Results 141 to 150 of about 4,569,395 (350)
Asset Allocation and the Optimization Portfolio Choice for the Retired Firefighter [PDF]
, 2022 Anbo Wang
openalex +1 more source
A Heuristic Approach to Portfolio Optimization [PDF]
Constraints on downside risk, measured by shortfall probability, expected shortfall, semi-variance etc., lead to optimal asset allocations which differ from the meanvariance optimum.
Evis Këllezi, Manfred Gilli
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Empirical Study of Multi-Objective Risk Portfolio Optimization Based on NSGA-II
Finanse i Prawo FinansoweThe purpose of the article. The application of multi-objective optimization in portfolio management has gained significant attention in asset management.
Qian Gao, Aleš Kresta
doaj +1 more source
Random Matrix Filtering in Portfolio Optimization [PDF]
, 2005 We study empirical covariance matrices in finance. Due to the limited amount of available input information, these objects incorporate a huge amount of noise, so their naive use in optimization procedures, such as portfolio selection, may be misleading ...
Kondor, Imre +3 more
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Interval‐valued Caputo–Fabrizio fractional derivative in continuous programming
Asian Journal of Control, EarlyView.Abstract This study investigates a novel class of variational programming problems characterized by fractional interval values, formulated under the Caputo–Fabrizio fractional derivative with an exponential kernel. Invex and generalized invex functions are used to discuss the Mond–Weir‐type dual problem for the considered variational problem.
Krishna Kummari +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
On Insurer Portfolio Optimization. An Underwriting Risk Model [PDF]
Multicriteria portfolio optimization started with the Markowitz mean-variance model (Markowitz 1952, 1959). This model assumes that the goal of an average or standard investor is to maximize the unknown return on investment.
Ciumara, Roxana, Preda, Vasile
core +1 more source
Tracking cellulosic ethanol: commercialization and regional insights
Biofuels, Bioproducts and Biorefining, EarlyView.Abstract Despite early momentum, large‐scale production of cellulosic ethanol has yet to achieve its expected breakthrough. The sector has faced setbacks, including project cancellations, unmet capacity targets, and the closure of key plants. Drawing on 15 years of monitoring the industry, we examine the underlying causes and evaluate the status of ...
Dina Bacovsky +3 more
wiley +1 more source
Biofuels, Bioproducts and Biorefining, EarlyView.Abstract Biomass gasification technology has been extensively researched around the world; however, there is a need to evaluate the current research landscape and evolutionary direction of research in the broader context of energy transition. A systematic bibliometric analysis of the Web of Science database was performed for articles that fall within ...
Olasunkanmi Opeoluwa Adeoye +5 more
wiley +1 more source
Energy Risk Management with Carbon Assets [PDF]
This article proposes a mean-variance optimization and portfolio frontier analysis of energy risk management with carbon assets, introduced in January 2005 as part of the EU Emissions Trading Scheme.
Julien Chevallier
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