The current trends and overview for portfolio management

Victor Chang, Lihao Ni, Jingqi Zhang and Taiyu Li

International Journal of Business and Systems Research, 2020, vol. 14, issue 4, 434-454

Abstract: According to statistical report, cumulative wealth per capita has been increasing since 2000s, and in order to deal with the increasing free resources, portfolio management seems to play a significant role for both personal and corporate investment. This paper introduces the development of modern portfolio management, emphasises the importance of investment portfolio management and project portfolio management, and then discusses the methods of constructing investment portfolios and project portfolios. We use financial tools and some mathematical models to construct different portfolios according to the risk preference of investors and make some suggestions to them. The Monte Carlo methods we designed in this research will help investors improve the portfolio management optimisation. We suggest the investment strategy should be adjusted by preferences and the project with extreme grades should be reconsidered carefully.

Keywords: portfolio management; modern portfolio theory; MPT; project management; investor; pricing model; Monte Carlo simulation; capital market line; CML; portfolio analysis; mathematical model of portfolio; financial risk. (search for similar items in EconPapers)
Date: 2020
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.inderscience.com/link.php?id=110765 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ids:ijbsre:v:14:y:2020:i:4:p:434-454

Access Statistics for this article

More articles in International Journal of Business and Systems Research from Inderscience Enterprises Ltd
Bibliographic data for series maintained by Sarah Parker ().