Results 11 to 20 of about 11,857,532 (256)
Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths [PDF]
Operations Research Perspectives, 2022 The COVID-19 pandemic is unleashing crises of humanity, economy, and finance. Portfolio selection is widely recognized as the foundation of modern financial economics.
Yue Qi +3 more
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MathematicsNobel Laureate Markowitz originates portfolio selection as the birth of modern finance. Nobel Laureate Sharpe implements portfolio selection and originates capital asset pricing models.
Yue Qi, Jianing Huang, Yixuan Zhu
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SystemsOur society is facing serious challenges from global warming and environmental degradation. Scientists have identified carbon dioxide as one of the causes. Our society is embracing carbon offset as a way to field the challenges.
Long Lin, Yue Qi
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Complexity, 2022 Green innovation investments have rapidly grown since 2000. Green innovation indexes play important roles and are typically constructed by screening and indexing.
Meng Li +3 more
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MathematicsHumans face environmental deterioration. Scholars have identified carbon dioxide as one of the culprits, and they emphasize carbon offset. Researchers are investigating carbon offset investments.
Yue Qi +3 more
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Selecting a portfolio of projects considering both optimization and balance of sub-portfolios [PDF]
Journal of Project Management, 2020 Over the past four decades, portfolio selection has been one of the most important con-cerns of researchers, project managers, project-oriented companies, and public agencies around the world. Although numerous studies have been done in this field, still
Nima Golghamat Raad +2 more
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Fund of hedge funds portfolio selection: A multiple-objective approach [PDF]
Journal of Derivatives & Hedge Funds, 2009 This paper develops a technique for fund of hedge funds to allocate capital across different hedge fund strategies and traditional asset classes. Our adaptation of the polynomial goal programming optimisation method incorporates investor preferences for higher return moments, such as skewness and kurtosis, and provides computational advantages over ...
Ryan J. Davies, Harry M. Kat, Sa Lu
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Socially Responsible Portfolio Selection: An Interactive Intuitionistic Fuzzy Approach
Mathematics, 2021 In this study, we address the topic of sustainable and responsible portfolio investments (SRI). The selection of such portfolios is based, in addition to traditional financial variables, on environmental, social, and governance (ESG) criteria.
Yahya Hanine +3 more
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Alexandria Engineering Journal, 2022 The selection of an optimal project portfolio from multiple project proposals to implement management strategy is always a challenge task for project managers, especially, in the selection of large-scale and complicated projects.
Libiao Bai, Jieyu Bai, Min An
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Mean-risk models using two risk measures: A multi-objective approach [PDF]
, 2006 This paper proposes a model for portfolio optimisation, in which distributions are characterised and compared on the basis of three statistics: the expected value, the variance and the CVaR at a specified confidence level.
Diana Roman +5 more
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