Results 111 to 120 of about 2,999,393 (305)
Portfolio Choice and Asset Pricing With Nontraded Assets [PDF]
This paper examines portfolio choice and asset pricing when some assets are nontraded, for instance when a country cannot trade claims to its output on world capital markets, when a government cannot trade claims to future tax revenues, or when an ...
Lars E.O. Svensson
core
Extension Of Markowitz Model For Portfolio Analysis. [PDF]
, 2004 This paper focused on portfolio analysis that set-up among 10 selected stocks traded on Kuala Lumpur Stock Exchange (KLSE).
Kamil, Anton Abdulbasah, Kwan, Mei Wan
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Business Strategy and the Environment, EarlyView.ABSTRACT Many firms set ambitious sustainability goals but these are frequently “displaced” by proxy goals that are easier to track and measure. However, the specific types of goal conflicts that follow from this displacement are poorly understood. We conducted a case study of circular innovation initiatives at a global MedTech company and identified ...
Wiebke Reim +2 more
wiley +1 more source
Real Estate Portfolio Management : Optimization under Risk Aversion [PDF]
This paper deals with real estate portfolio optimization when investors are risk averse. In this framework, we determine several types of optimal times to sell a diversified real estate and analyze their properties.
Jean-Luc Prigent, Fabrice Barthelemy
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Business Strategy and the Environment, EarlyView.ABSTRACT The agri‐food sector is vital to economic development, but it exerts significant environmental and social pressures. This study draws on the natural resource‐based view. It investigates the strategic sustainability‐performance nexus in the global food and beverage industry using a longitudinal dataset (2013–2023) of 633 firms across the EU ...
Alessandro Bernardo +5 more
wiley +1 more source
Analysis of determining optimal portfolio in BPKH's portfolios using the Tangency Portfolio model
Jurnal Ekonomi dan Keuangan Islam, 2023 Purpose – This study aims to analyze the actual portfolio of BPKH from the hajj fund investment and examine the optimization investment portfolio for BPKH based on PP No.5 Tahun 2018. Methodology – The data used in this study was quarterly in the form
Agam Maulana Ardi, Darwanto
doaj
Optimal consumption policies in illiquid markets [PDF]
We investigate optimal consumption policies in the liquidity risk model introduced in Pham and Tankov (2007). Our main result is to derive smoothness results for the value functions of the portfolio/consumption choice problem. As an important consequence,
Peter Tankov +3 more
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Business Strategy and the Environment, EarlyView.ABSTRACT The United States (U.S.) faces challenges in achieving its ambitious net‐zero carbon emissions target by 2050, with current emissions having fallen by less than 1% in 2024. Despite an investment of $500 billion in low‐carbon resources while holding the second‐largest green technology patent portfolio globally, it is further imperative to ...
Md Zubair Ahmad +5 more
wiley +1 more source
Growth Optimal Investment Strategy Efficacy: An Application on Long Run Australian Equity Data [PDF]
A number of investment strategies designed to maximise portfolio growth are tested on a long run Australian equity data set. The application of these growth optimal portfolio techniques produces impressive rates of growth, despite the fact that the ...
Benjamin Francis Hunt
core
Green Hydrogen for Public Transportation: Insights From an ABM and From Palma de Mallorca Case Study
Business Strategy and the Environment, EarlyView.ABSTRACT The development of green hydrogen (GH2) value chains is crucial for decarbonizing sectors such as transport and industry. Their emergence, however, requires coordination among diverse actors, technologies, and regulations, which traditional analytical approaches struggle to capture.
Roberta De Cristofaro +2 more
wiley +1 more source