This article aims to understand the general context of research on the impact of ownership structure and performance of firms through a systematic review of references that include the keywords "ownership structure" and "performance" in their titles and that are published in English between 1990 and June 2020. For this purpose, we used articles published in journals indexed in the Scopus database. The uploaded articles are organized by the Mendeley Desktop tool and then transferred to the NVivo10 tool, in order to make a textual analysis of the elements contained in the articles. Data concerning the article, the characteristics of the study population, were collected. Our initial bibliographic search covered 229 articles published in 141 journals registered in more than 30 databases. It was found that the journals have published on this subject belongs to several disciplines related to governance, finance, and management and that they come from Anglo-Saxon countries. Our work can be considered as a support in the study of the scientific literature review related to ownership structure and performance.

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Ownership Structure and Performance of Companies: Exploratory Study via a Systematic Review of the Literature

The crisis linked to the COVID-19 and the uncertainty it generates in the unprecedented health, societal, economic and financial fields have had a strong impact on the stock markets Indeed, in such a climate of very high uncertainty, it is to be expected that the excessive stock market price movements will continue, with both declines and technical rebounds, and that the resulting volatility will remain particularly high In order to cope with this crisis, investors and portfolio managers must mobilize all portfolio selection strategies In particular, portfolio management and construction are based on the concepts of return and risk This couple has been at the center of all the concerns of managers and investors in portfolio optimization issues since the introduction of the mean-variance model by Markowitz However, many studies have proposed different measures of risk to overcome the drawbacks of variance The objective of this paper is to present and compare the portfolio compositions and performance of four different portfolio optimization models using different risk measures, including variance, Mean Absolute Deviation, Gini coefficient and Lower Partial Moments (LPM) The results of this study show that the Mean-Lower Partial Moments (MLPM) model outperforms other models The Mean-Lower Partial Moments (MLPM) model is suitable for investors during the crisis period (COVID-19) in the Moroccan financial market © 2020 ASTES Publishers All rights reserved

An empirical comparison of different two-factor models in the context of portfolio optimisation

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An empirical comparison of different two-factor models in the context of portfolio optimisation