Results 131 to 140 of about 153,252 (278)
Mean–Variance–Entropy Framework for Cryptocurrency Portfolio Optimization
MathematicsPortfolio optimization is a fundamental problem in financial theory, aiming to balance risk and return in asset allocation. Traditional models, such as Mean–Variance optimization, are effective, but often fail to account for diversification adequately ...
Florentin Șerban +1 more
doaj +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.
core +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the economic consequences of Digital Technologies Disclosure (DTD), focusing on its impact on the cost of capital. The increasing significance of digital transformation in shaping corporate strategies and market perceptions motivates the study.
Hussein Mohsen Saber Ahmed +2 more
wiley +1 more source
Doubly elastic net regularized online portfolio optimization with transaction costs. [PDF]
Sci Rep, 2023 Yao X, Zhang N.
europepmc +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Manufacturing's transition to sustainable development depends on integrating green with lean under credible environmental policy and stakeholder engagement. Although benefits are well established, the literature underspecifies implementation barriers and their prioritisation. This study identifies, structures, and prioritises barriers to green–
Jose Arturo Garza‐Reyes +4 more
wiley +1 more source
Best practices for portfolio optimization by quantum computing, experimented on real quantum devices. [PDF]
Sci Rep, 2023 Buonaiuto G +4 more
europepmc +1 more source
Downside risk optimization in securitized real estate markets [PDF]
Optimization of international securitized real estate portfolios has been a key topic for several decades. However, most previous analysis has focused on regional diversification by applying the traditional mean-variance (MV) framework suggested by ...
Kroencke, Tim Alexander +1 more
core
Greening Under Pressure: Climate Change Exposure and Eco‐Innovation
Business Strategy and the Environment, EarlyView.ABSTRACT This study explores the impact of climate change exposure on corporate eco‐innovation. Recognizing the urgent need to address climate change, we examine how firms directly respond to climate risks through eco‐innovation. Our findings indicate that climate change exposure is positively associated with corporate eco‐innovation.
Pietro Perotti +2 more
wiley +1 more source
Corporate Management of Environmental, Social, and Governance Ratings and Rating Divergence
Business Strategy and the Environment, EarlyView.ABSTRACT As environmental, social, and governance (ESG) ratings increasingly influence investment and corporate decision‐making, companies face growing pressure to manage their ESG performance strategically. This study examines how firms navigate the fragmented ESG rating landscape marked by significant agency divergence. Based on a multiple‐case study
Selina Hauch
wiley +1 more source
HPOSS: A hierarchical portfolio optimization stacking strategy to reduce the generalization error of ensembles of models. [PDF]
PLoS One, 2023 Ozelim LCSM +4 more
europepmc +1 more source