Results 111 to 120 of about 7,301,086 (391)

Perbandingan Value at Risk dan Expected Shortfall pada Portofolio Optimal menggunakan Metode Downside Deviation

Jambura Journal of Mathematics
Portfolio formation is one of the strategies that investors can do to get the best results Portfolio formation can use the Downside Deviation method. The optimal portfolio with this method uses downside deviation and sets the return below the benchmark ...
Indah Nugrahaeni, Hendra Perdana, Neva Satyahadewi   +2 more
doaj   +1 more source

Optimal Currency Hedging [PDF]

This paper characterizes optimal currency hedging in several models of downside risk. We consider, in turn, three models of hedging: (i) a firm that chooses its hedging policy in the presence of bankruptcy costs; (ii) an all equity firm that faces a ...
Rui Albuquerque
core  

Debunking the Myth: A Dive Into the Role of Relational Capital in Sustainable Food Production Systems

Business Strategy and the Environment, EarlyView.
ABSTRACT The shift towards sustainable food production is essential to address the urgent dual challenges of climate change and population growth, with agricultural cooperatives playing a vital role in this transformation. However, many cooperatives struggle to deliver the expected value to their members.
Ismail Badraoui, Tarik Saikouk, Nejib Fattam, Ahmed Hamdi, Vikas Kumar   +4 more
wiley   +1 more source

Viability assessment and transplantation of fatty liver grafts using end‐ischemic normothermic machine perfusion

Liver Transplantation, EarlyView., 2022
Abstract End‐ischemic viability testing by normothermic machine perfusion (NMP) represents an effective strategy to recover liver grafts having initially been discarded for liver transplantation (LT). However, its results in the setting of significant (≥30%) macrovesicular steatosis (MaS) have not been specifically assessed.
Damiano Patrono, Riccardo De Carlis, Alessandro Gambella, Francesca Farnesi, Alice Podestà, Andrea Lauterio, Francesco Tandoi, Luciano De Carlis, Renato Romagnoli   +8 more
wiley   +1 more source

International Diversification: An Extreme Value Approach [PDF]

.Diversification; Downside Risk; Correlation Complexity; Extreme Value; Systemic ...
Chollete, Loran, de la Pena , Victor, Lu, Ching-Chih   +2 more
core  

Predicting Corporate Policies Using Downside Risk: A Machine Learning Approach

, 2020
Minwen Li, Hao Wang, Doron Avramov
openalex   +3 more sources

Climate Change Risks and Customer Concentration: Evidence From US‐Listed Firms

Business Strategy and the Environment, EarlyView.
ABSTRACT While prior studies have investigated climate risks in supply chains, customer ESG pressures, and shared climate exposure, this paper is, to the best of our knowledge, the first to provide direct empirical evidence on the relationship between climate change risks and firms' customer concentration.
Thi Thuy Trang Nguyen, Eric Owusu Boahen, Cuong Nguyen   +2 more
wiley   +1 more source

Integrating LSTM with Fama-French six factor model for predicting portfolio returns: Evidence from Shenzhen stock market China

Data Science in Finance and Economics
The study aimed to examine the effectiveness of long short-term memory (LSTM) model in predicting portfolio returns employing Fama and French's six-factor model.
Tahir Afzal, Muhammad Asim Afridi, Muhammad Naveed Jan   +2 more
doaj   +1 more source

A Note on the Intensity of Downside Risk Aversion [PDF]

In this note we show that the measure of intensity of downside risk aversion proposed recently by Crainich and Eeckhoudt (2007) cannot be guaranteed to exist. We do this by means of an example in which the existence of the measure depends upon the values
Francisco J. Vazquez, Richard Watt
core  

Sustainability‐Oriented Innovation and Circular Economy Transitions: Evidence From the UK Textile and Clothing Industry

Business Strategy and the Environment, EarlyView.
ABSTRACT The transition to a circular economy (CE) in the textile and clothing (TC) industry is frequently attributed to sustainability‐oriented innovation (SOI), yet empirical understanding of the systemic conditions under which SOI enables CE remains underdeveloped.
Krishnendu Saha, Narain Gupta, Deniz E. Yoruk, Vikas Kumar   +3 more
wiley   +1 more source