Results 41 to 50 of about 1,376,217 (363)

Switching Portfolios [PDF]

open access: yesInternational Journal of Neural Systems, 1997
A constant rebalanced portfolio is an asset allocation algorithm which keeps the same distribution of wealth among a set of assets along a period of time. Recently, there has been work on on-line portfolio selection algorithms which are competitive with the best constant rebalanced portfolio determined in hindsight (Cover, 1991; Helmbold et al., 1996;
openaire   +3 more sources

The Economic Value of Bitcoin: A Portfolio Analysis of Currencies, Gold, Oil and Stocks

open access: yesResearch In International Business and Finance, 2018
We assess the out-of-sample performance of Bitcoin within portfolios of various asset classes and a well-diversified portfolio under four strategies and estimate the economic gains net of transaction costs.
Efthymia Symitsi, K. Chalvatzis
semanticscholar   +1 more source

A report from the portfolio committee on welfare / UNICEF workshop on children and development [PDF]

open access: yes, 1998
Honourable Cassiem Saloojee, MP chaired the workshop. He noted that the workshop was intended to provide an opportunity to assess several recent research studies related to children and development in South Africa.
Portfolio Committee on Welfare/UNICEF
core   +1 more source

Molecular and functional profiling unravels targetable vulnerabilities in colorectal cancer

open access: yesMolecular Oncology, EarlyView.
We used whole exome and RNA‐sequencing to profile divergent genomic and transcriptomic landscapes of microsatellite stable (MSS) and microsatellite instable (MSI) colorectal cancer. Alterations were classified using a computational score for integrative cancer variant annotation and prioritization.
Efstathios‐Iason Vlachavas   +15 more
wiley   +1 more source

Diversification of crops: Assessment of managerial flexibility and economic impact on sugarcane medium-sized farms

open access: yesFrontiers in Sustainable Food Systems, 2022
The aim of this study is to assess the economic viability of a medium-sized sugarcane farm applying a diversification strategy, including the possibility of managerial flexibility in changing its portfolio over time.
David Ferreira Lopes Santos   +1 more
doaj   +1 more source

Assessing the Ecological Value: Monetizing Process Innovations in Tailored Forming

open access: yesAdvanced Engineering Materials, EarlyView.
This article introduces a method for evaluating the sustainability of innovations, even with limited data. The method is illustrated through an analysis of the “Tailored Forming” technology, which explores the impact of sustainability on economic value added.
Jonas Schneider   +4 more
wiley   +1 more source

Wage arbitrage through skilled emigration: Evidence from the Pacific Islands

open access: yesAsia &the Pacific Policy Studies, Volume 9, Issue 3, Page 430-446, September 2022., 2022
Abstract Skilled workers in poor countries earn wages a fraction of that of their counterparts in rich nations. Here, we estimate the opportunities for wage arbitrage from emigration of workers from the Pacific Islands into Australia and New Zealand. Our calculations, based on wages earned by graduate accountants, computer science graduates and cooks ...
Satish Chand   +2 more
wiley   +1 more source

Portfolio optimization based on self-organizing maps clustering and genetics algorithm

open access: yesIJAIN (International Journal of Advances in Intelligent Informatics), 2022
In this modern era, gaining additional income is necessary to fulfill daily needs since inflation is unavoidable. Investing in stocks can give passive income to help people deal with the increasing prices of necessities.
Fajri Farid, Dedi Rosadi
doaj   +1 more source

Risk minimization and portfolio diversification [PDF]

open access: yes, 2014
We consider the problem of minimizing capital at risk in the Black-Scholes setting. The portfolio problem is studied given the possibility that a correlation constraint between the portfolio and a financial index is imposed.
Kwak, Minsuk   +2 more
core  

Optimal Dynamic Portfolio with Mean-CVaR Criterion [PDF]

open access: yes, 2013
Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) are popular risk measures from academic, industrial and regulatory perspectives. The problem of minimizing CVaR is theoretically known to be of Neyman-Pearson type binary solution.
Li, Jing, Xu, Mingxin
core   +3 more sources

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