Results 181 to 190 of about 7,461,083 (331)
Stressed portfolio optimization with semiparametric method. [PDF]
Financ Innov, 2022 Han CH, Wang K.
europepmc +1 more source
Tracking Error: a multistage portfolio model [PDF]
We study multistage tracking error problems. Different tracking error measures, commonly used in static models, are discussed as well as some problems which arise when we move from static to dynamic models.
Elio Canestrelli, Diana Barro
core
Business Strategy and the Environment, EarlyView.ABSTRACT The emerging concept of Hubs for Circularity (H4Cs) presents an opportunity to create collaborative, self‐sustaining regional industrial ecosystems that drive circular economy transitions at scale. However, the operationalisation of H4Cs faces financial, organisational and data‐driven challenges.
Aditya Tripathi +3 more
wiley +1 more source
Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis. [PDF]
Cent Eur J Oper Res, 2022 Uğurlu K, Brzeczek T.
europepmc +1 more source
Analysts' dividend forecasts, portfolio selection, and market risk premia [PDF]
The most relevant practical impediment to an application of the Markowitz portfolio selection approach is the problem of estimating return moments, in particular return expectations.
Gürtler, Marc +2 more
core
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the strategic efficacy of corporate low‐carbon energy transition, such as through nuclear energy adoption, as a response to decarbonization pressures. Analyzing an international sample of energy firms, we demonstrate that the relationship between this form of transition and emission reductions is not technologically ...
Bilal Ahmed Abbasi +4 more
wiley +1 more source
Different Risk Measures: Different Portfolio Compositions? [PDF]
Traditionally, the measure of risk used in portfolio optimisation models is the variance. However, alternative measures of risk have many theoretical and practical advantages and it is peculiar therefore that they are not used more frequently.
Peter Byrne, Stephen Lee
core
Supply Chain Network, ESG Scores and Financial Performance
Business Strategy and the Environment, EarlyView.ABSTRACT This paper provides novel evidence on the role of supply chain networks in influencing firms' environmental, social and governance (ESG) scores and financial performance. Our analysis employs financial, board, ESG and supply chain data, resulting in an unbalanced panel of over 16,000 firm‐year observations from 3028 publicly traded US firms ...
Michail Filippidis +2 more
wiley +1 more source
Benchmarking Quantum Solvers in Noisy Digital Simulations for Financial Portfolio Optimization. [PDF]
Entropy (Basel)Shen R, Hao Z, Lee CH.
europepmc +1 more source
An integrated fuzzy-grey relational analysis approach to portfolio optimization. [PDF]
Appl Intell (Dordr), 2023 Mehlawat MK, Gupta P, Khan AZ.
europepmc +1 more source