Results 61 to 70 of about 2,801,257 (304)

Intrinsic Mechanical Parameters and their Characterization in Solid‐State Lithium Batteries

open access: yesAdvanced Energy Materials, Volume 15, Issue 11, March 18, 2025.
This review focuses on the intrinsic mechanical parameters and their associated characterization in solid‐state batteries. The physical significance of mechanics parameters is introduced with exhaustive classifications by elastic, plastic deformations and fracture in bulk, adhesion, friction at interfaces, and mechanical fatigue in cells ...
Shuai Hao   +5 more
wiley   +1 more source

A Single Period Multi Objective Mathematical Model for Portfolio

open access: yesمدیریت تولید و عملیات, 2015
Optimal portfolio selection and how to invest in, is one of the key issues which is considered in the capital market and should be paid attention by investors.
mehdi abzari   +3 more
doaj  

Optimization of Investment Portfolio Mean-Variance Model Using Genetic Algorithm

open access: yesInternational Journal of Business, Economics, and Social Development
The optimization of investment portfolio is aimed at finding the optimal combination of each stock with the goal of maximizing returns while minimizing risk through diversification.
Raynita Syahla   +2 more
doaj   +1 more source

Pembentukan Portofolio Optimal dengan Menggunakan Mean Absolute Deviation dan Conditional Mean Variance

open access: yesJurnal 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

Experimentally Determined Spatiotemporal Charge Carrier Dynamics for the Development of Particulate Photocatalysts

open access: yesAdvanced Energy Materials, EarlyView.
This review looks at the different experimental techniques that measure spatiotemporal charge carrier dynamics. This information is viewed in the context of particulate photocatalysts, outlining the insights these techniques provide and how they advance our understanding.
Sutripto Khasnabis, Robert Godin
wiley   +1 more source

Dynamic programming principle for optimal control of uncertain random differential equations and its application to optimal portfolio selection

open access: yesReview of Business and Economics Studies
This study aimed to examine an uncertain stochastic optimal control problem premised on an uncertain stochastic process. The proposed approach is used to solve an optimal portfolio selection problem.
Justin Chirima   +3 more
doaj   +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]

open access: yesپژوهشهای 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  

Low Participation and Risk Reduction Potential of Supplemental Crop Insurance in the United States

open access: yesApplied Economic Perspectives and Policy, EarlyView.
ABSTRACT Federally subsidized crop insurance is a cornerstone of U.S. farm risk management, yet policies with the greatest share of participation only trigger indemnities after losses exceed 15%. Supplemental insurance was introduced to cover part of this deductible, but participation remains largely unchanged.
Francis Tsiboe   +2 more
wiley   +1 more source

Some aspects of financial instruments portfolio optimization [PDF]

open access: yesMarketing i Menedžment Innovacij, 2012
This article considers scientifically methodological approaches to the formation of the optimal portfolio. H.Markowitz and W.Sharpe models are considered, their comparative analysis is provided, indifference curves for these models are drawn. Analysis of
V.M. Oliynyk   +2 more
doaj  

Direct Data-Driven Portfolio Optimization with Guaranteed Shortfall Probability [PDF]

open access: yes, 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
core   +1 more source

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