Results 121 to 130 of about 2,901,594 (253)
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
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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
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Business Strategy and the Environment, EarlyView.ABSTRACT This study offers a forward‐looking assessment of sustainability indicator research in agribusiness by integrating bibliometric mapping with ARIMA‐based forecasting. Analysing 403 Scopus‐indexed articles, bibliographic‐coupling analysis identifies three contemporary thematic domains: Techno‐Managerial Sustainability, Systemic and ...
Marcelo Kratz Mendes +5 more
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
Portfolio Choice when Managers Control Returns [PDF]
This paper investigates the allocation decision of an investor with two projects. Separate managers control the mean return from each project, and the investor may or may not observe the managers’ actions.
Egil Matsen
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Business Strategy and the Environment, EarlyView.ABSTRACT Many firms set ambitious sustainability goals but these are frequently “displaced” by proxy goals that are easier to track and measure. However, the specific types of goal conflicts that follow from this displacement are poorly understood. We conducted a case study of circular innovation initiatives at a global MedTech company and identified ...
Wiebke Reim +2 more
wiley +1 more source
Determining investment risk in an exchange portfolio by using Value at Risk (VaR) method [PDF]
Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī, 2007 In optimizing an investment portfolio, the aim is to determine optimal value of per security, where prepares the minimum risk and the maximum return. One of the methods to measure risk of portfolio is Value at Risk (VaR).
Jamshid Salehi Sadaghiani
doaj
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
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Business Strategy and the Environment, EarlyView.ABSTRACT The agri‐food sector is vital to economic development, but it exerts significant environmental and social pressures. This study draws on the natural resource‐based view. It investigates the strategic sustainability‐performance nexus in the global food and beverage industry using a longitudinal dataset (2013–2023) of 633 firms across the EU ...
Alessandro Bernardo +5 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
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