Classical models for the construction of an investment portfolio do not account for
fundamental values of companies considered. In our approach, we extend the portfolio …

In this study, we investigated some extensions of the classical portfolio theory and try to
evaluate them in a situation of crisis. We studied some additional criteria for portfolio …

This paper applied the Measure of Attractiveness of Investment (MAI) as a representative
indicator to enable investors to choose stocks according to attractiveness measured by …

The classical models used for the construction of an investment portfolio do not take into
account the fundamental values of the companies in question. The model of a fundamental …

This study contributes to passive portfolio management by comparing four ways to allocate
assets. Indexing, mean-variance optimization, equal-weighting, and semi-variance …

Abstract The Revised Regulation 28 Of Section 36 Of The South African Pension Fund Act
(No 24 Of 1956) Explicitly Allowed And Increased The Maximum Allowed Private Equity For …

The classical models for construction of investment portfolio do not take into account
fundamental values of considered companies. In our approach we extend the portfolio …

Klasyczne metody wyboru portfela inwestycyjnego nie biorą pod uwagę wartości
fundamentalnej spółek. Model portfela fundamentalnego dodaje ten wymiar do klasycznych …