are found to be positively associated with income. Finally, joint investment accounts can be offered given the finding that monthly savings rate is higher in households with greater number of earning members in family.JEL Classification: G11, G21, G23How to Cite:Shaikh, S. A. (2021). Incorporating Private Savings Behavior in Product Offerings: A Case Study of Pakistan. Signifikan: Jurnal Ilmu Ekonomi, 10(2), 247-258. https://doi.org/10.15408/sjie.v10i2.20139.

Sovereign Development Funds

2017 ◽  
Author(s):  
Peter Bruce-Clark ◽  
Ashby H.B Monk
Keyword(s):  
Financial Markets ◽  
Global Economy ◽  
Private Investment ◽  
Dual Function ◽  
Investment Strategies ◽  
Objective Functions ◽  
Expected Return ◽  
Investment Returns ◽  
High Investment

In a slowing global economy with diminished confidence in the long-term prospects of public financial markets, many institutional investors are looking for innovative, and often private, investment strategies to meet expected return targets. One source of potential inspiration has, perhaps surprisingly, come from the community of sovereign development funds. SDFs are strategic, government-sponsored investment organizations with dual objective functions: to deliver high financial performance, while fostering development. Despite expectations that this dual function inevitably leads to financial underperformance, certain SDFs have actually delivered consistently high investment returns, especially in private markets. As such, SDF strategies are increasingly being used as models for investment strategies among non-developmental investment organizations. This chapter explores the rise of SDFs, explains the differences between SDFs and SWFs, and substantiates variations in their models of governance and management. In doing so, its goal is to situate SDFs in the changing world of global financial markets and public policy.

Costs and liabilities of US public pension systems in a low-return environment

2020 ◽  
pp. 1-18
Author(s):  
Gang Chen ◽  
David Matkin ◽  
Hyewon Kang
Keyword(s):  
Asset Allocation ◽  
Simulation Method ◽  
Public Pension ◽  
Moderating Effects ◽  
Pension Systems ◽  
Long Term Effect ◽  
Unfunded Liabilities ◽  
Investment Returns ◽  
Investment Portfolios

Abstract In recent years, a growing number of capital market professionals have projected a low-return environment in US investment portfolios – where returns in most asset classes are expected to drop below historical rates. While these specific forecasts may not fully materialize, it is natural for cyclical investment markets to go through extended periods of lower returns, creating significant risks for public pension systems which rely on investment returns to sustain their long-term solvency and offset budgetary contributions. This paper uses a simulation method to examine the long-term effect of a low-return environment on the unfunded liabilities and contribution costs of US public pension systems while considering the moderating effects of asset allocation strategies, amortization approaches, and contribution policies.

scholarly journals PEMBUATAN SISTEM INFORMASI KOIN BOND DI PT SAGARA ASIA TECHNOLOGY MENGGUNAKAN SWIFT 4

2021 ◽  
Vol 11 (1) ◽  
pp. 76-87
Author(s):  
Helmi Taufiq Al Hakim ◽  
Galih Suryo ◽  
Sofiyanti Indriasari
Keyword(s):  
Software Development ◽  
Product Development ◽  
Mobile Applications ◽  
Digital Products ◽  
Investment Returns ◽  
The Creation ◽  
Work Done ◽  
A Company

ABSTRACTPT Sagara Asia Technology or better known as Sagara Technology is a company engaged in technology consulting and digital products. Sagara Technology manufactures and provides premium software development, training and talent products. The work done at Sagara Technology focuses on developing website technology and mobile applications. Investment is an option for many groups of people to invest in a company because investment promises long-term benefits. Therefore, PT Lunaria Annua Teknologi decided to create a Bond Coin application to reach all groups of people who want to invest and can take advantage of investment returns according to their wishes.The methodology used during the creation of this application is Scrum. Scrum is used as a framework because this methodology is suitable for small teams, clear application specifications and Scrum allows iteration and incremental of a product requirement that will be found during product development. Bond coins make it easier for investors to conduct checks on Government Securities purchased, including transparency, security and efficiency in transactions.

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