Results 141 to 150 of about 32,122 (260)
Business Strategy and the Environment, EarlyView.ABSTRACT This study offers a forward‐looking assessment of sustainability indicator research in agribusiness by integrating bibliometric mapping with ARIMA‐based forecasting. Analysing 403 Scopus‐indexed articles, bibliographic‐coupling analysis identifies three contemporary thematic domains: Techno‐Managerial Sustainability, Systemic and ...
Marcelo Kratz Mendes +5 more
wiley +1 more source
"A Factor Allocation Approach to Optimal Bond Portfolio" [PDF]
This paper proposes a new method to a bond portfolio problem in a multi-period setting. In particular, we apply a factor allocation approach to constructing the optimal bond portfolio in a class of multi-factor Gaussian yield curve models. In other words,
Keita Nakayama, Akihiko Takahashi
core
Portfolio Optimization: A Neurodynamic Approach Based on Spiking Neural Networks. [PDF]
Biomimetics (Basel)Khan AH, Mohammed AM, Li S.
europepmc +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Many firms set ambitious sustainability goals but these are frequently “displaced” by proxy goals that are easier to track and measure. However, the specific types of goal conflicts that follow from this displacement are poorly understood. We conducted a case study of circular innovation initiatives at a global MedTech company and identified ...
Wiebke Reim +2 more
wiley +1 more source
Honey, I shrunk the sample covariance matrix [PDF]
The central message of this paper is that nobody should be using the sample covariance matrix for the purpose of portfolio optimization. It contains estimation error of the kind most likely to perturb a mean-variance optimizer.
Michael Wolf, Olivier Ledoit
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Behaviorally informed deep reinforcement learning for portfolio optimization with loss aversion and overconfidence. [PDF]
Sci RepCharkhestani A, Esfahanipour A.
europepmc +1 more source
Portfolio Optimization with a Mean-Absolute Deviation-Entropy Multi-Objective Model. [PDF]
Entropy (Basel), 2021 Lam WS, Lam WH, Jaaman SH.
europepmc +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT The agri‐food sector is vital to economic development, but it exerts significant environmental and social pressures. This study draws on the natural resource‐based view. It investigates the strategic sustainability‐performance nexus in the global food and beverage industry using a longitudinal dataset (2013–2023) of 633 firms across the EU ...
Alessandro Bernardo +5 more
wiley +1 more source
A Behavioral Portfolio Analysis of Retirement Portfolios in Germany [PDF]
To most individuals saving for retirement is the number one financial goal. However, it reveals a complex task and induces serious behavioral problems which cannot be explained by traditional economic theory.
Nico Singer
core
A machine learning approach to risk based asset allocation in portfolio optimization. [PDF]
Sci RepAgal S, Raulji K, Odedra ND.
europepmc +1 more source