Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints. [PDF]
Cent Eur J Oper Res, 2023 Arcuri MC, Gandolfi G, Laurini F.
europepmc +1 more source
Default Effect in ESG Investment: When a Recommendation Goes a Long Way
Business Strategy and the Environment, EarlyView.ABSTRACT Individual investors display a positive attitude toward ESG investments but typically fail to act upon it. We report results from a preregistered online experiment testing a default option on 1050 US investors examining the mechanisms driving the effectiveness of default options in promoting ESG investments.
Sai Sravanthi Ramadugula +2 more
wiley +1 more source
FUZZY LOGIC AND COMPROMISE PROGRAMMING IN PORTFOLIO MANAGEMENT
The objective of this paper is to develop a portfolio optimization technique that is simple enough for an individual with little knowledge of economic theory to systematically determine his own optimized portfolio. A compromise programming approach and a
Featherstone, Allen M., Duval, Yann
core
A multi-period robust portfolio optimization framework using yager's entropy. [PDF]
PLoS OneKhosravi A, Sadjadi SJ.
europepmc +1 more source
A New Portfolio Optimization Model Under Tracking-Error Constraint with Linear Uncertainty Distributions. [PDF]
J Optim Theory Appl, 2022 Yang T, Huang X.
europepmc +1 more source
Green Ambiguity Shapes Sustainable Investing
Business Strategy and the Environment, EarlyView.ABSTRACT Green Exchange‐Traded Funds (ETFs) have experienced strong growth in recent years, reflecting increasing investor attention toward sustainability. However, these funds rely on a wide range of environmental metrics that are often weakly aligned, raising concerns about the meaning of greenness in sustainable investing.
Rita Laura D'Ecclesia +2 more
wiley +1 more source
Intelligent system for portfolio optimization for novel volatility forecasting using machine learning. [PDF]
Sci RepBiswas T, Dey A, Mandal G, Ghosh N.
europepmc +1 more source
Constrained portfolio optimization with discrete variables: An algorithmic method based on dynamic programming. [PDF]
PLoS One, 2022 Jezeie FV, Sadjadi SJ, Makui A.
europepmc +1 more source
Empowering Circular Startups: Unveiling the Blueprint for Circular Business Models
Business Strategy and the Environment, EarlyView.ABSTRACT Circular startups are increasingly recognized as key drivers in the transition toward a circular economy. Yet the business models (BMs) through which these startups operationalize circularity remain poorly understood, limiting the ability of entrepreneurial ecosystem actors to offer effective support.
Ann‐Sophie Finner +2 more
wiley +1 more source
Evolutionary Algorithms for Multiobjective Optimization with Applications in Portfolio Optimization
, 2007 Multiobjective optimization (MO) is the problem of maximizing⁄minimizing a set of nonlinear objective functions (modeling several performance criteria) subject to a set of nonlinear constraints(modeling availability of resources).The MO problem has
Radhakrishnan, Alamelu
core