Sep 2026· World Journal of Finance and Investment Research· pp. 1· 0 citations
Abstract
To measure the wealth of a portfolio of investments refers to assessing the overall financial health
and values of a collection of investments held by individual or organization; which allows
investors to track the performance of their investments over time and understand the wealth on
their investment. Therefore, this paper considered two system of second order Differential
Equations (ODE) with appropriate stock quantities for variation of portfolios of investments. The
problems were analytically solved by adopting the series solution approaches of Frobenius and
method of undetermined coefficient; closed form solutions are derived for wealth of portfolios of
investments. More so, capital market were effectively analyzed which demonstrated the impact
analysis on the wealth of portfolios of investments and other capital market variables were
presented graphically. Secondly, we state and prove theorem to show that our proposed model
under-goes rate of change property which is informative to investors. To this end, the governing
equations are reliable as it realistically addresses the principles of capital market investments.
This paper investigates optimal portfolio choice for a risk-averse investor who is operating in a
financial market characterized by continuous time usage and with explicit attention being paid to
the investor's sensitivity to market movements. The investor's preferences are described by a
power utility function of c...
C. Achudume· International Journal of Com...· 0 citations
We develop a method for estimating the private value of knowing the future realization of some financial statistics, and then we apply the measure to the familiar ratios from the DuPont decomposition of return on equity. The estimation is grounded in the standard rational expectations model, adapted to accommodate re...
Russell J. Lundholm, Xin Zheng· Contemporary Accounting Rese...· 0 citations
The article examines the features of investment portfolio management under financial market instability. The relevance of the topic is determined by the fact that rising interest rates, increasing market volatility, changes in the liquidity of financial instruments, and infrastructure constraints affect the requirement...
M. E. Lebedeva, D. Ivanov· EKONOMIKA I UPRAVLENIE: PROB...· 0 citations
This study examines the impact of Foreign Institutional Investors (FIIs), also referred to as Foreign Portfolio Investors (FPIs), on the growth, liquidity, and trading performance of the Indian capital market over the period 2015–2025. The primary objective is to assess whether foreign institutional investment contribu...
Mamta Singh· International Journal of Inn...· 0 citations
The equal-weighted portfolio is a passive, rule-based strategy that has historically been difficult to outperform, delivering higher returns than the capitalization-weighted"market"benchmark across many markets and periods. Stochastic portfolio theory (SPT) reveals that this relative performance is regime dependent, wi...
Brian Ceco, Xiao-Fei Shi, Ting-Kam Leonard Wong· 0 citations
Background: …
Objective: Modern portfolio theory aims to maximize investment returns while managing the amount of risk taken, represented by variance, across different investment options. By regularly monitoring and adjusting their portfolio, investors can better align their investments with their specific financial g...
I. Novikri, N. Achsani, Roy Sembel et al.· Inkubis Jurnal Ekonomi dan B...· 0 citations
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