Results 81 to 90 of about 153,252 (278)

Multistage Portfolio Optimization: A Duality Result in Conic Market Models

, 2016
We prove a general duality result for multi-stage portfolio optimization problems in markets with proportional transaction costs. The financial market is described by Kabanov's model of foreign exchange markets over a finite probability space and finite ...
Bassett, Robert, Le, Khoa
core  

Charting the Path to Increased Oil Palm Output in Ghana Beyond Area Expansion: Technology or Managerial Capacity — Which Leads the Way?

Agribusiness, EarlyView.
ABSTRACT This study sets out to investigate the prospects for raising oil palm output in sub‐Saharan Africa, particularly Ghana, without further expansion of cropland. Given global concerns about oil palm's role in deforestation and land use change, the focus is on enhancing productivity on existing farmlands.
Jacob Asravor, Francis Tsiboe, Ayobami Adetoyinbo, Jacob Ankamah   +3 more
wiley   +1 more source

The Geography of Success: A Spatial Analysis of Export Intensity in the Italian Wine Industry

Agribusiness, EarlyView.
ABSTRACT This paper investigates the paradox of how Italy's fragmented, SME‐dominated wine industry achieves global export success. Moving beyond purely firm‐centric explanations, we test whether export intensity is spatially dependent, clustering geographically in regional ecosystems.
Nicolas Depetris Chauvin, Jonas Di Vita
wiley   +1 more source

Decomposition pipeline for large-scale portfolio optimization with applications to near-term quantum computing

Physical Review Research
Industrially relevant constrained optimization problems, such as portfolio optimization and portfolio rebalancing, are often intractable or difficult to solve exactly.
Atithi Acharya, Romina Yalovetzky, Pierre Minssen, Shouvanik Chakrabarti, Ruslan Shaydulin, Rudy Raymond, Yue Sun, Dylan Herman, Ruben S. Andrist, Grant Salton, Martin J. A. Schuetz, Helmut G. Katzgraber, Marco Pistoia   +12 more
doaj   +1 more source

Portfolio Decisions with Higher Order Moments [PDF]

In this paper, we address the global optimization of two interesting nonconvex problems in finance. We relax the normality assumption underlying the classical Markowitz mean-variance portfolio optimization model and consider the incorporation of skewness
Berc Rustem, P. M. Kleniati
core  

Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain

Agribusiness, EarlyView.
Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
wiley   +1 more source

Portfolio Optimization

The specific thesis aims at providing useful information in portfolio management and contributes to the conclusion of the best way to create an efficient portfolio. It consists of two parts, a theoretical and empirical. In the theoretical part, basic information, that an investor should take into consideration, is provided.
  +7 more sources

Analysis of Optimal Portfolio Formation Using Multi-Objective Optimization Method and Nadir Compromise Programming

Jambura Journal of Mathematics
A portfolio is a collection of financial assets in the stocks owned by a company or individual. An optimal portfolio is a selected portfolio that aligns with the investor's preferences, drawn from a set of efficient portfolios that have been formed. This
Randa Resvitasari Aliwu, Emli Rahmi, Agusyarif Rezka Nuha, Lailany Yahya, Djihad Wungguli, Armayani Arsal   +5 more
doaj   +1 more source

Linear statistical inference for global and local minimum variance portfolios [PDF]

Traditional portfolio optimization has been often criticized since it does not account for estimation risk. Theoretical considerations indicate that estimation risk is mainly driven by the parameter uncertainty regarding the expected asset returns rather
Frahm, Gabriel
core  

Divergent estimation error in portfolio optimization and in linear regression

, 2007
The problem of estimation error in portfolio optimization is discussed, in the limit where the portfolio size N and the sample size T go to infinity such that their ratio is fixed. The estimation error strongly depends on the ratio N/T and diverges for a
B. Scherer, E.J. Elton, H. Markovitz, I. Kondor, I. Kondor, I. Varga-Haszonits, I. Varga-Haszonits, R. Jagannathan, S. Ciliberti, S. Kirkpatrick, S. Pafka, S. Pafka, Z. Burda   +12 more
core   +2 more sources