Results 121 to 130 of about 7,461,083 (331)
Agribusiness, EarlyView.ABSTRACT In emerging economies where smallholder farming dominates agricultural production, agribusinesses serve as critical intermediaries linking smallholders to broader markets, and their resilience directly affects agricultural sustainability. Short‐term‐oriented capital is reluctant to adequately finance highly uncertain and cyclical agricultural ...
Siyuan Lyu +5 more
wiley +1 more source
Stochastic programming models and methods for portfolio optimization and risk management
, 2012 This project is focused on stochastic models and methods and their application in portfolio optimization and risk management. In particular it involves development and analysis of novel numerical methods for solving these types of problem.
Meskarian, Rudabeh
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Jambura Journal of MathematicsA portfolio is a collection of financial assets in the stocks owned by a company or individual. An optimal portfolio is a selected portfolio that aligns with the investor's preferences, drawn from a set of efficient portfolios that have been formed. This
Randa Resvitasari Aliwu +5 more
doaj +1 more source
DOAM for Evolutionary Portfolio Optimization: a computational study. [PDF]
In this work, the ability of the Dynamic Objectives Aggregation Methods to solve the portfolio rebalancing problem is investigated conducting a computational study on a set of instances based on real data. The portfolio model considers a set of realistic
Mariagrazia Fedele +2 more
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AIChE Journal, EarlyView.Abstract Conventional continuous plants use fixed‐capacity equipment, resulting in high capital risk and suboptimal performance under fluctuating demands. To address these, this study proposes an integrated framework for modular process design and supervisory control capable of adapting to demand uncertainty for long‐term economic viability.
T. Asrav, M. Alvarado‐Morales, G. Sin
wiley +1 more source
Robust Portfolio Optimization with a Hybrid Heuristic Algorithm [PDF]
Estimation errors in both the expected returns and the covariance matrix hamper the constructing of reliable portfolios within the Markowitz framework. Robust techniques that incorporate the uncertainty about the unknown parameters are suggested in the ...
Peter Winker, Björn Fastrich
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A Scalable and Resource‐Efficient Pipelined p‐Computer for Probabilistic Ising Machines
Advanced Intelligent Systems, EarlyView.(a) Block diagram of the portfolio optimization problem: given M assets, the goal is to determine the optimal weights w that maximize the expected return (based on the mean historical assets return u), while minimizing the risk, quantified by the assets covariance matrix S.
Deborah Volpe +9 more
wiley +1 more source
Portfolio selection with growth optimization and downside protection [PDF]
This paper applies growth optimization with downside protection as a portfolio selection technique. The model is based on power-log utility functions that combine portfolio growth maximization with the behavioural tenets of prospect theory.
Lagerkvist, Carl Johan, Olson, Kent D.
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Portfolio optimization using particle swarm optimization method [PDF]
تحقیقات مالی, 2010 The Markowitz’s optimization problem is considered as a standard quadratic programming problem that has exact mathematical solutions. Considering real world limits and conditions, the portfolio optimization problem is a mixed quadratic and integer ...
Reza Raei, Hedayat Alibeiki
doaj
Multiobjective Lagrangian duality for portfolio optimization with risk measures [PDF]
In this paper we present an application for a multiobjective optimization problem. The objective functions of the primal problem are the risk and the expected pain associated to a portfolio vector. Then, we present a Lagrangian dual problem for it.
Elisa Pagani
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