Results 71 to 80 of about 242,971 (299)
BORSA ISTANBUL’DA LOG-OPTIMAL PORTFÖY UYGULAMASI
Journal of Business Administration and Social Studies, 2021 The mean-variance method based on Modern Portfolio Theory is currently the most widely used method of portfolio optimization. Although it assumes only one fixed period investment horizon for all investors it is used for portfolio optimization across all
Erhan Ustaoğlu, Erdinç Altay
doaj
Adapting Modern Portfolio Theory For Prioritising Asset Care Planning In Industry
South African Journal of Industrial Engineering, 2014 Productivity improvement within any organisation can lead to increased turnover. This study focuses on developing a maintenance productivity improvement model that is based upon an established financial investment portfolio technique known as the Modern ...
Van den Honert, Andrew Francis +1 more
doaj +1 more source
Problems of using modern portfolio theories in portfolio management [PDF]
, 2014 В статті розглядаються проблемні аспекти, пов’язані із застосуванням підходів, характерних для сучасних портфельних теорій. Основний акцент в роботі здійснено на існуючих недоліках пануючих концепцій портфельного управління.
Plastun, Oleksii Leonidovych +3 more
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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
core +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Despite the growing interest in ESG performance, limited research explores the mediating role of government policy in the relationship between Fintech, green finance and ESG outcomes. We address this gap by examining how Fintech and green finance influence ESG performance through government policies.
Mandella Osei‐Assibey Bonsu +4 more
wiley +1 more source
A MODEL OF CONSTRUCTION OF A MINIMUM RISK PORTFOLIO BASED ON MARKOWITZ PORTFOLIO THEORY. APPLICATION ON BUCHAREST STOCK EXCHANGE [PDF]
In this paper, the authors test a model of an efficient portfolio with minimum risk, starting from the analysis of one year portfolio payoff and risk of ten securities from Bucharest Stock Exchange.
Assist. Laura Raisa Miloș Ph. D +1 more
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Business Strategy and the Environment, EarlyView.ABSTRACT The critical role of small and medium‐sized enterprises (SMEs) in driving economic growth through employment generation and innovation cannot go unseen, especially the efforts of small firms in promoting sustainable entrepreneurship. With more market and consumer focus on sustainability and the shift toward eco‐friendly products, SMEs can ...
Nasser Hadi Alajmi
wiley +1 more source
Statistical inference for the EU portfolio in high dimensions
, 2020 In this paper, using the shrinkage-based approach for portfolio weights and modern results from random matrix theory we construct an effective procedure for testing the efficiency of the expected utility (EU) portfolio and discuss the asymptotic behavior
Bodnar, Taras +4 more
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Business Strategy and the Environment, EarlyView.ABSTRACT In response to growing global challenges, this study explores how social entrepreneurship within the Edible City movement contributes to building resilient, sustainable, and equitable urban food systems. Drawing on semistructured interviews with over 70 stakeholders across five cities—Berlin, Andernach, Oslo, Rotterdam, and Havana—we ...
Ina Säumel +6 more
wiley +1 more source
Selection of Optimal Portfolio by Use of Risk Diversification Method [PDF]
The paper will discuss how securities investors can protect themselves from risk through diversification. There will be proposals how investors should structure their portfolio, i.e.
Ivan Kristek, Ivo Mijoc, Martina Bris
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