Results 11 to 20 of about 53,168 (261)

Portfolio Optimization in terms of Justifiability Short Selling and Some Market Practical Constraints [PDF]

تحقیقات مالی, 2013
Short-selling prohibition has been one of the primary assumptions of Markowitz mean-variance model. Solving Markowitz quadratic model creates investment efficient frontier by considering only two return and budget constraints.
Hamid reza Ghasemi, Amir Abbas Najafi
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Effect of Variance Swap in Hedging Volatility Risk

Risks, 2020
This paper studies the effect of variance swap in hedging volatility risk under the mean-variance criterion. We consider two mean-variance portfolio selection problems under Heston’s stochastic volatility model. In the first problem, the financial market
Yang Shen
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Implied Distributions from GBPUSD Risk-Reversals and Implication for Brexit Scenarios

Risks, 2017
Much of the debate around a potential British exit (Brexit) from the European Union has centred on the potential macroeconomic impact. In this paper, we instead focus on understanding market expectations for price action around the Brexit referendum date.
Iain J. Clark, Saeed Amen
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Metal price behaviour during recent crises: COVID-19 and the Russia–Ukraine conflict

Journal of Economic and Financial Sciences, 2023
Orientation: Commodities are a prominent feature of the global economy. A substantial component of the income and welfare of both commodity-producing and commodity-consuming countries is highly dependent on the prices of commodities, such as metals ...
Matthew van der Nest, Gary van Vuuren
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Efficiency, Inefficiency and the MENA Frontier [PDF]

SSRN Electronic Journal, 2015
We examine technical efficiency in the Middle East and North Africa (MENA). In addition to economic indicators, political and social ones play a role in development and efficiency profiles. The MENA have been characterized by increasing economic efficiency over time but with marked polarization.
McAdam, Peter, Christopoulos, Dimitris
openaire   +3 more sources

Designing a New Continuous Quantum Evolutionary Algorithm for Nonlinear Optimization and Efficiency Frontier Evaluation [PDF]

Control and Optimization in Applied Mathematics
In this paper, we introduce a new continuous quantum evolutionary optimization algorithm designed for optimizing nonlinear convex functions, non-convex functions, and efficiency evaluation problems using quantum computing principles.
Tahereh Azizpour, Majid Yarahmadi
doaj   +1 more source

Efficient Single Frontier Bidirectional Search

Proceedings of the International Symposium on Combinatorial Search, 2021
The Single Frontier Bi-Directional Search (SBS) framework was recently introduced. A node in SBS corresponds to a pair of states, one from each of the frontiers and it uses front-to- front heuristics. In this paper we present an enhanced version of SBS, called eSBS, where pruning and caching techniques are applied, which significantly ...
LIPPI, MARCO, M. Ernandes, A. Felner
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A Fundamental Misunderstanding of Risk: The Bias Associated with the Annualized Calculation of Standard Deviation

Cogent Economics & Finance, 2020
Quantifiable, measurable risk is of critical importance when making data-driven decisions in finance and investment management, but what if the generally accepted practice of the investment industry for calculating risk possessed incorrect mathematical ...
Matthew W. Burkett, William T. Scherer
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Analyzing the Operations Strategies of Manufacturing Firms Using a Hybrid Grey DEA approach – A case of Fars Cement Companies in Iran [PDF]

International Journal of Supply and Operations Management, 2014
In competitive markets, the operations strategies of companies are normally formulated based on their competitive advantages. An effective operations strategy should maintain and improve competitive advantages based on the capabilities of the corporate ...
Mohamad Amin Kaviani, Mehdi Abbasi
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The Efficient Frontier [PDF]

Mechanical Engineering, 2008
This article discusses the efficient frontier, initially conceived within the realm of economics and business that is essential to the practice of engineers as they pursue goals and objectives set forth by employers. Engineering courses, from undergraduate through doctoral studies, have a primary concern with efficiency and how it relates to the ...
openaire   +1 more source