David Dreman's name is synonymous with the term" contrarian investing," and his contrarian
strategies have been proven winners year after year. His techniques have spawned …

This study aimed at establishing the relationship among Socially Responsible Investments
(SRI), portfolio management, institutional characteristics and performance of mutual funds in …

Financial innovation is a regular feature of the global financial system. Financial innovation
results in greater economic efficiency over time. In the process of creating a new financial …

A Gerência de Portfólio tem recebido muita atenção nos últimos anos em decorrência das
organizações estarem tratando suas atividades e trabalhos como projetos, programas ou …

This work uses Lagrange multiplier solution to Modern Portfolio Theory and Monte-‐Carlo
simulation to explain large variations in Mean Variance optimized portfolios. Author also …

The main idea behind this paper is to directly link qualitative information to the resulting
quantitative effects on the market. The aim is to give a magnitude to the news based on their …

Whether Canada chooses to adhere to its responsibilities to meet its climate change targets
or not, investors in Canada have a lot to be concerned about. The imminent threat of human …

The main objective of this paper is to discuss and test some of the fundamental elements of
the Modern Portfolio Theory in an effort to establish whether the optimal portfolios based on …

In the recent times, residential mortgage portfolio has received much attention from
academics, investors and managers as well as from policymakers. This is mainly because of …

This paper provides recent evidence regarding the relationship between mutual fund size
and risk-adjusted performance. A sample of 64 no-load funds was grouped into four size …