Published October 1981. Facts and recommendations in this publication may no longer be valid. Please look for up-to-date information in the OSU Extension Catalog: http://extension.oregonstate.edu/catalog
The problem of deciding exactly how to allocate a limited amount
of capital resources among competing investment alternatives in order
to provide the greatest economic benefit to the business enterprise has
been a subject of interest for nearly a century. Many decision models
and methods for evaluation and comparison of...
It is the purpose of this study to examine some statistically-oriented considerations which may facilitate
portfolio selection policies. Many of the preliminary
topics discussed parallel and extend the notions of
W. J. Baumol, H. M. Markowitz, and W. F. Sharpe.
The crux of the study introduces a quadratic programming
algorithm...
This research studies the effect of corruption on Foreign Direct Investment (FDI) in various industries. We use industry level data of US Investments abroad in 60 host countries from 1990 to 2002. We explore the questions of whether corruption is an impediment to FDI and if so, how does this...
Published June 1988. Facts and recommendations in this publication may no longer be valid. Please look for up-to-date information in the OSU Extension Catalog: http://extension.oregonstate.edu/catalog
The last two decades have witnessed a triumph of free market policies in many developing countries and thus an increase in trade and financial openness. While economic theory provides a solid justification of the fact that trade and financial openness for a small economy with perfectly competitive markets improve resource...
Revised January 1999. Facts and recommendations in this publication may no longer be valid. Please look for up-to-date information in the OSU Extension Catalog: http://extension.oregonstate.edu/catalog
The goal of this study is to test the accuracy of
various mutual fund timing and selectivity models under a
range of portfolio managerial skills and varying market
conditions. Portfolio returns in a variety of skill
environments are generated using a simulation procedure. The
generated portfolio returns are based on...