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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The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
Collective Dynamics, Diversification and Optimal Portfolio Construction for Cryptocurrencies. [PDF]
Entropy (Basel), 2023 James N, Menzies M.
europepmc +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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Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source
Mechanochemistry Meets Catalysis: Metal Complexes for Greener Organic Transformations
Angewandte Chemie, EarlyView.Mechanochemistry is redefining metal catalysis by controlling catalyst formulation, speciation, and deployment. This Review shows how milling, LAG, RAM, and TSE enable rapid metal‐complex assembly, distinctive catalytic manifolds, and scalable synthesis beyond solution chemistry.
Sourav Behera +2 more
wiley +2 more sources
Approximating the Growth Optimal Portfolio with a Diversified World Stock Index [PDF]
This paper constructs and compares various total return world stock indices based on daily data. Due to diversification these indices are noticeably similar. A diversification theorem identifies any diversified portfolio as a proxy for the growth optimal
Eckhard Platen, Truc Le
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Agribusiness, EarlyView.ABSTRACT This study sets out to investigate the prospects for raising oil palm output in sub‐Saharan Africa, particularly Ghana, without further expansion of cropland. Given global concerns about oil palm's role in deforestation and land use change, the focus is on enhancing productivity on existing farmlands.
Jacob Asravor +3 more
wiley +1 more source
Light‐Controlled Modulation of 15‐Lipoxygenase‐1 Regulates Intestinal Inflammatory Signaling
Angewandte Chemie, EarlyView.The developed target‐guided strategy enables the rational design of diazo‐based photoswitchable inhibitors of 15‐lipoxygenase‐1. Distinct molecular architectures program opposite light‐dependent activity, allowing on‐demand control of enzyme inhibition.
Anastasia Louka +10 more
wiley +2 more sources
How the Financial Managers’ Remuneration Can Affect the Optimal Portfolio Composition ? [PDF]
In this paper we analyse the problem of an investor who must decide whether to manage his wealth by himself or give it in outsourcing. Financial managers are supposed to charge a commission composed of a fixed (A) and a variable (x) part, both deducted ...
Francesco MENONCIN
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