Results 321 to 330 of about 1,376,217 (363)
Some of the next articles are maybe not open access.
Risks and Portfolio Decisions Involving Hedge Funds
, 2004This article characterizes the systematic risk exposures of hedge funds using buy-and-hold and option-based strategies. Our results show that a large number of equity-oriented hedge fund strategies exhibit payoffs resembling a short position in a put ...
V. Agarwal, Narayan Naik
semanticscholar +1 more source
Integrating ESG in Portfolio Construction
Journal of Portfolio Management, 2019In this article, the authors recommend an approach to integrate environmental, social, and governance (ESG) issues into portfolios that is based on two premises.
Roy. Henriksson +3 more
semanticscholar +1 more source
The portfolio concept in ecology and evolution
, 2015Biological systems have similarities to efficient financial portfolios; the emergent properties of aggregate systems are often less volatile than their components.
D. Schindler +2 more
semanticscholar +1 more source
A portfolio approach to supply chain disruption management
International Journal of Production Research, 2017A new, computationally efficient portfolio approach to supplier selection in the presence of supply chain disruption risks is proposed, where the selection of supply portfolios for parts is combined with production scheduling of finished products. Unlike
T. Sawik
semanticscholar +1 more source
Drug News & Perspectives, 2009
An excellent demonstration of how meaningful and valuable conferences devoted to the topic of project and portfolio management in the pharmaceutical industry can be, was given at an event organized in Barcelona, September 2008. Thus, over this 2-day meeting the delegates were updated on the state of the art in this wide-reaching area from speakers ...
openaire +3 more sources
An excellent demonstration of how meaningful and valuable conferences devoted to the topic of project and portfolio management in the pharmaceutical industry can be, was given at an event organized in Barcelona, September 2008. Thus, over this 2-day meeting the delegates were updated on the state of the art in this wide-reaching area from speakers ...
openaire +3 more sources
A brief review of portfolio optimization techniques
Artificial Intelligence Review, 2022Abhishek Gunjan, S. Bhattacharyya
semanticscholar +1 more source
International Portfolio Choice and Corporation Finance: A Synthesis
, 1983Focuses on international portfolio choice and corporation finance. Micro-theory of individual portfolio choice; Equilibrium pricing relationships and risk-return tradeoffs; Objectives for value maximizing firms. (Из Ebsco)
M. Adler, B. Dumas
semanticscholar +1 more source
Policy Portfolios and Portfolio Characteristics
The Journal of Portfolio Management, 2019In this article, the author provides an alternative to traditional portfolio re-balancing based on changes in asset market values, one informed by equity characteristics. The logic of policy portfolio re-balancing is applied to a framework that uses assets’ 12-month rolling average characteristic values and return volatilities as inputs and re-balances
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Management Sciences, 2009
In this paper, we provide a general nonlinear programming framework for identifying portfolios that have superior out-of-sample performance in the presence of estimation error.
Victor DeMiguel +3 more
semanticscholar +1 more source
In this paper, we provide a general nonlinear programming framework for identifying portfolios that have superior out-of-sample performance in the presence of estimation error.
Victor DeMiguel +3 more
semanticscholar +1 more source
To Portfolio or not to Portfolio: Helpful or Hyped?
College Teaching, 2008Portfolios have received mixed but primarily positive reviews in colleges and universities. The portfolio offers a tool of authentic assessment as well as an opportunity for students to be reflective practitioners. Portfolio implementation and evaluation has become a feature of many university departments.
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