Results 221 to 230 of about 11,857,532 (256)

Digital financial literacy and trust in hybrid AI advisory: Explaining perceived private wealth management capability among digitally engaged retail investors in an emerging market. [PDF]

PLoS One
Tran MT, Paseková M.
europepmc   +1 more source

Index- and Pareto-based multi-trait selection identifies dual-purpose sorghum and pearl millet cultivars for arid agro-ecosystems of Saudi Arabia. [PDF]

Front Plant Sci
Habyarimana E, Alhendi A, Ghosh K, Thakur NR, Are AK, Sharma R, Jaba J, Gupta SK, Ojulong HF, Mohammed R, Hamidou F, Abdelmahoud A, Raman A, Almarri R.   +13 more
europepmc   +1 more source

Value pluralism supports portfolio approaches in conservation. [PDF]

Ambio
Brister E, Rohwer Y, Weber M.
europepmc   +1 more source

Patent license prediction using deep survival analysis: A comparative study. [PDF]

PLoS One
Arai T, Inoue H.
europepmc   +1 more source

CHNRI-B: integrating bibliometric, patent and public-funding intelligence into health research priority setting - a methodological framework for capacity-sensitive priority setting

Radwan A, El-Sakka A, Kassem AM, Kassas ME, Zakhary NI, Elfeky G, Gabr A, Mokhtar A, Barsoum R, Khaled H, Anwar W, Esmat G.   +11 more
europepmc   +1 more source

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Portfolio Selection With Skewness: A Multiple-Objective Approach

Review of Quantitative Finance and Accounting, 1991
In the presence of skewness, the portfolio selection entails considering competing and conflicting objectives, such as maximizing both its expected returns and skewness, and minimizing its risk for decreasing absolute risk-aversion investors. Since it is unlikely that a portfolio can solve the multiple-objectives problem simultaneously, a portfolio ...
Tsong-Yue Lai
exaly   +2 more sources

On Outperforming Social-Screening-Indexing by Multiple-Objective Portfolio Selection

Annals of Operations Research, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yue Qi
exaly   +4 more sources

A multiple objective stochastic portfolio selection problem with random Beta

International Transactions in Operational Research, 2013
AbstractWhen selecting a portfolio, we need to consider, in general, the portfolio return and portfolio risk. Many risk measures have been used in portfolio selection problems as the Beta risk measure, introduced by the capital asset pricing model. Most of the existing research papers suppose that security's Beta has a deterministic value.
Fouad Ben Abdelaziz, Meryem Masmoudi
openaire   +1 more source

Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection

Annals of Operations Research, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ralph E. Steuer, Yue Qi, Markus Hirschberger   +2 more
openaire   +3 more sources

Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models

Annals of Operations Research, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Meryem Masmoudi, Fouad Ben Abdelaziz
openaire   +3 more sources