Abstracts - faqs.org

Abstracts

Business, general

Search abstracts:
Abstracts » Business, general

Model portfolios: recent developments

Article Abstract:

Three types of portfolios for investors with different attitudes and expectations from stocks are suggested. The first portfolio lists the stocks with above-average year-ahead price potential, the second portfolio lists the stocks for income and potential price appreciation and the third portfolio lists the stocks with long-term price growth potential. The suggested portfolios are based on the stock performances as per data available as of September 23, 2005.

Publisher: Value Line Publishing, Inc.
Publication Name: The Value Line Investment Survey (Part 2 - Selection & Opinion)
Subject: Business, general
ISSN:
Year: 2005

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA


Model portfolios: recent developments

Article Abstract:

Three types of portfolios for investors with different attitudes and expectations from stocks are suggested on the basis of stock performance as per data available as of April 21, 2006.

Publisher: Value Line Publishing, Inc.
Publication Name: The Value Line Investment Survey (Part 2 - Selection & Opinion)
Subject: Business, general
ISSN:
Year: 2006

User Contributions:

Comment about this article or add new information about this topic:

CAPTCHA



Subjects list: Methods, United States, Portfolio management
Similar abstracts:
  • Abstracts: Model portfolios: recent developments. Low-risk stocks for worthwhile total return
  • Abstracts: Model portfolios: recent developments. Economic and stock market commentary. part 4
  • Abstracts: Customers at the core. Case in point: reaping rewards. The impact of execution delay on profitability of put-call-futures trading strategies-evidence from Taiwan
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.
Some parts © 2025 Advameg, Inc.