Sentence examples for portfolio constraints from inspiring English sources

Market frictions: portfolio constraints, transaction costs.

This paper shows that portfolio constraints have important implications for management compensation and performance evaluation.

In particular, in the presence of portfolio constraints, allowing for benchmarking can be beneficial.

Benchmark design arises as an alternative effort inducement mechanism vis-a-vis relaxing portfolio constraints.

I argue that the longstanding U.S. regulatory framework for insured banks consisting of strict portfolio constraints, capital requirements, cash reserve requirements, supervision, and deposit insurance with risk-based fees embodies a coherent economic logic.

He also works on models where borrowing or portfolio constraints are endogenized by allowing agents to default on their debt.

This work constructs a set of analytical ideas and methods for the re-optimization of the oil project portfolio under the constraints of budget and production capacity.

Portfolio entrepreneurs face more constraints because of their higher level of social capital reducing action autonomy and influencing also their risk attitude.

At each time point t, the subject used a two-button box to move a slide bar to make an investment decision b t (0 100% of current portfolio) without a time constraint.

A new multiperiod mean absolute deviation fuzzy portfolio selection model with transaction cost, borrowing constraints, threshold constraints and cardinality constraints is proposed.

By examining heatmaps of portfolio characteristics derived by perturbing constraints with commensurable elasticities, it offers insights into trade-offs associated with modifying constraint bounds.