Results 71 to 80 of about 513,531 (373)
Power portfolio optimization with traded contract products [PDF]
, 2010 Power sector restructuring has prompted the application of modern portfolio theory among market participants. Much research has been devoted to power portfolio optimization problems.
Sun, Y, Wu, FF, Zhou, H
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Reputational Risk: An Investigation Into How Environmental Failures Drive Stock Price Crashes
Business Strategy and the Environment, EarlyView.ABSTRACT The study examines the relationship between stock price crashes and firm environment reputational risk. Using a large sample of US listed firms, covering a time span from 2007 to 2021, we test the effect of environmental reputation risk on three measures for the stock price crash risk (NEGCSK, DRUV, and CRASH).
Man Dang +4 more
wiley +1 more source
Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming [PDF]
تحقیقات مالی, 2018 Objective: Portfolio selection is a critical factor in investment. Having considered a number of risky assets, fund managers must choose the optimum portfolio.
Ahmad Nabizade, Adel Behzadi
doaj +1 more source
Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice
American Journal of Industrial and Business Management, 2017 The paper compares three portfolio optimization models. Modern portfolio theory (MPT) is a short-horizon volatility model. The relevant time horizon is the sampling interval. MPT is myopic and implies that investors are not concerned with long-term variance or mean-reversion.
openaire +2 more sources
Business Strategy and the Environment, EarlyView.ABSTRACT This study addresses a significant research gap in the literature by systematically reviewing and synthesizing the interplay between social dynamics, environmental changes, and organizational innovation. Although prior research has explored these dimensions in isolation, the integrative framework remains lacking.
Gagan Deep Sharma +4 more
wiley +1 more source
Optimization method of investment package based on Markowitz portfolio theory
Вестник Дагестанского государственного технического университета: Технические наукиObjective. The aim of the study is to implement and evaluate the optimization method based on the Markowitz portfolio theory. Method. The model is built using the Python programming language and the necessary libraries.
A. D. Baydalin
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Portfolio optimization and risk management through Hierarchical Risk Parity and Logic Learning Machine: a case study applied to the Turkish stock market [PDF]
Risk Management MagazineThis study explores an innovative approach to portfolio optimization, bridging traditional Modern Portfolio Theory (MPT) with advanced Machine Learning techniques.
Pier Giuseppe Giribone +3 more
doaj +1 more source
International Journal of Information Systems and Project Management, 2020 Project Portfolio Risk Management (PPRM) has been identified as a relevant area regarding project portfolio success. This paper reports on a structured literature review of PPRM.
Camilo Micán +4 more
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Modern Portfolio Theory: Some Main Results [PDF]
, 2017 This article summarizes some main results in modern portfolio theory. First, the Markowitz approach is presented. Then the capital asset pricing model is derived and its empirical testability is discussed. Afterwards Neumann-Morgenstern utility theory is
Müller, Heinz H.
core
Optimal Power Generation Portfolios with Renewables: An Application to the UK [PDF]
, 2016 In recent years, geopolitical events have raised questions about the security of European energy supplies and which electricity generation technologies present an optimal fuel mix. Likewise, private investors need to allocate their capital efficiently by
Adams, R., Jamasb, J.
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