Results 151 to 160 of about 32,122 (260)

Distributionally robust mean-absolute deviation portfolio optimization using wasserstein metric. [PDF]

J Glob Optim, 2022
Chen D, Wu Y, Li J, Ding X, Chen C.
europepmc   +1 more source

Innovation Pathways to Carbon Efficiency: Disentangling the Effects of AI, R&D, and Clean Energy Blessings on U.S. Environmental Sustainability

Business Strategy and the Environment, EarlyView.
ABSTRACT The United States (U.S.) faces challenges in achieving its ambitious net‐zero carbon emissions target by 2050, with current emissions having fallen by less than 1% in 2024. Despite an investment of $500 billion in low‐carbon resources while holding the second‐largest green technology patent portfolio globally, it is further imperative to ...
Md Zubair Ahmad, Jewel Rana, Mohammad Fakhrul Islam, Md Nazmul Islam Jihad, Md. Rashed, Md. Kamal Uddin   +5 more
wiley   +1 more source

Defensive online portfolio selection

The class of defensive online portfolio selection algorithms,designed for fi nite investment horizon, is introduced. The Game Constantly Rebalanced Portfolio and the Worst Case Game Constantly Rebalanced Portfolio, are presented and theoretically analyzed.
Ventura, Alfonso, Stella, Fabio
core  

Unemployment and Portfolio Choice: Does Persistence Matter? [PDF]

We use a life cycle model of consumption and portfolio choice to study the effects of social security on the investment decisions of households for the European case. Our model is mainly based on the one developed by Cocco, Gomes, and Maenhout (2005). We
Vladimir Kuzin, Franziska Bremus
core  

Graph attention-based heterogeneous multi-agent deep reinforcement learning for adaptive portfolio optimization. [PDF]

Sci Rep
Zhang B.
europepmc   +1 more source

Portfolio Optimization [PDF]

, 2006
Eckhard Platen, David Heath
openaire   +2 more sources

Green Hydrogen for Public Transportation: Insights From an ABM and From Palma de Mallorca Case Study

Business Strategy and the Environment, EarlyView.
ABSTRACT The development of green hydrogen (GH2) value chains is crucial for decarbonizing sectors such as transport and industry. Their emergence, however, requires coordination among diverse actors, technologies, and regulations, which traditional analytical approaches struggle to capture.
Roberta De Cristofaro, Cristina Ponsiglione, Simonetta Primario   +2 more
wiley   +1 more source

Portfolio Management under Asymmetric Dependence and Distribution [PDF]

Aim of our paper is to analyze the enhancement of portfolio management by using more sophisticated assumptions about distributions and dependencies of stock returns.
Peter Reichling, Stefan Hlawatsch
core  

Advanced investing with deep learning for risk-aligned portfolio optimization. [PDF]

PLoS One
Nguyen MD.
europepmc   +1 more source

An analysis of machine learning risk factors and risk parity portfolio optimization.

PLoS One, 2022
Wu L, Ahmad M, Qureshi SA, Raza K, Khan YA.   +4 more
europepmc   +1 more source