Results 101 to 110 of about 4,210 (220)
Understanding the Impact of Weights Constraints in Portfolio Theory
In this article, we analyze the impact of weights constraints in portfolio theory using the seminal work of Jagannathan and Ma (2003). They show that solving the global minimum variance portfolio problem with some constraints on weights is equivalent to ...
Roncalli, Thierry
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Global Portfolio Optiomization Revisted: A Least Discrimination Alternative to Black-Litterman [PDF]
Global portfolio optimization models rank among the proudest achievements of modern finance theory, but practitioners are still struggling to put them to work.
Jacques Pezier
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Business Strategy and the Environment, EarlyView.ABSTRACT The transition to net zero (NZ) faces challenges such as uneven institutional readiness, fragmented policy frameworks and rising energy demands from population growth, economic expansion and artificial intelligence (AI). These obstacles are intensified by technological, financial and regulatory uncertainties that impede coordinated efforts ...
Mohamed Shrief +3 more
wiley +1 more source
Robust optimisation and its application to portfolio planning
, 2009 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Decision making under uncertainty presents major challenges from both modelling and solution methods perspectives.
Gregory, Christine
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Business Strategy and the Environment, EarlyView.ABSTRACT Sustainable governance depends on the joint functioning of institutional quality, fiscal discipline, environmental performance, and socioeconomic inclusion. However, many composite indicators rely on subjective weighting schemes and leave the structural role of governance underspecified.
Ömer Faruk Rençber +3 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the drivers of biodiversity disclosure and the interplay between firm strategies and national institutions in shaping transparency. Using a global panel of 4703 firms across 40 economies from 2013 to 2022, we integrate differentiation, signalling and institutional perspectives to explain variation in reporting behaviour ...
Chi Chen +2 more
wiley +1 more source
Automating Sustainability: How Climate Action Unlocks the ESG Potential of Industrial Robotics
Business Strategy and the Environment, EarlyView.ABSTRACT The convergence of Industry 4.0 and global sustainability goals presents a critical paradox: while automation drives efficiency, its net impact on comprehensive environmental, social, and governance (ESG) performance remains contested. This study investigates the relationship between industrial robot and country‐level ESG performance across 63
Brahim Bergougui
wiley +1 more source
, 2004 In this article, we investigate risk return characteristics and diversification benefits when private equity is used as a portfolio component. We use a unique dataset describing 642 US-American portfolio companies with 3620 private equity investments ...
Schmidt, Daniel
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Business Strategy and the Environment, EarlyView.ABSTRACT Environmental sustainability in supply chains is no longer considered a compliance concern. It has become a strategic capability challenge, as firms seek to use Generative artificial intelligence (Gen‐AI) to improve decision quality, resource efficiency and responsible operations.
Anbesh Jamwal +3 more
wiley +1 more source
Portfolio Allocation for Public Pension Funds [PDF]
This paper presents a dynamic model of a public pension fund’s choice of portfolio risk. Optimal portfolio allocations are derived when pension fund management maximize the utility of wealth of a representative taxpayer or when pension fund management ...
George Pennacchi, Mahdi Rastad
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