The Circle of Investment: Connecting the Dots of the Portfolio Management Cycle..

@article{Kashyap2014TheCO,
  title={The Circle of Investment: Connecting the Dots of the Portfolio Management Cycle..},
  author={Ravi Kashyap},
  journal={International journal of economics and finance},
  year={2014},
  volume={6},
  pages={244}
}
  • R. Kashyap
  • Published 23 April 2014
  • Computer Science, Economics
  • International journal of economics and finance
We will look at the entire cycle of the investment process relating to all aspects of, formulating an investment hypothesis, constructing a portfolio based on that, executing the trades to implement it, on-going risk management, periodically measuring the performance of the portfolio, and rebalancing the portfolio either due to an increase in the risk parameters or due to a deviation from the intended asset allocation. We provide several illustrative analogies that are meant to intuitively… Expand
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  • R. Kashyap
  • Business, Economics
  • The Journal of Trading
  • 2015
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  • R. Kashyap
  • Business, Economics
  • The Journal of Trading
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  • R. Kashyap
  • Computer Science, Economics
  • The Journal of Trading
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TLDR
The application of Kashyap’s 2016 theoretical results to microstructure studies is summarized and an empirical illustration of the relationships between financial variables is provided using prices, volumes, and volatilities across seven countries and three continents. Expand

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