Portfolio Optimization with a Mean-Entropy-Mutual Information Model. [PDF]
Entropy (Basel), 2022 Novais RG, Wanke P, Antunes J, Tan Y.
europepmc +1 more source
Optimization of national grain imports to balance risk and return: a portfolio theory approach [PDF]
Deniz Berfin Karakoc, Megan Konar
openalex +1 more source
Carbon‐Cutting Chess: Strategizing Resilient Low‐Carbon Investments for Supply Chains
Business Strategy and the Environment, EarlyView.ABSTRACT This research presents a novel empirical and analytical method for strategizing low‐carbon investment strategies (LCIS) in supply chains, viewed through the lens of sustainable and resilient efficiency. The study develops a clear, actionable framework for identifying, evaluating, and implementing LCIS by using a mixed‐methods design.
Ahmed Mohammed
wiley +1 more source
Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints. [PDF]
Cent Eur J Oper Res, 2023 Arcuri MC, Gandolfi G, Laurini F.
europepmc +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
How Can Digital Platforms Resolve Market Failures to Foster a Circular Economy?
Business Strategy and the Environment, EarlyView.ABSTRACT Market failures—such as asymmetric information, incomplete markets, externalities, and market power—present major barriers to a circular economy (CE) transition. Although government intervention is traditionally proposed, this paper examines the potential of digital platforms, particularly software‐as‐a‐service (SaaS) business‐to‐business (B2B)
Ässia Boukhatmi, Wim Van Opstal
wiley +1 more source
Portfolio Optimization in DSE Using Financial Indicators, LSTM & PyportfolioOpt [PDF]
, 2021 Hasan Sami +2 more
openalex +1 more source
Linking Responsible Innovation and Nonfinancial Reporting: Evidence From Manufacturing SMEs
Business Strategy and the Environment, EarlyView.ABSTRACT For small‐ and medium‐sized enterprises (SMEs), engagement in nonfinancial reporting (NFR) often reflects a commitment to accountability, yet the engagement in NFR remains lower than that of large firms. Given SMEs' widespread presence across markets, clarifying the determinants of their reporting behaviour is a relevant research objective ...
Marika Intenza +3 more
wiley +1 more source
RPS: Portfolio asset selection using graph based representation learning
Intelligent Systems with ApplicationsPortfolio optimization is one of the essential fields of focus in finance. There has been an increasing demand for novel computational methods in this area to compute portfolios with better returns and lower risks in recent years.
MohammadAmin Fazli +3 more
doaj +1 more source
A New Portfolio Optimization Model Under Tracking-Error Constraint with Linear Uncertainty Distributions. [PDF]
J Optim Theory Appl, 2022 Yang T, Huang X.
europepmc +1 more source