Stochastic Dominance Portfolio Analysis of Forestry Assets [PDF]
We consider the forestry decision-making and harvesting problem from the perspective of financial portfolio management, where harvestable forest stands constitute one of the liquid assets of the portfolio.
& Timo Kuosmanen, V.-P. Heikkinen
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Contagion and portfolio management in times of COVID-19. [PDF]
Econ Anal Policy, 2021 Belhassine O, Karamti C.
europepmc +1 more source
The Lahore Journal of Business, 2014 Behavioral finance focuses on psychological factors—such as risk perception and portfolio management—that play a crucial role in investors’ financial decisionmaking. This study investigates the effect of risk tolerance and demographic characteristics on
Taqadus Bashir +4 more
doaj
Quantitative Portfolio Management: Review and Outlook
MathematicsThis survey aims to provide insightful and objective perspectives on the research history of quantitative portfolio management strategies with suggestions for the future of research.
Michael Senescall, Rand Kwong Yew Low
doaj +1 more source
MSPM: A modularized and scalable multi-agent reinforcement learning-based system for financial portfolio management. [PDF]
PLoS One, 2022 Huang Z, Tanaka F.
europepmc +1 more source
Tracking Error and Active Portfolio Management [PDF]
Persistent bear market conditions have led to a shift of focus in the tracking error literature. Until recently the portfolio allocation literature focused on tracking error minimization as a consequence of passive benckmark management under portfolio ...
Nadima El-Hassan, Paul Kofman
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Correction: MSPM: A modularized and scalable multi-agent reinforcement learning-based system for financial portfolio management. [PDF]
PLoS One, 2022 Huang Z, Tanaka F.
europepmc +1 more source
Delegated Portfolio Management with Socially Responsible Investment Constraints [PDF]
We consider the problem of how to set a compensation for a portfolio manager who is required to restrict the investment set, as it happens when applying socially responsible screening.
Fabretti, Annalisa, Herzel, Stefano
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High frequency multiscale relationships among major cryptocurrencies: portfolio management implications. [PDF]
Financ Innov, 2021 Mensi W +4 more
europepmc +1 more source
Managing financial risks in Papua New Guinea : an optimal external debt portfolio [PDF]
This report shows that Papua New Guinea's assets and liabilities may be poorly balanced for debt servicing. Thus, it could benefit substantially from active risk management, especially through better selection of the financial instruments in its debt ...
Coleman, Jonathan R., Ying Qian
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