Results 121 to 130 of about 2,999,393 (305)
Investment Portfolio Optimization Using Black-Litterman Model in Smart Carbon Economy Transition
International Journal of Business, Economics, and Social DevelopmentAn optimal investment portfolio needs to be formed before an investor invests because it can help investors determine which financial instruments are suitable to choose in order to get the maximum return or profit and the minimum level of risk.
Ramadhina Hardiva Kahar +2 more
doaj +1 more source
Delegated Portfolio Management [PDF]
In this paper, we examine optimal portfolio decisions within a decentralized framework. There are many portfolio managers choosing optimal portfolio weights in a mean-variance framework and taking decisions in a decentralized way.
Paulo Coutinho, Benjamin Miranda Tabak
core
Leading the Loop: Anchor‐Led Orchestration in Nascent Circular Ecosystems—A Qualitative Case Study
Business Strategy and the Environment, EarlyView.ABSTRACT The transition towards a circular economy necessitates coordinated, systemic change across value chains. Yet the role of anchor firms in initiating and orchestrating nascent circular ecosystems remains underexplored. Using an inductive, qualitative single‐case design, we analyse a German mid‐sized entrepreneurial firm, drawing on 21 interviews
Johann Felix Mader, Patrick Spieth
wiley +1 more source
Portfolio delegation under short-selling constraints [PDF]
In this paper we study delegated portfolio management when the manager's ability to short-sell is restricted. Contrary to previous results, we show that under moral hazard, linear performance-adjusted contracts do provide portfolio managers with ...
Juan-Pedro Gómez, Tridib Sharma
core
Higher-Order Risk Preferences, Constant Relative Risk Aversion and the Optimal Portfolio Allocation [PDF]
, 2015 We derive the conditions for optimal portfolio choice within an expected utility framework considering alternative probability distributions that are able to capture the stylized features of asset returns at different degrees of accuracy.
Paya, I. +3 more
core
Business Strategy and the Environment, EarlyView.ABSTRACT Sustainability reports (SRs) are widely criticized for vague disclosures and selective emphasis on positive outcomes, yet systematic research on two core SR challenges remains limited: materiality (whether disclosed content is relevant) and balance (whether both achievements and challenges are reported).
Mahsa Mohammadrezaei +1 more
wiley +1 more source
"An Asymptotic Expansion Scheme for the Optimal Investment Problems" [PDF]
We shall propose a new computational scheme for the evaluation of the optimal portfolio for investment.Our method is based on an extension of the asymptotic expansion approach which has been recently developed for pricing problems of the contingent ...
Nakahiro Yoshida, Akihiko Takahashi
core
Bridging Academic Research and Business Practices at the Crossroad of Circular Economy and the SDGs
Business Strategy and the Environment, EarlyView.ABSTRACT The global shift toward sustainability has amplified interest in the Circular Economy, which aims to optimize resource use and minimize waste. In parallel, the Sustainable Development Goals (SDGs) provide a universal framework for addressing social, environmental, and economic challenges.
Corentin Juin, Andrea Nicolodi
wiley +1 more source
Jambura Journal of MathematicsThe capital market plays an important role in the economy by providing investment instruments for investors and financing sources for companies. A capital market portfolio consists of a collection of financial assets, such as stocks, constructed to ...
Anis Faiqo Tuzzainiyah +2 more
doaj +1 more source
Hedging global environment risks: An option based portfolio insurance [PDF]
This paper introduces a financial hedging model for global environment risks. Our approach is based on portfolio insurance under hedging constraints. Investors are assumed to maximize their expected utilities defined on financial and environmental asset ...
Jean-Luc Prigent, André de Palma
core