Results 101 to 110 of about 2,999,393 (305)

Perbandingan Value at Risk dan Expected Shortfall pada Portofolio Optimal menggunakan Metode Downside Deviation

Jambura Journal of Mathematics
Portfolio formation is one of the strategies that investors can do to get the best results Portfolio formation can use the Downside Deviation method. The optimal portfolio with this method uses downside deviation and sets the return below the benchmark ...
Indah Nugrahaeni, Hendra Perdana, Neva Satyahadewi   +2 more
doaj   +1 more source

Intra-Daily FX Optimal Portfolio Allocation [PDF]

We design and implement optimal foreign exchange portfolio allocations. An optimal allocation maximizes the expected return subject to a Value-at-Risk (VaR) constraint.
Walid, BEN OMRANE, Luc, BAUWENS, Erick, Rengifo   +2 more
core  

Serotype‐Tailored Midstream and Downstream Operations to Advance the Manufacturing of Adeno‐Associated Viral Vectors

Biotechnology and Bioengineering, EarlyView.
ABSTRACT Adeno‐associated viruses (AAVs) are the leading vectors for in vivo gene therapy, fueling a growing demand for scalable and robust biomanufacturing processes. Yet, the impact of cell lysis conditions on the performance of midstream and downstream unit operations across serotypes remains poorly characterized.
Arianna Minzoni, Shriarjun Shastry, Eduardo Barbieri, Morgan R. Hurst, Kelvin Idanwekhai, Yuxuan Wu, Katherine Ernst, Wai‐Keen Chung, Christopher Bombeck, Saad A. Khan, Sushmita Koley, Gabriella Kiss, Oliver Rammo, Alexander Tropsha, Cristiana Boi, Michael A. Daniele, Steven Cramer, Barry Byrne, Stephen Kaminsky, Angie Snell Bennett, Stefano Menegatti   +20 more
wiley   +1 more source

Optimal Portfolio Liquidation for CARA Investors [PDF]

We consider the finite-time optimal portfolio liquidation problem for a von Neumann-Morgenstern investor with constant absolute risk aversion (CARA).
Schöneborn, Torsten, Schied, Alexander
core  

Innovation of plant‐derived extracellular vesicles and interdisciplinary research: From discovery to biomedical applications

BMEMat, EarlyView.
Plant‐derived extracellular vesicles offer numerous advantages and are regarded as highly promising candidates in the field of biomedicine. Abstract Extracellular vesicles (EVs) are double‐membrane vesicular structures that can be secreted by nearly all living cells.
Zilin Li, Yi Wei, Ben Hu, Yafang Song, Xiaojia Chen, Nik Ahmad Nizam Nik Malek, Tongkai Chen   +6 more
wiley   +1 more source

Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations [PDF]

Electricity purchasers manage a portfolio of contracts in order to purchase the expected future electricity consumption profile of a company or a pool of clients.
Schlichter, F., Mahieu, R.J., Huisman, R.   +2 more
core  

When Do Robots Go Green? Unveiling Mechanisms, Thresholds, and Spillovers of Industrial Robotics on Global Ecological Capacity

Business Strategy and the Environment, EarlyView.
ABSTRACT This paper examines the relationship between industrial robotics adoption and ecological capacity, measured by biocapacity, using panel data from 50 countries over the period 2000–2024. We investigate the transmission mechanisms, non‐linearities, spatial spillovers, and heterogeneity characterizing this relationship.
Brahim Bergougui, Hamid Ghazi H. Sulimany   +1 more
wiley   +1 more source

Hedging crash risk in optimal portfolio selection. [PDF]

J Bank Financ, 2020
Zhu S, Zhu W, Pei X, Cui X.
europepmc   +1 more source

Bayesian Portfolio Selection with Gaussian Mixture Returns [PDF]

Markowitz portfolio selection is challenged by huge implementation barriers. This paper addresses the parameter uncertainty and deviation from normality in a Bayesian framework. The non-normal asset returns are modeled as finite Gaussian mixtures.
Qian, Hang
core  

Past and Future of Sustainability Indicator Research in Agribusiness: A Bibliometric and Forecasting Analysis

Business Strategy and the Environment, EarlyView.
ABSTRACT This study offers a forward‐looking assessment of sustainability indicator research in agribusiness by integrating bibliometric mapping with ARIMA‐based forecasting. Analysing 403 Scopus‐indexed articles, bibliographic‐coupling analysis identifies three contemporary thematic domains: Techno‐Managerial Sustainability, Systemic and ...
Marcelo Kratz Mendes, Olga Cam, Aurora Carneiro Zen, Roger de Bem Jaeger, Daniela Callegaro‐de‐Menezes, Juliana Matos de Meira   +5 more
wiley   +1 more source