Results 31 to 40 of about 30,898 (244)

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
doaj   +1 more source

An empirical application of Markowitz mean-variance theory in evaluating portfolio performance: Evidence from Vietnam’s VN30 equity constituents [PDF]

Decision Science Letters
This study explores the application of Markowitz's Modern Portfolio Theory (Mean-Variance Theory) under a no short-selling constraint in Vietnam's stock market, focusing on the VN30 index from 2012 to 2024.
Nguyen The Hung, Nguyen Bach Diep
doaj   +1 more source

From Managerial Awareness to Behavior in the Circular Economy: The Role of Personality Traits and Organizational Support

Business Strategy and the Environment, EarlyView.
ABSTRACT As businesses are increasingly integrating circular economy (CE) principles to promote concrete sustainability actions, understanding which managerial aspects may align with this change becomes paramount. Employing a conceptual framework based on Cognitive‐Affective Personality System (CAPS) and Organizational Support theories, this study ...
Fiorenza Meucci, Flavio Spagnuolo, Annamaria Zampella, Marco Maffei   +3 more
wiley   +1 more source

Not All Voices Are Green: Unpacking Supportive, Constructive, and Defensive Green Voice Through GHRM and Personality

Business Strategy and the Environment, EarlyView.
ABSTRACT This study explores the impact of green human resource management (GHRM) practices on three distinct green voice behaviors. Grounded in the person‐organization fit theory, the research examines how GHRM practices influence employees' willingness to express their environmental concerns and ideas while investigating the role of the Big Five ...
Pragya Gupta, Hina Zafar, Norah Albishri, Abhishek Bhushan Singhal, Taewoo Roh, Brendan Boyle   +5 more
wiley   +1 more source

Mapping Non‐Linear ESG Trajectories in OECD Countries: A Topological Entropy Approach

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines the evolution of Environmental, Social and Governance (ESG) performance across 38 OECD countries between 2010 and 2024 using a longitudinal and multi‐dimensional analytical framework. Moving beyond static ESG benchmarking approaches, it investigates how sustainability trajectories evolve under changing institutional ...
Sana Gaied Chortane, Rami Salem, Salah Ben Hamad   +2 more
wiley   +1 more source

Aplicação da teoria de Markowitz em um plano de benefício definido – caso ELOS [PDF]

, 2016
TCC (graduação) - Universidade Federal de Santa Catarina. Centro Sócio-Econômico. Economia.As Entidades Fechadas de Previdência Complementar vêm apresentando déficits crescentes desde 2010 até os dias atuais. Na prática, os déficits representam um grande
Cortez, Eduardo Claudino
core  

An analysis of conditional mean-variance portfolio performance using hierarchical clustering

Journal of Finance and Data Science, 2023
This paper studies portfolio optimization through improvements of ex-ante conditional covariance estimates. We use the cross-section of stock returns over a 52-year sample to analyze trading performance by implementing the machine learning algorithm of ...
Stephen R. Owen
doaj   +1 more source

Naïve Markowitz policies

Mathematical Finance
Abstract We study a continuous‐time Markowitz mean–variance portfolio selection model in which a naïve agent, unaware of the underlying time‐inconsistency, continuously reoptimizes over time. We define the resulting naïve policies through the limit of discretely naïve policies that are committed only in very small time intervals, and ...
Lin Chen, Xun Yu Zhou
openaire   +3 more sources

Good Deeds for Self‐Gain? How Self‐Enhancement Motivates Pro‐Environmental Behaviour in Entitled Consumers

Journal of Consumer Behaviour, EarlyView.
ABSTRACT While personality traits often influence individuals' willingness to engage in prosocial and pro‐environmental behaviours, psychological entitlement tends to undermine such actions. Although extensive research has highlighted the negative social consequences of entitlement, including its impact on pro‐environmental behaviours, its potential to
Alexandra Polyakova
wiley   +1 more source

Depression, Anxiety and Criminal Behaviour Between Ages 32 and 48: A Propensity Score Matching Analysis From the Cambridge Study in Delinquent Development

Criminal Behaviour and Mental Health, EarlyView.
ABSTRACT Background Depression, anxiety and criminal behaviour are often correlated, but the direction and nature of these associations remain contested. Aims To investigate the temporal relationships between depression and/or anxiety and criminal behaviour at age 32 and depression and/or anxiety and criminal behaviour at age 48.
Kim Reising, Maria M. Ttofi
wiley   +1 more source