Portfolio optimization - Open Access .click

Results 191 to 200 of about 7,461,083 (331)

Robust One Period Option Modelling [PDF]

AMS classifications: 90C15; 90C20; 90C90; 49M29;return on investment;option pricing models;optimization;portfolio ...
Sturm, J.F., Lutgens, F.
core

Green Finance, Digitalization, and Banks' Sustainable Business Model Innovations Toward Net‐Zero Transitions

Business Strategy and the Environment, EarlyView.
ABSTRACT Financial capital is widely recognized as having the potential to provide investments needed for net‐zero transitions. While recent empirical studies reveal that financial digitalization and fintech have changed Chinese banks' loan portfolios and business models, they stem from credit restrictions on heavily polluting enterprises and from ...
Akihisa Mori
wiley +1 more source

Solving the Portfolio Optimization Problem on a Photonic Quantum Computer. [PDF]

Entropy (Basel)
Grodzki Ł, Slysz M, Waligóra G.
europepmc +1 more source

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

Defensive online portfolio selection [PDF]

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

Policy and Market Mechanisms for Sustainable Finance: A Systematic Review and Research Agenda

Business Strategy and the Environment, EarlyView.
ABSTRACT Sustainable finance has emerged as a critical instrument for addressing the dual challenges of climate change and sustainable development. Nonetheless, a substantial financing gap persists, while the concept remains under‐theorized without a universally accepted definition, and empirical evidence of its effectiveness remains inconsistent and ...
Jihyung Joo, Byounguk Keum, Taewoo Roh
wiley +1 more source

A multi-period robust portfolio optimization framework using yager's entropy. [PDF]

PLoS One
Khosravi A, Sadjadi SJ.
europepmc +1 more source

Digital Orientation and Green Practices in Chilean SMEs: Innovation as the Pathway to Competitive Performance

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines how digital strategic orientation (DSO) and environmental practices (EP) interact to shape innovation and performance among Chilean SMEs. Using survey data from 271 firms (February–May 2022), we estimate a generalized structured component analysis (GSCA) model that accommodates a nonrecursive relationship between DSO and EP.
Constanza Caicha‐Caroca +2 more
wiley +1 more source

Large-scale portfolio optimization using Pauli correlation encoding. [PDF]

Sci Rep
Soloviev VP, Krompiec M.
europepmc +1 more source

The Role of Supply Chain Capabilities in Linking Circular Economy Practices and Supply Chain Resilience

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines how circular economy (CE) practices relate to supply chain resilience (SCRES), focusing on the capability‐based mechanisms through which CE strategies may influence resilience outcomes. Drawing on survey data from 125 Italian firms engaged in CE initiatives, we employ partial least squares structural equation modelling (PLS‐
Roberta Pellegrino +4 more
wiley +1 more source

portfolio selection
optimization
management