We propose a multivariate model of returns that accounts for four of the stylised facts of
financial data: heavy tails, skew, volatility clustering, and asymmetric dependence with the …

The task of creating an investment portfolio by a financial institution is considered. Funds for
creating a portfolio are taken from two sources: enterprise's equity funds and borrowed …

Retirees and other investors may prefer to use dividends from equities and interest from
fixed income to fund their spending needs. This mental accounting phenomenon of …

Should preferred stock funds, despite their lack of attention from Wall Street, academia, and
the financial media, be preferred in mutual fund portfolios? To address this question, we …

Studies that support an investment in precious metals, whether as a defense against severe
financial market downturns, as a hedge against inflation, or for price appreciation potential …

This research established the determinants of the investment choices between the RSA
Government Retail Bonds and the stokvel by salaried individuals. The research carried out a …

This research aims to present a model of the investment decision-making process. In the
review of extensive literature, it has been identified that individual investors have been …

There is relatively limited guidance on how to build efficient portfolios for “behavioral”
investors, such as retirees, who typically have a strong preference for income. This article …

This article describes a formation of various portfolios models based on H. Markovitz
portfolio theory. The portfolios which can include instruments with fixed profitability and …

This article describes a formation of various portfolios models based on H. Markovitz
portfolio theory. The portfolios which can include instruments with fixed profitability and …