Uncertain portfolio selection with mental accounts and realistic constraints
Journal of Computational and Applied Mathematics, 2019 Since the security market is too complex, there are situations where the future security returns cannot be reflected by historical data and have to be given by experts’ estimations according to their knowledge and judgements.
Li Xue, Hao Di, Xuejun Zhao, Zili Zhang
semanticscholar +1 more source
Low Participation and Risk Reduction Potential of Supplemental Crop Insurance in the United States
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Federally subsidized crop insurance is a cornerstone of U.S. farm risk management, yet policies with the greatest share of participation only trigger indemnities after losses exceed 15%. Supplemental insurance was introduced to cover part of this deductible, but participation remains largely unchanged.
Francis Tsiboe +2 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
Early portfolio pruning: a scalable approach to hybrid portfolio selection. [PDF]
Knowl Inf Syst, 2023 Gioia DG, Fior J, Cagliero L.
europepmc +1 more source
Ex‐Ante Assessment of Farm Resilience to Institutional Shocks: A Modeling Approach
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Using the agent‐based model SWISSland, we simulate farm‐level responses and interactions under two institutional shocks: tariff reductions and direct payment reductions. Using a framework we developed, we assess resilience capacities, resilience attributes, and the provision of private and public goods, following the shock.
Nadja El Benni, Gabriele Mack
wiley +1 more source
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion. [PDF]
Comput Econ, 2022 Su K, Yao Y, Zheng C, Xie W.
europepmc +1 more source
Agribusiness, EarlyView.ABSTRACT This study investigates how consumer taste and brand equity perceptions shape the acceptance of plant‐based milk products. Using a blind/informed tasting experiment, we evaluated consumers' willingness to buy (WTB) and taste perception of a plant‐based milk alternative produced by a traditional dairy brand, compared with competing plant‐based ...
Federico Parmiggiani +6 more
wiley +1 more source
Portfolio Selection with Monotone Mean-Variance Preferences [PDF]
We propose a portfolio selection model based on a class of monotone preferences that coincide with mean-variance preferences on their domain of monotonicity, but differ where mean-variance preferences fail to be monotone and are therefore not ...
Fabio Maccheroni +3 more
core
Generating datasets for the project portfolio selection and scheduling problem. [PDF]
Data Brief, 2022 Harrison KR +5 more
europepmc +1 more source
Advancing European Plant Variety Registration: Data‐Driven Insights and Stakeholder Perspectives
Agribusiness, EarlyView.ABSTRACT Efficient plant variety registration is crucial for fostering innovation in the European Union, yet the current regulatory framework is complex and faces calls for reform. This study provides data‐driven evidence to inform the ongoing legislative debate by employing a mixed‐methods approach.
Sergio Urioste Daza +2 more
wiley +1 more source