Results 81 to 90 of about 14,389 (211)
Hedging Effectiveness under Conditions of Asymmetry [PDF]
, 2011 We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts.
Fishburn P., Jim Hanly, John Cotter
core +3 more sources
Thunderbird International Business Review, Volume 68, Issue 2, Page 209-237, March/April 2026.ABSTRACT This study explores the financial volatility and asset interdependence in the global tourism sector by examining spillover dynamics between tourism equities and both green and non‐green financial assets from global stock and bond markets.
Md. Nahiduzzaman +4 more
wiley +1 more source
A new distributionally robust reward-risk model for portfolio optimization
Open MathematicsA new distributionally robust ratio optimization model is proposed under the known first and second moments of the uncertain distributions. In this article, both standard deviation (SD) and conditional value-at-risk (CVaR) are used to measure the risk ...
Zhou Yijia, Xu Lijun
doaj +1 more source
Mean-risk models using two risk measures: A multi-objective approach [PDF]
, 2006 This paper proposes a model for portfolio optimisation, in which distributions are characterised and compared on the basis of three statistics: the expected value, the variance and the CVaR at a specified confidence level.
Diana Roman +18 more
core +2 more sources
A cybersecurity risk analysis framework for systems with artificial intelligence components
International Transactions in Operational Research, Volume 33, Issue 2, Page 798-825, March 2026.Abstract The introduction of the European Union Artificial Intelligence (AI) Act, the NIST AI Risk Management Framework, and related international norms and policy documents demand a better understanding and implementation of novel risk analysis issues when facing systems with AI components: dealing with new AI‐related impacts; incorporating AI‐based ...
J.M. Camacho +3 more
wiley +1 more source
Complexity, 2020 In this paper, we consider stochastic vector variational inequality problems (SVVIPs). Because of the existence of stochastic variable, the SVVIP may have no solutions generally.
Meiju Luo, Kun Zhang
doaj +1 more source
Clinical and Experimental Dental Research, Volume 12, Issue 1, February 2026.ABSTRACT Objectives This RCT study aimed to investigate the clinical performance of IPS e.max endocrowns as an alternative option compared to conventional crowns to restore damaged molar teeth after an 18‐month follow‐up. Materials and Methods A sample of 30 patients with 40 molars, who needed a single‐tooth restoration, was enrolled to receive either ...
Rand Essa Dalol +2 more
wiley +1 more source
Optimal Dispatch of Residential Photovoltaic Inverters Under Forecasting Uncertainties
, 2014 Efforts to ensure reliable operation of existing low-voltage distribution systems with high photovoltaic (PV) generation have focused on the possibility of inverters providing ancillary services such as active power curtailment and reactive power ...
Dall'Anese, Emiliano +3 more
core +1 more source
Bridging k-sum and CVaR optimization in MILP [PDF]
Computers & Operations Research, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Carlo Filippi +2 more
openaire +2 more sources
Portfolio Optimization for Pension Purposes: Literature Review
Journal of Economic Surveys, Volume 40, Issue 1, Page 45-72, February 2026.ABSTRACT This systematic review identifies persistent challenges and gaps in the literature on pension portfolio optimization models. We searched, selected, and critically analyzed 82 articles from three major academic databases published over the past decade to investigate the barriers to the effective implementation of these models.
Leonardo Moreira +2 more
wiley +1 more source