Advancing portfolio optimization: The convergence of machine learning and traditional financial models [PDF]
Siyu Huang
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Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the economic consequences of Digital Technologies Disclosure (DTD), focusing on its impact on the cost of capital. The increasing significance of digital transformation in shaping corporate strategies and market perceptions motivates the study.
Hussein Mohsen Saber Ahmed +2 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Manufacturing's transition to sustainable development depends on integrating green with lean under credible environmental policy and stakeholder engagement. Although benefits are well established, the literature underspecifies implementation barriers and their prioritisation. This study identifies, structures, and prioritises barriers to green–
Jose Arturo Garza‐Reyes +4 more
wiley +1 more source
Greening Under Pressure: Climate Change Exposure and Eco‐Innovation
Business Strategy and the Environment, EarlyView.ABSTRACT This study explores the impact of climate change exposure on corporate eco‐innovation. Recognizing the urgent need to address climate change, we examine how firms directly respond to climate risks through eco‐innovation. Our findings indicate that climate change exposure is positively associated with corporate eco‐innovation.
Pietro Perotti +2 more
wiley +1 more source
An analysis of machine learning risk factors and risk parity portfolio optimization.
PLoS One, 2022 Wu L +4 more
europepmc +1 more source
Stock Portfolio Optimization Using a Combined Approach of Multi Objective Grey Wolf Optimizer and Machine Learning Preselection Methods. [PDF]
Comput Intell Neurosci, 2022 Mazraeh NB +3 more
europepmc +1 more source
Sensegiving, ESG, and Firm Value: Mitigating Interpretive Uncertainty in South Korea
Business Strategy and the Environment, EarlyView.ABSTRACT As environmental, social, and governance (ESG) becomes central to corporate strategy, firms must navigate the tension between meeting stakeholder expectations and avoiding overinvestment. This study examines how interpretive uncertainty—arising from stakeholders' divergent cognitive frames—produces a nonlinear relationship between ESG ...
Yanghee Kim +3 more
wiley +1 more source
A machine learning approach to risk based asset allocation in portfolio optimization. [PDF]
Sci RepAgal S, Raulji K, Odedra ND.
europepmc +1 more source
Portfolio Optimization Model for Gold and Bitcoin Based on Weighted Unidirectional Dual-Layer LSTM Model and SMA-Slope Strategy. [PDF]
Comput Intell Neurosci, 2022 Xue Q, Ling Y, Tian B.
europepmc +1 more source
Metaheuristic techniques of multiobjective optimization to solve the investment portfolio problem
, 2018 Naim Reyes Hernández +2 more
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