Sr no Title of the paper Journal Author

SELECTION OF
PORTFOLIO WITH
COMPARATIVE
ANALYSIS FOR SOME
LISTED COMPANIES IN
1 NIFT THE UNIVERSITY OF SOMA PANJA

2 Essays on the decisions o London Business SchoSam Wylie

3 Essays in Equity Portfol University of St. Gal Julius Agnesens

4 A Fundamental ApproachDissertation
t João Pedro de Jesus

5 Essays on asset managemDissertation Lin Sun and Melvyn Teo

6 Portfolio Management - The key to successful Britta Ek Thomas

7 “How to implement AssetInternational MastersH.W.G. Lobregt

8 Quantitative investment Quantitative investmeGuo, J.

9 A study in portfolio man Not specified Magnús Eðvald Björnsson

Dr. Robert G. Cooper

10 Portfolio Management fo Picking The Winners Dr. Scott J. Edgett

Proceedings of
IDEAL 2003, Hong
Kong, Springer
Verlag, Berlin
11 PORTFOLIO MANAGEMENT S Arbeleche, M A H Dempste
 © 2011 rsf social
finance
12 A New Foundation for Po Leslie E. Christian

Thirty Fifth
International
Conference on
Information
Systems, Auckland
2014 1 Jörg Gottschlich
13 A Formal Model for Inves

Cox, Christopher C.,

"A Comparison of
Active and Passive
Portfolio
Management"
(2017). University of
Tennessee Honors
Thesis
Projects.
https://trace.tennes
see.edu/utk_chanho
14 A Comparison of Active a noproj/2073 Christopher C. Cox

Vytautas Magnus
University Kristina Levišauskait÷
15 Investment Analysis and
Objective Conclusion Future scope of study

The main objective ofBased on the detailed empiriThus, the present study can be further validated with other data set so as to m

EMPIRICAL PAPER

EMPIRICAL PAPER

Not specified Following these findings, it is found that an equal-weighted Long/Short multi-factor strategy, comprising t

EMPIRICAL PAPER

The purpose of the s The output of the study accentuates an amplified importance of internal company-specific processes, intr

EMPIRICAL PAPER

EMPIRICAL PAPER

EMPIRICAL PAPER

Not specified No one portfolio model can deliver on all four goals, and so best-practice businesses tend to use multiple

his paper has described

the use of dynamic
stochastic optimisation
methodology for
structured products for
pension fund
management. Practical
solutions to the design of
guaranteed return
investment products for
pension funds have been
Portfolio managementoutlined.
Investors who have a Our hope is to ignite a lively conversation among thoughtful individuals and institutions who share a com

In this paper, we introduced a formal model to specify investment strategies in a generic way. Based on an

Because of this, I conclude that investors who are interested in maximizing their long term return on inves

The main advantages of

bonds to the investor: they
are good source of current
income; investment to
bonds is relatively safe
from large losses; in case of
default
bondholders receive their
payments before
shareholders can be
compensated.
 with other data set so as to make it robust and thus ultimately lead to a simple heuristic tool to help investors so that they can get a near o

ti-factor strategy, comprising the above stated relevant factors, provides abnormal risk adjusted returns, or alpha

mpany-specific processes, intrinsic barriers and driving forces to consider when managing product portfolios in an increasingly complex com

sinesses tend to use multiple methods to select their projects.

nstitutions who share a commitment to investing based on these foundational principles.

in a generic way. Based on an extensive review of current investment literature, we identified determinants of stock portfolio performance

heir long term return on investment in U.S. markets should pursue a passive investing strategy, while those searching for other benefits sho
tors so that they can get a near optimum portfolio for investment.

s in an increasingly complex competitive and corporate environment.

s of stock portfolio performance and formalized them as components in our model.

searching for other benefits should consider pursuing an active investing strategy.