Semimartingale Theory of Monotone Mean-Variance Portfolio Allocation
, 2019 Aleš Černý
openalex +1 more source
Stock Market Reactions to Climate Risk Events: A Systematic Literature Review and Research Agenda
Business Strategy and the Environment, EarlyView.ABSTRACT As global warming intensifies, climate risks' impact on firm value has become a critical concern for academia and investors. This systematic literature review analyzes 50 event studies in this research field, classifying them by climate risk type.
Mario Schuster, Rainer Lueg
wiley +1 more source
A two-stage framework for enhancing crsyptocurrency portfolio performance: Integrating credibilistic CVaR criterion with a novel asset preselection approach. [PDF]
PLoS OneGhanbari H +5 more
europepmc +1 more source
Leading the Loop: Anchor‐Led Orchestration in Nascent Circular Ecosystems—A Qualitative Case Study
Business Strategy and the Environment, EarlyView.ABSTRACT The transition towards a circular economy necessitates coordinated, systemic change across value chains. Yet the role of anchor firms in initiating and orchestrating nascent circular ecosystems remains underexplored. Using an inductive, qualitative single‐case design, we analyse a German mid‐sized entrepreneurial firm, drawing on 21 interviews
Johann Felix Mader, Patrick Spieth
wiley +1 more source
Entropy-Augmented Forecasting and Portfolio Construction at the Industry-Group Level: A Causal Machine-Learning Approach Using Gradient-Boosted Decision Trees. [PDF]
Entropy (Basel)Cohen G, Aiche A, Eichel R.
europepmc +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Sustainability reports (SRs) are widely criticized for vague disclosures and selective emphasis on positive outcomes, yet systematic research on two core SR challenges remains limited: materiality (whether disclosed content is relevant) and balance (whether both achievements and challenges are reported).
Mahsa Mohammadrezaei +1 more
wiley +1 more source
Portfolio Optimization: A Neurodynamic Approach Based on Spiking Neural Networks. [PDF]
Biomimetics (Basel)Khan AH, Mohammed AM, Li S.
europepmc +1 more source
From Theory to Practice: Applying the Markowitz Model in Stock Portfolio Management under ESG
Xintong Zhou
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Strategies for Maize (Zea mays L.) Hybrid Selection, Volume Planning and Positioning: A Data-Driven Framework Using Modern Portfolio Theory [PDF]
Samuel Trachsel, Frank Technow
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Bridging Academic Research and Business Practices at the Crossroad of Circular Economy and the SDGs
Business Strategy and the Environment, EarlyView.ABSTRACT The global shift toward sustainability has amplified interest in the Circular Economy, which aims to optimize resource use and minimize waste. In parallel, the Sustainable Development Goals (SDGs) provide a universal framework for addressing social, environmental, and economic challenges.
Corentin Juin, Andrea Nicolodi
wiley +1 more source