Results 91 to 100 of about 2,901,594 (253)
"A Factor Allocation Approach to Optimal Bond Portfolio" [PDF]
This paper proposes a new method to a bond portfolio problem in a multi-period setting. In particular, we apply a factor allocation approach to constructing the optimal bond portfolio in a class of multi-factor Gaussian yield curve models. In other words,
Keita Nakayama, Akihiko Takahashi
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Direct Data-Driven Portfolio Optimization with Guaranteed Shortfall Probability [PDF]
, 2013 This paper proposes a novel methodology for optimal allocation of a portfolio of risky financial assets. Most existing methods that aim at compromising between portfolio performance (e.g., expected return) and its risk (e.g., volatility or shortfall ...
Calafiore, Giuseppe Carlo
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Biofuels, Bioproducts and Biorefining, EarlyView.Abstract Biomass gasification technology has been extensively researched around the world; however, there is a need to evaluate the current research landscape and evolutionary direction of research in the broader context of energy transition. A systematic bibliometric analysis of the Web of Science database was performed for articles that fall within ...
Olasunkanmi Opeoluwa Adeoye +5 more
wiley +1 more source
Assets Selection and Portfolio Optimization in a Developing Economy Using Linear Programming
Applied Mathematics on Science and EngineeringPortfolio construction in developing economies such as Nigeria is often complicated by market inefficiencies, high volatility, limited diversification opportunities, and inadequate analytical approaches for optimal asset allocation.
Precious Ndidiamaka Ezra +3 more
doaj +1 more source
Optimal Time to Sell in Real Estate Portfolio Management [PDF]
This paper examines the properties of optimal times to sell a diversified real estate portfolio. The portfolio value is supposed to be the sum of the discounted free cash flows and the discounted terminal value (the discounted selling price).
Jean-Luc Prigent, Fabrice Barthélémy
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Biofuels, Bioproducts and Biorefining, EarlyView.Abstract The macaúba fruit, native to tropical and subtropical regions, has received considerable attention in recent years as a promising raw material for the production of advanced biofuels in Brazil. However, the development of large‐scale biomass requires overcoming significant challenges, such as designing circular biorefineries.
Fábio de A. Oroski +3 more
wiley +1 more source
Jambura Journal of MathematicsPortfolio 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 +2 more
doaj +1 more source
Optimal investment and asymmetric risk for a large portfolio: a large deviations approach [PDF]
In this study, we propose a new method based on the large deviations theory to select an optimal investment for a large portfolio such that the risk, which is defined as the probability that the portfolio return underperforms an investable benchmark, is ...
Knight, John L. +2 more
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British Journal of Clinical Pharmacology, EarlyView.Small and mid‐sized pharmaceutical innovators often have limited in‐house health economics and market access expertise, and may struggle to align development strategies of investigational medicinal products with health system needs and payer expectations.
Zoltán Kaló +5 more
wiley +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 +2 more
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