Results 51 to 60 of about 32,645 (259)

Optimal trend-following portfolios

Journal of Investment Strategies, 2023
This paper derives an optimal portfolio that is based on trend-following signal. Building on an earlier related article, it provides a unifying theoretical setting to introduce an autocorrelation model with the covariance matrix of trends and risk premia. We specify practically relevant models for the covariance matrix of trends.
openaire   +2 more sources

Optimal Portfolio and the Integrated Strategy

Management Analysis Journal
The concept of an optimal portfolio is fundamental to investment management, focusing on maximizing returns for a given level of risk. Modern Portfolio Theory (MPT), introduced by Markowitz, has significantly transformed the understanding of risk and ...
Budi Purwanto, Prima Respati, Nanda Karunia Amanah   +2 more
doaj   +1 more source

Azaporphyrinoid‐Based Photo‐ and Electroactive Architectures for Advanced Functional Materials

Advanced Materials, EarlyView.
A long‐standing collaboration between the Torres and Guldi groups has yielded diverse azaporphyrinoid‐based donor‐acceptor nanohybrids with promising applications in solar energy conversion. This conspectus highlights key molecular platforms and structure‐function relationships that govern light and charge management, supporting the rational design of ...
Jorge Labella, Kobra Azizi, Dirk M. Guldi, Tomás Torres   +3 more
wiley   +1 more source

Portfolio optimization with pw-robustness

EURO Journal on Computational Optimization, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Virginie Gabrel, Cécile Murat, Aurélie Thiele   +2 more
openaire   +2 more sources

Investment Efficiency in Indonesia's Construction Sub-Sector: An Optimal Portfolio Approach Using the Markowitz Model

Jurnal Ilmu Keuangan dan Perbankan
Investment is an activity aimed at generating future profits but is inherently accompanied by uncertainty risks. To minimize such risks, investors need to construct an optimal portfolio.
Fihha Faqihatun, Euis Bandawaty, Sunaryo Sunaryo, Gunardi Gunardi   +3 more
doaj   +1 more source

Self‐Assembled Monolayers in p–i–n Perovskite Solar Cells: Molecular Design, Interfacial Engineering, and Machine Learning–Accelerated Material Discovery

Advanced Materials, EarlyView.
This review highlights the role of self‐assembled monolayers (SAMs) in perovskite solar cells, covering molecular engineering, multifunctional interface regulation, machine learning (ML) accelerated discovery, advanced device architectures, and pathways toward scalable fabrication and commercialization for high‐efficiency and stable single‐junction and
Asmat Ullah, Ying Luo, Stefaan De Wolf
wiley   +1 more source

Analysis of the Markowitz Method and the Single Index Method in Determining the Optimal Portfolio

Almana: Jurnal Manajemen dan Bisnis, 2021
Investors generally make investments to get the maximum return with minimal risk. The optimal portfolio is a method that can be used to determine the stock portfolio that produces the maximum return with the least risk.
Dhea Eka Fitriyani
doaj   +1 more source

Phase Engineering of Nanomaterials (PEN): Evolution, Current Challenges, and Future Opportunities

Advanced Materials, EarlyView.
This review summarizes the synthesis, phase transition, advanced characterization spanning ex situ to in situ and operando techniques, and diverse applications of phase engineering of nanomaterials (PEN). It further outlines key challenges and future opportunities, such as phase stability, architecture control, and artificial intelligence (AI)‐driven ...
Ye Chen, Zhanxi Fan, Jingjie Ge, Qiyuan He, Zhuangchai Lai, Jiawei Liu, Chaoliang Tan, Hua Zhang   +7 more
wiley   +1 more source

An Optimal Stock Market Portfolio Proportion Model Using Genetic Algorithm

IJCCS (Indonesian Journal of Computing and Cybernetics Systems), 2018
To reduce the amount of loss due to investment risk, an investor or stockbroker usually forms an optimal stock portfolio. This technique is done to get the maximum return of investment on shares to be purchased.
Wahyono Wahyono, Chasandra Puspitasari, Muhammad Dzulfikar Fauzi, Kasliono Kasliono, Wahyu Sri Mulyani, Laksono Kurnianggoro   +5 more
doaj   +1 more source

A Chemical Framework for Engineering Extracellular Vesicles’ Biointerface to Advance Precision Therapeutics

Advanced Materials, EarlyView.
Extracellular vesicles (EVs) are cell‐derived nanoparticles that mediate intercellular communication through their dynamic biointerfaces. Owing to their intrinsic biological functions, EVs have emerged as promising platforms for biomedical applications.
Leila Pourtalebi Jahromi, Felix Geng, Jan‐Noël Frenzke, Gregor Fuhrmann   +3 more
wiley   +1 more source