Results 81 to 90 of about 423,008 (325)
Application of Value at Risk Model in Technological Investment Portfolio Management - A Case in Iranian Petroleum Industry [PDF]
بهبود مدیریت, 2011 Technology portfolio is a rather recent and popular approach in the literature of technology management. The problem of technology portfolio management is to find the appropriate distribution of capital & resources among a set of technologies, provides ...
Sayed Farhang Fasihi +2 more
doaj
Annals of Operations ResearchAbstract In 1952, Harry Markowitz formulated portfolio selection as a trade-off between expected, or mean, return and variance. This launched a massive research effort devoted to finding suitable inputs to mean-variance optimization. The estimation problem is high dimensional and a factor model is at the core of many attempts.
Alex Shkolnik +4 more
openaire +1 more source
Economic Viability of Photovoltaic Systems Providing Frequency Containment Reserve
Advanced Energy and Sustainability Research, EarlyView.This article investigates the feasibility of photovoltaic (PV) systems providing frequency containment reserve (FCR) in the Netherlands. The economic analysis demonstrates that a PV plant can profitably participate in FCR without battery storage by maintaining an active power reserve.
Emil Petkovski +3 more
wiley +1 more source
Mean-Variance-Skewness-Entropy Measures: A Multi-Objective Approach for Portfolio Selection
Entropy, 2011 In this study, we present a multi-objective approach based on a mean-variance-skewness-entropy portfolio selection model (MVSEM). In this approach, an entropy measure is added to the mean-variance-skewness model (MVSM) to generate a well‑diversified ...
Yeliz Mert Kantar, Ilhan Usta
doaj +1 more source
Agribusiness, EarlyView.Abstract The Russian invasion of Ukraine in February 2022 had profound consequences for the global economy. As both countries are major commodity exporters, the food value chain was also affected. This study investigates the impact of the invasion on stock prices, profitability and sentiments of agribusinesses along the food supply chain by using an ...
Julia Höhler +2 more
wiley +1 more source
A New Data-Driven Stock Selection Model Framework Using Portfolio Theory [PDF]
, 2023 Joyita Chakraborty, Shoubhik Chakraborty
openalex +1 more source
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
Testing for Stochastic Dominance with Diversification Possibilities [PDF]
We derive empirical tests for stochastic dominance that allow for diversification betweenchoice alternatives. The tests can be computed using straightforward linearprogramming.
Post, G.T.
core +1 more source
Agribusiness, EarlyView.ABSTRACT The penetration of information and communication technologies (ICTs) in farming communities is increasing the use of smartphone‐based instant messaging apps. Despite this, the reasons behind participation and the impact on farm productivity in developing countries remain unexplored.
Zafar Kurbanov +4 more
wiley +1 more source
Do Countries or Industries Explain Momentum in Europe? [PDF]
country risk;industry risk;momentum effect;portfolio selection;return on inverstment;portfolio investment ...
Nijman, T.E. +2 more
core +1 more source