Results 71 to 80 of about 2,901,594 (253)
Jurnal Fourier, 2020 Penelitian ini membahas tentang pembentukan portofolio optimal menggunakan model Mean Absolute Deviation (MAD) dan model Conditional Mean Variance (CMV).
Eka Nur Vanti, Epha Diana Supandi
doaj +1 more source
The Geography of Success: A Spatial Analysis of Export Intensity in the Italian Wine Industry
Agribusiness, EarlyView.ABSTRACT This paper investigates the paradox of how Italy's fragmented, SME‐dominated wine industry achieves global export success. Moving beyond purely firm‐centric explanations, we test whether export intensity is spatially dependent, clustering geographically in regional ecosystems.
Nicolas Depetris Chauvin, Jonas Di Vita
wiley +1 more source
Market‐Based Nutrition Regulation and Adult BMI Dynamics in Latin America
Agribusiness, EarlyView.ABSTRACT Market‐based nutrition policies, including interpretative labeling systems and taxes on sugar‐sweetened beverages (SSBs), have been widely adopted across Latin America to influence dietary choices and address rising obesity rates. While prior research documents change in food purchasing and product reformulation following these policies ...
Emiliano Lopez Barrera, Grace Melo
wiley +1 more source
Determining the Effect of Productivity Shock and Fluctuation Shock of Foreign Exchange Earning on the Household Asset Basket in the Iranian Economy using Dynamic Stochastic General Equilibrium Approach [PDF]
پژوهشهای اقتصادی, 2021 Financial markets, especially the capital market, may have strong links with other economic sectors. One of the most important aspects of investment is to determine the “optimal investment portfolio”.
habib mosavi +2 more
doaj
Agribusiness, EarlyView.ABSTRACT In emerging economies where smallholder farming dominates agricultural production, agribusinesses serve as critical intermediaries linking smallholders to broader markets, and their resilience directly affects agricultural sustainability. Short‐term‐oriented capital is reluctant to adequately finance highly uncertain and cyclical agricultural ...
Siyuan Lyu +5 more
wiley +1 more source
Optimal portfolio selection for cash-flows with bounded capital at risk. [PDF]
Optimal; Optimal portfolio selection; Portfolio; Selection; Cash flow; Capital at risk; Risk;
Goovaerts, Marc +3 more
core
AIChE Journal, EarlyView.Abstract Conventional continuous plants use fixed‐capacity equipment, resulting in high capital risk and suboptimal performance under fluctuating demands. To address these, this study proposes an integrated framework for modular process design and supervisory control capable of adapting to demand uncertainty for long‐term economic viability.
T. Asrav, M. Alvarado‐Morales, G. Sin
wiley +1 more source
MENENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL CONDITIONAL MEAN VARIANCE
E-Jurnal Matematika, 2016 When the returns of stock prices show the existence of autocorrelation and heteroscedasticity, then conditional mean variance models are suitable method to model the behavior of the stocks.
I GEDE ERY NISCAHYANA +2 more
doaj +1 more source
Optimizing Portfolio in the Evolutional Portfolio Optimization System (EPOS)
MathematicsA novel method of portfolio selection is provided with further higher moments, filtering with fundamentals in intelligent computing resources. The Evolutional Portfolio Optimization System (EPOS) evaluates unobtrusive relations from a vast amount of accounting and financial data, excluding hoax and noise, to select the optimal portfolio.
Nikolaos Loukeris +3 more
openaire +2 more sources
A Scalable and Resource‐Efficient Pipelined p‐Computer for Probabilistic Ising Machines
Advanced Intelligent Systems, EarlyView.(a) Block diagram of the portfolio optimization problem: given M assets, the goal is to determine the optimal weights w that maximize the expected return (based on the mean historical assets return u), while minimizing the risk, quantified by the assets covariance matrix S.
Deborah Volpe +9 more
wiley +1 more source