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Evaluating blockchain-based waste management investments in smart cities using a multi-criteria decision support framework. [PDF]
Sci RepShahab S +4 more
europepmc +1 more source
Trade Realignments and the Need for Integrated Modeling Research in Latin America's Agri‐Food Sector
Agribusiness, EarlyView.
Emiliano Lopez Barrera
wiley +1 more source
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2013
AbstractMonthly return distributions of alternative assets are generally not normally distributed and typically show significantly smoothed returns, which can lead to an underestimation of risk. Furthermore, portfolio optimization in the mean-variance framework that includes alternative assets is suboptimal.
Denis Schweizer +2 more
exaly +3 more sources
AbstractMonthly return distributions of alternative assets are generally not normally distributed and typically show significantly smoothed returns, which can lead to an underestimation of risk. Furthermore, portfolio optimization in the mean-variance framework that includes alternative assets is suboptimal.
Denis Schweizer +2 more
exaly +3 more sources
Alternative risk measures for alternative investments
The Journal of Risk, 2006This paper deals with portfolio optimization under different risk constraints. We use a set of hedge funds where departures from normality are significant. We optimize the expected return under standard deviation, semivariance, value-at-risk (VAR) and expected shortfall (or CVAR) constraints.
Malevergne, Yannick +3 more
openaire +2 more sources
Alternative Investments and Strategies
, 2010 This book combines academic research and practical expertise on alternative assets and trading strategies in a unique way. The asset classes that are discussed include: credit risk, cross-asset derivatives, energy, private equity, freight agreements ...
Rüdiger Kiesel +2 more
core +3 more sources