Results 141 to 150 of about 2,775,700 (301)

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  

Portfolio optimization when risk factors are conditionally varying and heavy tailed [PDF]

, 2006
Assumptions about the dynamic and distributional behavior of risk factors are crucial for the construction of optimal portfolios and for risk assessment.
Hartz, Christoph, Doğanoğlu, Toker, Mittnik, Stefan   +2 more
core  

Potential contribution of biomass gasification‐based technology in energy transition: a technical review coupled with bibliometric studies

Biofuels, Bioproducts and Biorefining, EarlyView.
Abstract Biomass gasification technology has been extensively researched around the world; however, there is a need to evaluate the current research landscape and evolutionary direction of research in the broader context of energy transition. A systematic bibliometric analysis of the Web of Science database was performed for articles that fall within ...
Olasunkanmi Opeoluwa Adeoye, Electo Eduardo Silva Lora, Rubenildo Vieira Andrade, Leonardo Peña Pupo, René Lesme Jaén, Osvaldo José Venturini   +5 more
wiley   +1 more source

A Modified Adaptive Sparse-Group LASSO Regularization for Optimal Portfolio Selection

IEEE Access
Mean-variance portfolio optimization is widely used by financial professionals as a fundamental strategy for constructing portfolios that achieve the highest returns for a given degree of risk tolerance.
Somaya Sadik, Mohamed Et-Tolba, Benayad Nsiri   +2 more
doaj   +1 more source

Operationalizing BioSSbD: A safe‐and‐sustainable‐by‐design framework for biorefineries

Biofuels, Bioproducts and Biorefining, EarlyView.
Abstract Biorefineries are central to the transition toward a circular bioeconomy; however, their increasing scale and technological heterogeneity, and the integration of biological, chemical, and thermochemical processes introduce complex challenges related to safety, sustainability, and operational reliability. Existing Safe‐and‐Sustainable‐by‐Design
Fernando Ramonet
wiley   +1 more source

Intra-Daily FX Optimal Portfolio Allocation [PDF]

We design and implement optimal foreign exchange portfolio allocations. An optimal allocation maximizes the expected return subject to a Value-at-Risk (VaR) constraint.
Walid, BEN OMRANE, Luc, BAUWENS, Erick, Rengifo   +2 more
core  

Covid-19 and Optimal Portfolio Selection for Investment in Sustainable Development Goals. [PDF]

Financ Res Lett, 2021
Yoshino N, Taghizadeh-Hesary F, Otsuka M.   +2 more
europepmc   +1 more source

Unveiling opportunities and challenges for a circular approach to macaúba biorefining: a technological roadmap

Biofuels, Bioproducts and Biorefining, EarlyView.
Abstract The macaúba fruit, native to tropical and subtropical regions, has received considerable attention in recent years as a promising raw material for the production of advanced biofuels in Brazil. However, the development of large‐scale biomass requires overcoming significant challenges, such as designing circular biorefineries.
Fábio de A. Oroski, Flávia C. Alves, Maristela D. F. Freitas, José Vitor Bomtempo   +3 more
wiley   +1 more source

Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk [PDF]

, 2007
Portfolio selection has a long tradition in financial economics and plays an integral role in investment management. Portfolio selection provides the framework to determine optimal portfolio choice from a universe of available investments.
Bianchi, Robert John
core  

Portfolio Selection with Irregular Time Grids: an example using an ICA-COGARCH(1, 1) approach. [PDF]

Financ Mark Portf Mang, 2022
Bianchi F, Mercuri L, Rroji E.
europepmc   +1 more source