Results 101 to 110 of about 2,775,700 (301)
Sparse and risk diversification portfolio selection. [PDF]
Li Q, Zhang W.
europepmc +1 more source
ABSTRACT Consumer demand for value‐added dairy products has grown substantially, yet consumer preferences for origin information (including farmstead) on ice cream remain underexplored. We used a stated preferences choice experiment to elicit consumers' willingness‐to‐pay (WTP) for ice cream across nine states in the Southeastern U.S.
Nama Raj Bhusal +5 more
wiley +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
Using the deterministic approach model for project portfolio selection problem (PPSP) solutions. [PDF]
Mogbojuri AO, Olanrewaju OA.
europepmc +1 more source
Abstract Conventional continuous plants use fixed‐capacity equipment, resulting in high capital risk and suboptimal performance under fluctuating demands. To address these, this study proposes an integrated framework for modular process design and supervisory control capable of adapting to demand uncertainty for long‐term economic viability.
T. Asrav, M. Alvarado‐Morales, G. Sin
wiley +1 more source
Approximating the Growth Optimal Portfolio with a Diversified World Stock Index [PDF]
This paper constructs and compares various total return world stock indices based on daily data. Due to diversification these indices are noticeably similar. A diversification theorem identifies any diversified portfolio as a proxy for the growth optimal
Eckhard Platen, Truc Le
core
Strategic incorporation of unnatural amino acids transforms macrocyclic peptides into drug‐like molecules capable of engaging challenging targets. These building blocks enhance stability, permeability, and bioavailability, accelerating the development of next‐generation peptide therapeutics.
Krishna K. Sharma +5 more
wiley +2 more sources
Early portfolio pruning: a scalable approach to hybrid portfolio selection. [PDF]
Gioia DG, Fior J, Cagliero L.
europepmc +1 more source
A Scalable and Resource‐Efficient Pipelined p‐Computer for Probabilistic Ising Machines
(a) Block diagram of the portfolio optimization problem: given M assets, the goal is to determine the optimal weights w that maximize the expected return (based on the mean historical assets return u), while minimizing the risk, quantified by the assets covariance matrix S.
Deborah Volpe +9 more
wiley +1 more source
Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes [PDF]
We consider the portfolio selection problem in the accumulation phase of a defined contribution pension scheme in continuous time, and compare the mean-variance and the expected utility maximization approaches.
Elena Vigna
core

