Results 121 to 130 of about 333,292 (283)
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
Arbitraging mispriced assets with separation portfolios to lessen total risk [PDF]
This paper expands on a procedure to arbitrage mispriced assets against the benchmark provided by the Security Market Line, but using only separation portfolios to put up a feasible portfolio with the same beta as the mispriced asset and the least total ...
Rodolfo Apreda
core
Advanced Intelligent Systems, EarlyView.This study provides an introduction to Bayesian optimisation targeted for experimentalists. It explains core concepts, surrogate modelling, and acquisition strategies, and addresses common real‐world challenges such as noise, constraints, mixed variables, scalability, and automation.
Chuan He +2 more
wiley +1 more source
Dynamic Portfolio Selection by Augmenting the Asset Space [PDF]
We present a novel approach to dynamic portfolio selection that is no more difficult to implement than the static Markowitz model. The idea is to expand the asset space to include simple (mechanically) managed portfolios and compute the optimal static ...
Michael W. Brandt, Pedro Santa-Clara
core
Economic integration and mature portfolios [PDF]
, 2008 This paper documents and studies sources of international differences in participation and holdings in stocks, private businesses, and homes among households aged 50+ in the US, England, and eleven continental European countries, using new ...
Christelis, Dimitris +2 more
core
American Journal of Agricultural Economics, EarlyView.Abstract While multiple factors explain low adoption rates of improved varieties by small‐scale farmers in sub‐Saharan Africa, a key supply‐side constraint is the limited availability of seed embodying new traits in the volume, quality, price, and timeliness required by farmers. This constraint is partly attributable to classical failures in the market
Dawit Mekonnen +5 more
wiley +1 more source
Are Household Portfolios Efficient? An Analysis Conditional on Housing [PDF]
Standard tests of portfolio efficiency neglect the existence of illiquid wealth. The most important illiquid asset in household portfolios is housing: if housing stock adjustments are infrequent, optimal portfolios in periods of no adjustment are ...
Guglielmo Weber, Loriana Pelizzon
core
Housing as Asset‐Based Welfare in Australia: An Investigation Through a Consumption Lens
Australian Journal of Social Issues, EarlyView.ABSTRACT Housing asset‐based welfare has long been a key component of Australia's social policy. This resonates with a parallel literature identifying a trade‐off between homeownership and the size of nations' welfare states, wherein owner‐occupiers in smaller welfare states tend to come to rely on housing wealth to meet many of their welfare needs ...
Gavin A. Wood +3 more
wiley +1 more source
A Dithio Vinylthio C2 Synthon Enabling Crystalline and Luminescent Sulfur‐Decorated Polymers
Angewandte Chemie International Edition, EarlyView.Transforming CaC2 into a modular C2 building block enables the synthesis of α,ω‐bis(vinylthio) monomer and its conversion into crystalline, sequence‐defined sulfur‐decorated polymers. Their dense thioether clustering induces nonconventional luminescence and provides structure–function control in a more‐sustainable polymer platform.
Bercis Pektas +4 more
wiley +1 more source
Journal of the American Oil Chemists' Society, EarlyView.ABSTRACT Global dietary guidelines consistently recommend regular seafood consumption to support adequate omega‐3 long‐chain (≥ C20) polyunsaturated fatty acid (n‐3 LC‐PUFA) intake. Most international health authorities advise two servings of seafood per week, including at least one serve of oily fish, to achieve approximately 500 mg/day of combined ...
Bowen Zhang +3 more
wiley +1 more source