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Special Report on

Zero-Investment Portfolio

zero investment portfolio special research report Photo by
A grouping of financial assets such as stocks, bonds and cash equivalents, as well as their mutual, exchange-traded and closed-fund counterparts. Portfolios are held directly by investors and/or managed by financial professionals. Investopedia explains Portfolio Prudence suggests that investors should construct an investment portfolio in accordance with risk tolerance and investing objectives. Think of an investment portfolio as a pie that is divided into pieces of varying sizes representing a variety of asset classes and/or types of investments to accomplish an appropriate ...
Istithmar World, which was created in 2003 as the investment arm of Dubai World specializes in private equity and alternative investment opportunities globally. In the five years since its inception, Istithmar World has built a portfolio of investments in markets ranging from North America and Europe to Asia and the Middle East, and across a variety of sectors, including consumer, industrial, financial services and real estate. An analysis of Istithmar's investment portfolio which included the investment of $3.8 billion with an associated $ 14 billion of debt, has not performed positively. In a number of cases, Istithmar ...
The Practical Quant: Value + Momentum and Tactical Asset Allocation
I summarized results of an academic study showing returns from a combination of value and momentum filters were superior to those of either value or momentum alone. The results held across a variety of asset classes including equities, bonds, currencies, and commodities. A recent paper ([1]) used Value and Momentum models in the context of Global Tactical Asset Allocation ( GTAA ): The objective of GTAA is to improve on a given strategic asset allocation by tactically adjusting the weights of asset classes based on their perceived attractiveness. A popular approach to GTAA is to first develop various complementary allocation ... market research, surveys and trends
Asymmetric Asset Price Reaction to News and Arbitrage Risk
This study documents that high book-to-market (value) and low book-to-market (glamour)stock prices react asymmetrically to both common and firm-specific information. Specifically,we find that value stock prices exhibit a considerably slow adjustment to both common and firm-specific information relative to glamour stocks. The results show that this pattern of differential price adjustment between value and glamour stocks is mainly driven by the high arbitrage risk borne by value stocks. The evidence is consistent with the arbitrage risk hypothesis, predicting that idiosyncratic risk, a major impediment to arbitrage activity, ... market research, surveys and trends


ZEW Survey - Euro Zone
A German Firm, the Center for European Economic Research (ZEW), queries financial experts throughout Europe every month in order to make a medium-term forecast about Germany 's economic situation. They ask experts to evaluate the current situation and to predict the future direction of the economy. For all components of the survey, responses are restricted to positive, negative, or unchanged. This simple structure allows the survey to be quick and efficient in terms of turnaround time, as well as easy to understand and interpret. German ZEW Indicator of Economic Sentiment Experts are asked for a qualitative assessment of ... industry trends, business articles and survey research
Rosencrantz could buy one percent of Company B's equity and borrow an amount equal to: ... The zero-risk, zero-investment portfolio is formed by borrowing: .... [Note: In the following solution, we have assumed that €200 million of ... industry trends, business articles and survey research
Grant Thorton: US Defense Budget Outlook for 2011 and Beyond
After a sustained period of sizable increases, growth in the DoD budget is expected to slow considerably starting in 2011. Defense discretionary spending is likely to be constrained by built-in budget pressures, both external and internal to the department. Mandatory non-military spending (such as Medicare, Medicaid and Social Security) as well as new administration initiatives, will limit the total amount of budgetary authority given to DoD by the Office of Management and Budget (OMB). Within the DoD, 3 principal factors will present continued budgetary challenges. First, the QDR will refocus the department’s spending ... market trends, news research and surveys resources
Bond Crazy
The Newport Beach bond giant Pimco is perhaps the most well-known fixed-income investment firm in the world, its name familiar to even the least bond-savvy. And its outsized reputation has overshadowed the fact that Los Angeles County might just be the bond capital of the United States. Though not considered a major financial center, Los Angeles is home to a thriving community of fixed-income investment firms, including some of the world’s largest and most influential bond managers. “They are the crème de la crème,” said Cynthia Steer, chief strategist at Rogerscasey, an investment consultant in Darien, Conn. Western Asset ... market trends, news research and surveys resources


Finance 427
A zero-investment portfolio with a positive alpha could arise if: a) The expected return of the portfolio equals zero. b) The law of one-price is violated. ... technology research, surveys study and trend statistics
Invest Wisely: Mutual Funds
Over the past decade, American investors increasingly have turned to mutual funds to save for retirement and other financial goals. Mutual funds can offer the advantages of diversification and professional management. But, as with other investment choices, investing in mutual funds involves risk. And fees and taxes will diminish a fund's returns. It pays to understand both the upsides and the downsides of mutual fund investing and how to choose products that match your goals and tolerance for risk. This brochure explains the basics of mutual fund investing — how mutual funds work, what factors to consider before ... technology research, surveys study and trend statistics
30-year investment portfolio which has to start before the end of ...
If you had a very strong incentive to invest money before the end of the year with a 30-year outlook, and a further strong incentive to not adjust your investment strategy over that timeframe unless absolutely necessary, what kind of portfolio would you assemble? I live in Germany, which has an effective 0% capital gains tax on long-term capital gains from financial instruments. The government has finally decided to end this peculiar state of affairs and will start to tax long-term capital gains at 25% or more starting in 2009. Investments made before 1/1/2009 and held for more than a year will continue to be (un)taxed under ...
Google Answers: Finance Problem
Old Alfred Road, who is well-known to drivers on the Maine Turnpike, has reached his seventieth birthday and is ready to retire. Mr. Road has no formal training in finance but has saved his money and invested carefully. Mr. Road owns his home?the mortgage is paid off?and does not want to move. He is a widower, and he wants to bequeath the house and any remaining assets to his daughter. He has accumulated savings of $180,000, conservatively invested. The investments are yielding 9 percent interest. Mr. Road also has $12,000 in a savings account at 5 percent interest. He wants to keep the savings account intact for ...