Results 71 to 80 of about 423,008 (325)
Robust Mean-Variance Portfolio Selection [PDF]
This paper investigates model risk issues in the context of mean-variance portfolio selection. We analytically and numerically show that, under model misspecification, the use of statistically robust estimates instead of the widely used classical sample ...
Cédric Perret-Gentil +1 more
core +3 more sources
Finite Horizon Portfolio Selection [PDF]
, 2001 We study the problem of maximising expected utility of terminal wealth over a nite horizon, with one risky and one riskless asset available, and with trades in the risky asset subject to proportional transaction costs.
Monoyios, M
core
Portfolio Selection Models [PDF]
, 2017 The main goal behind the concept of portfolio management is to combine various assets into portfolios and then to manage those portfolios so as to achieve the desired investment objectives. To be more specific, the investors' needs are mostly defined in terms of profit and risk, and the portfolio manager makes a sound decision aimed ether to maximize ...
openaire +1 more source
How AI Shapes the Future Landscape of Sustainable Building Design With Climate Change Challenges?
Advanced Science, EarlyView.This review examines how artificial intelligence reshapes sustainable building design faced with climate change challenges. The authors synthesize existing studies to demonstrate AI's transformative potential across design lifecycle phases from climate‐aware form generation to performance optimization.
Pengyuan Shen +5 more
wiley +1 more source
A credibilistic mean-semivariance-PER portfolio selection model for Latin America
Journal of Business Economics and Management, 2019 Many real-world problems in the financial sector have to consider different objectives which are conflicting, for example portfolio selection. Markowitz proposed an approach to determine the optimal composition of a portfolio analysing the trade-off ...
Fernando García +3 more
doaj +1 more source
Defensive online portfolio selection [PDF]
The class of defensive online portfolio selection algorithms,designed for fi nite investment horizon, is introduced. The Game Constantly Rebalanced Portfolio and the Worst Case Game Constantly Rebalanced Portfolio, are presented and theoretically analyzed.
Stella, Fabio, Ventura, Alfonso
core +1 more source
Partial Gini Coefficient for Uncertain Random Variables with Application to Portfolio Selection [PDF]
, 2023 Lifeng Wang +3 more
openalex +1 more source
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Perennial bioenergy crops, such as miscanthus and switchgrass, and crop residues have the potential to scale up sustainable aviation fuel (SAF) production and mitigate carbon emissions. However, high establishment costs, delayed returns, and risk–return profiles that diverge from those of conventional crops can hinder incentives to adopt ...
Fahd Majeed, Madhu Khanna, Ruiqing Miao
wiley +1 more source
claspfolio 2: Advances in Algorithm Selection for Answer Set Programming
, 2014 To appear in Theory and Practice of Logic Programming (TPLP). Building on the award-winning, portfolio-based ASP solver claspfolio, we present claspfolio 2, a modular and open solver architecture that integrates several different portfolio-based ...
Hoos, Holger +2 more
core +1 more source
Markets Mitigate Land‐Use Competition From Energy Crops and Increase Farm Revenues
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Meeting the US Sustainable Aviation Fuel Grand Challenge target of 35 billion gal annually by 2050 will require an estimated 380 million–700 million dry tons of agricultural biomass feedstock. This study evaluates the implications of large‐scale biomass production for land use, crop production, and market outcomes under mature market ...
Daniel G. De La Torre Ugarte +2 more
wiley +1 more source