Results 21 to 30 of about 53,168 (261)
Attractiveness and Progress in Integer-Valued Data Envelopment Analysis
Fuzzy Optimization and Modeling, 2022 Data envelopment analysis (DEA) is a non-parametric technique to measure and evaluating the relative efficiencies of the set of homogenous decision making units (DMUs) with multiple inputs and multiple outputs.
Maliheh Shahkooeei, Farzad Rezai Balf
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The Development of Markowitz – Sharpe\'s Theory and New Efficient Frontier: The Case of Large Cement Corporations in Tehran Stock Exchange Market [PDF]
پژوهشهای اقتصادی, 2010 Markowitz's model which determines the weight of each stock in the portfolio is based on the optimal choice of stocks in order to maximize the expected returns. However, this theory through paying special attention to the concept of total risk reaches to
Farhad Savabi Asl +2 more
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The regression-based efficient frontier
Results in Applied MathematicsThe standard mean–variance analysis employs quadratic optimization to determine the optimal portfolio weights and to plot the mean–variance efficient frontier (MVEF).
Wan-Yi Chiu
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A General Framework for Portfolio Theory—Part I: Theory and Various Models
Risks, 2018 Utility and risk are two often competing measurements on the investment success. We show that efficient trade-off between these two measurements for investment portfolios happens, in general, on a convex curve in the two-dimensional space of utility and ...
Stanislaus Maier-Paape, Qiji Jim Zhu
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A Maximum Entropy Method for a Robust Portfolio Problem
Entropy, 2014 We propose a continuous maximum entropy method to investigate the robustoptimal portfolio selection problem for the market with transaction costs and dividends.This robust model aims to maximize the worst-case portfolio return in the case that allof ...
Yingying Xu +3 more
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Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
Abstract and Applied Analysis, 2014 We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV) process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier.
Hui-qiang Ma
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Energies, 2023 Since the future output of wind power generation is uncertain due to weather conditions, there is an increasing need to manage the risks associated with wind power businesses, which have been increasingly implemented in recent years.
Takuji Matsumoto, Yuji Yamada
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Phosphoinositides and inositol phosphates as molecular glues
FEBS Letters, EarlyView.Inositol phosphates (IPs) and phosphoinositides (PIPs) regulate diverse eukaryotic processes. Beyond recruiting signaling proteins or acting as structural cofactors, recent studies suggest they mediate protein–protein interactions as natural molecular glues.
Aleshia Seaton‐Terry +9 more
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A General Framework for Portfolio Theory. Part II: Drawdown Risk Measures
Risks, 2018 The aim of this paper is to provide several examples of convex risk measures necessary for the application of the general framework for portfolio theory of Maier-Paape and Zhu (2018), presented in Part I of this series.
Stanislaus Maier-Paape, Qiji Jim Zhu
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Molecular Oncology, EarlyView.Combining osimertinib with the STING agonist ADU‐S100 activates innate and adaptive immunity to overcome the non‐inflamed microenvironment of Egfr‐mutant lung cancer. This combination increases NK and CD8+ T‐cell infiltration, associated with activation of the STING‐IRF3 pathway and local immunogenic cell death.
Jun Nishimura +19 more
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