Investment Analysis and Portfolio Management

By Prasanna Chandra. 2004

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Learning Connections in Financial Time Series (2013, background): “…Return RT 3.58 11.72 13.53 1.82 2.71 8.13 3.28 6.1 7.87 Sharpe Ratio E(r−rΛ) σ(r−rΛ) 0.04 0.03 0.06 0.04 0.01 0.06 0.04 0.03 0.06 It has been shown that 90% of the maximum benefit of diversification is achieved with portfolios containing roughly 5% of the market constituents (Reilly & Brown, 2011).”
The Relationship between Macroeconomic Variables and Stock Market Index in Nigeria (2012, background): “Fiscal Deficits and Stock Prices Governments play an important role in most economies; the central budget they prepare annually provides information on revenues, expenditures, and deficit (surplus, in rare cases).”
The influence of risk perception, risk tolerance, overconfidence, and loss aversion towards investment decision making (2019, background): “An asset class has the same characteristics, attributes, Journal of Economics, Business, and Accountancy Ventura Vol. 21, No. 3, December 2018 – March 2019, pages 401 - 413 and relationships between risk and return level (Reilly & Brown, 2011).”
Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (2005, background): “…below the mean value is an appropriate measure when the investor perceives risk as a chance or possibility of adverse results rather than dispersion of returns, namely, when the decisionmaker defines a risky situation as an environment exposed to danger of losses (Reilly, 1985, p. 215).”