Management of Investment Portfolio Performances
Keywords:
portfolio management, optimal portfolio, portfolio diversification, portfolio strategies, risks, rates of return, performance measurement, Sharpe ratio, Capital asset pricing model (CAPM), Treynor ratioAbstract
The fundamental objective of the investment portfolio is to maximize earnings while limiting risk within guidelines set by management. Which investments will generate the highest returns without exposing you to excessive risk?
Managing portfolio's returns involves selecting the appropriate mix of taxable and tax-exempt securities, optimal maturities/durations, and the timing of purchase and sales.
References
Ćurčić, U., Barjaktarović M. (2012) Banke i rizici, Beograd: Alfa Univerzitet.
Fabozzi, F.J. (2011) The Theory and Practice of Investment Management, second edition, New Jersey: John Wiley & Sons.
Markowitz, H.M. (1952) "Portfolio Selection". The Journal of Finance 7 (1): 77-91
Jenrette R.H. (1989) Portfolio Management: Seven Ways to Improve Performance, u knjizi: Classics an Investor’s Anthology - The most interesting ideas and concepts from the literature of investing, edited by: Charles D. Ellis with James R. Vertin, Dow Jones-Irwin, Illinois: Homewood.
Kaufman G.G. (1985) The Securities Aktivities of Commercial Banks, u knjizi: Handbook for Banking Strategy, Edited by: Richard C. Aspinwall and Robert A. Eisenbeis, New York: John Wiley & Sons.
Fabozzi. F.J. (1989) Portfolio & Investment Management-State-of-the-Art Research, Analysis and Strategies, Chicago, Illinois: Probus Publishing Company.
Shultz, H.D. (2002) Bear Market Investment Strategies, Chichester; England: John Wiley&Sons.
Swensen, D.F. (2009) Pioneering portfolio management, an unconventional Approach to Institutional Investment, New York: Simon and Schuster.
www.wikipedia.org.
www.investopedia.org
Downloads
Published
Issue
Section
License
This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
