Computational Investing

2020 ◽  
pp. 37-53
Author(s):  
Javier Vidal-García ◽  
Marta Vidal ◽  
Rafael Hernandez Barros
Keyword(s):  
Mutual Funds ◽  
Portfolio Theory ◽  
Capital Gains ◽  
Modern Portfolio Theory ◽  
Value Investing ◽  
The Right

Investing means using funds to start a venture or acquire part of an existing one in hopes that in time the business will accrue profits for the entrepreneur. Often, entrepreneurs opt to purchase companies' stocks. To be able to select the right – profitable – stocks to buy, one requires knowledge of modern portfolio theory, computational investing, stock brokerage, mutual funds, bonds, value investing, how capital gains are taxed, how to trade stocks and options online, and how to use diversification to allocate online investments.

Computational Investing

2016 ◽  
pp. 236-252
Author(s):  
Javier Vidal-García ◽  
Marta Vidal ◽  
Rafael Hernandez Barros
Keyword(s):  
Mutual Funds ◽  
Portfolio Theory ◽  
Capital Gains ◽  
Modern Portfolio Theory ◽  
Value Investing ◽  
The Right

Investing means using funds to start a venture or acquire part of an existing one in hopes that in time the business will accrue profits for the entrepreneur. Often, entrepreneurs opt to purchase companies' stocks. To be able to select the right – profitable – stocks to buy, one requires knowledge of modern portfolio theory, computational investing, stock brokerage, mutual funds, bonds, value investing, how capital gains are taxed, how to trade stocks and options online, and how to use diversification to allocate online investments.

Selecting Mutual Funds for Retirement Accounts (B)

2018 ◽  
pp. 1-16
Author(s):  
Phillip A. Braun
Keyword(s):  
Mutual Funds ◽  
Optimal Allocation ◽  
Portfolio Theory ◽  
Equity Fund ◽  
Expected Return ◽  
Modern Portfolio Theory ◽  
Related Case ◽  
Retirement Plan ◽  
Retirement Accounts ◽  
Northwestern University

Alice Monroe was an admissions officer at the Kellogg School of Management at Northwestern University. It was early January 2017 and Alice had enrolled in Northwestern's 403(b) retirement plan two months earlier. After spending a considerable amount of time examining the mutual funds available through the university's retirement plan, Alice had picked two to invest in: a large-cap equity growth fund and a mid-cap equity fund. (See the related case "Selecting Mutual Funds for Retirement Accounts (A).") Her initial allocations were 50% of her investment dollars in each fund. Upon further reflection, however, she realized these initial allocations were somewhat simplistic. She recalled, from an investments class she had taken at college, the topic of modern portfolio theory, which held that by adding more funds to her portfolio she might be able to achieve greater diversification and thereby reduce the overall risk of her portfolio and/or achieve a higher expected return. Alice now was considering adding an intermediate-term bond fund and a real estate fund to her retirement account. She hoped to use modern portfolio theory to prove that these new funds would indeed help her diversify her portfolio. If they did, she would also reassess her portfolio weights to determine the optimal allocation.

14. Investment

2019 ◽  
pp. 320-343
Author(s):  
Gary Watt
Keyword(s):  
Portfolio Theory ◽  
Capital Gains ◽  
Investment Policy ◽  
Legal Knowledge ◽  
Modern Portfolio Theory ◽  
General Law ◽  
Appropriate Care ◽  
Key Points ◽  
Investment Returns ◽  
The Impact

Without assuming prior legal knowledge, books in the Directions series introduce and guide readers through key points of law and legal debate. Questions, diagrams and exercises help readers to engage fully with each subject and check their understanding as they progress. Part II of the Trustee Act 2000 gives every trustee the power to make any kind of investment as long as he is absolutely entitled to the assets of the trust, a power that permits trustees to hold investments jointly or in common with other persons. There are no unauthorised types of investment, but it is important to know whether the type of investment chosen was appropriate to the trust on the basis of the ‘standard investment criteria’. This chapter examines the types of investment permitted by the general law, a breach of the duty to invest with appropriate care, the significance of modern portfolio theory to trustee investments and the impact of the Trustee Act 2000 upon trustee investments. It also looks at the historical need for income production and discusses capital gains as investment returns, the standard investment criteria, the need for trustees to obtain and consider proper advice about investments, particular types of investment and investment policy.

14. Investment

2021 ◽  
pp. 318-340
Author(s):  
Gary Watt
Keyword(s):  
Portfolio Theory ◽  
Capital Gains ◽  
Investment Policy ◽  
Legal Knowledge ◽  
Modern Portfolio Theory ◽  
General Law ◽  
Appropriate Care ◽  
Key Points ◽  
Investment Returns ◽  
The Impact

Without assuming prior legal knowledge, books in the Directions series introduce and guide readers through key points of law and legal debate. Questions, diagrams and exercises help readers to engage fully with each subject and check their understanding as they progress. Part II of the Trustee Act 2000 gives every trustee the power to make any kind of investment as long as he is absolutely entitled to the assets of the trust, a power that permits trustees to hold investments jointly or in common with other persons. There are no unauthorised types of investment, but it is important to know whether the type of investment chosen was appropriate to the trust on the basis of the ‘standard investment criteria’. This chapter examines the types of investment permitted by the general law, a breach of the duty to invest with appropriate care, the significance of modern portfolio theory to trustee investments and the impact of the Trustee Act 2000 upon trustee investments. It also looks at the historical need for income production and discusses capital gains as investment returns, the standard investment criteria, the need for trustees to obtain and consider proper advice about investments, particular types of investment and investment policy.

scholarly journals Financial performance of investment funds as members of Tehran stock exchange

2015 ◽  
Vol 3 (2) ◽  
pp. 105
Author(s):  
Marzieh Jamdar
Keyword(s):  
Financial Performance ◽  
Mutual Funds ◽  
Significant Relationship ◽  
Stock Exchange ◽  
Portfolio Theory ◽  
Performance Rating ◽  
Investment Funds ◽  
Modern Portfolio Theory ◽  
Asset Value

<p>In this research, the financial performance of investment funds as members of Tehran Stock Exchange was measured based on the Modern Portfolio Theory (MPT) measures including Sharpe's, Jensen's, Treynor's and Modigliani's measures. The performance rating of investments was also compared based on the above measures and the relation of any fund's rank with the related measures was examined. Overall, 32 mutual funds were evaluated during 2011-12. The results showed that the net growth percentage of any in-vestment unit's asset value is directly and strongly related to the growth percentage of Sharpe's, Jensen's and Modigliani's measures, but the net growth percentage of any investment unit's asset value is weakly and inversely related to Treynor's measure. The funds' ranks were not also the same based on the abovementioned measures, but there is only a significant relationship between their ranks.</p>

Sign in / Sign up

Export Citation Format

Share Document