Results 31 to 40 of about 499,937 (337)
Towards a Topological Representation of Risks and Their Measures
Risks, 2018 In risk theory, risks are often modeled by risk measures which allow quantifying the risks and estimating their possible outcomes. Risk measures rely on measure theory, where the risks are assumed to be random variables with some distribution function ...
Tomer Shushi
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A model based on Copula Theory for sustainable and social responsible investments
Revista de Contabilidad: Spanish Accounting Review, 2019 Theory has been used: net profits as the financial objective and error function as the utility function. In the second stage, a portfolio consisting exclusively of SR-funds is built.
Amelia Bilbao-Terol +2 more
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Anomalous Stiffening of a Conjugated Polymer During Electrochemical Oxidation
Advanced Functional Materials, EarlyView.The electromechanical response of a thienothiophene‐based conjugated polymer with triethylene glycol side chains is investigated. Electrochemical nanoindentation and atomic force microscopy reveal a modest and reversible increase in elastic modulus at room temperature upon electrochemical oxidation.
Judith Pons i Tarrés +17 more
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Investment Portfolio Optimization on Russian Stock Market in Context of behavioral theory
Финансы: теория и практика, 2019 The paper investigates possible investment portfolio optimization considering behavioral errors. The research rationale is due to the adaption of the investment recommendations for unqualified investors on the Russian stock market. In economic literature,
N. M. Red’kin
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Monitoring Stock Market Returns: A Stochastic Approach
Croatian Operational Research Review, 2022 Financial analysis plays a major role in investing the disposable income of various economic agents. Stock markets are predominantly made up of small investors with limited information and low capabilities for a suitable analysis.
Filip Peovski +3 more
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Modern Portfolio Theory, Digital Portfolio Theory and Intertemporal Portfolio Choice
American Journal of Industrial and Business Management, 2017 The paper compares three portfolio optimization models. Modern portfolio theory (MPT) is a short-horizon volatility model. The relevant time horizon is the sampling interval. MPT is myopic and implies that investors are not concerned with long-term variance or mean-reversion.
openaire +2 more sources
s‐Orbital Mediated Metavalent Bonding Enables State‐Of‐The‐Art n‐Type AgBiSe2 Thermoelectrics
Advanced Functional Materials, EarlyView.Metavalent bonding (MVB) underpins the exceptional property portfolio of chalcogenides. Typical MVB solids are mainly found in p‐bonded systems. This work reveals that MVB can also be formed with s‐p orbital interactions upon forming a single‐electron σ‐bond, as exemplified in AgBiSe2.
Binrong Huang +13 more
wiley +1 more source
Optimization method of investment package based on Markowitz portfolio theory
Вестник Дагестанского государственного технического университета: Технические наукиObjective. The aim of the study is to implement and evaluate the optimization method based on the Markowitz portfolio theory. Method. The model is built using the Python programming language and the necessary libraries.
A. D. Baydalin
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Decision Making in Real Estate: Portfolio Approach
Cybernetics and Information Technologies, 2021 An investment policy is suggested about assets on real estate markets. Such analysis recommends investments in non-financial assets and optimization of the results from such decisions.
Stoilov Todor +2 more
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Portfolio-aspects in real options management [PDF]
, 2001 Real options theory applies techniques known from finance theory to the valuation of capital investments. The present paper investigates further into this analogy, considering the case of a portfolio of real options.
Brosch, Rainer
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