From Theory to Practice: Applying the Markowitz Model in Stock Portfolio Management under ESG
Xintong Zhou
openalex +2 more sources
Mean-Swap Variance, Portfolio Theory, and Asset Pricing
Victor Chow, Zhan Wang
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Automatic Card Shufflers and Antitrust Litigation: An Arbitration Perspective
ABSTRACT This paper examines an American Arbitration Association (AAA) class action proceeding in which Mohawk Gaming Enterprises LLC alleges that Light & Wonder Inc. and L&W Gaming Inc. fraudulently obtained and enforced patents, thereby monopolizing the market for automatic card shufflers and violating Sections 2 and 3 of the Sherman Act.
Tariq K. Alhasan
wiley +1 more source
Analysis of the risk spillover network of G20 stock markets based on transfer entropy and complex network approaches. [PDF]
Zou Y, Chen Q, Han J, Zhao L.
europepmc +1 more source
ABSTRACT Motivated by the growing attention and concerns surrounding climate change and the potential role of institutional investors' ownership concentration (OC) in reducing corporations' greenhouse gas (GHG) emissions, this article explores the relationship between various forms of institutional ownership and firms' GHG emission intensity. To do so,
Daniele Giordino +3 more
wiley +1 more source
Entropy and Chaos-Based Modeling of Nonlinear Dependencies in Commodity Markets. [PDF]
Georgescu I, Kinnunen J.
europepmc +1 more source
Semimartingale Theory of Monotone Mean-Variance Portfolio Allocation
Aleš Černý
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ESG Performance Evolution in Retail: A Systematic Review and Meta‐Analysis
ABSTRACT Environmental, social, and governance (ESG) practices have transformed from peripheral corporate social responsibility initiatives into core strategic imperatives in retail. Despite growing interest, the literature remains fragmented across disciplines and geographic contexts, with no comprehensive sector‐specific analysis examining the ...
Jiyeon Kim, Wooyoung Yang
wiley +1 more source
An appraisal of fund of funds efficiency based on risk-adjusted performance measures: Application of an augmented WASPAS methodology. [PDF]
Shabani M +4 more
europepmc +1 more source
Portfolio modeling for an algorithmic trading based on control theory
Riemann Ruíz-Cruz
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