Results 11 to 20 of about 25,951 (217)
Jurnal Manajemen Indonesia, 2017 The concept of mean-variance optimization, developed by Markowitz, is the cornerstone of modern finance theory. The objective of this portfolio construction is to minimize investment risk by forming optimal portfolios. Dynamic movement in capital markets
Andi Ivand Markemo Boangmanalu +1 more
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Risks, 2023 Traditionally, finance has paid attention to the risk-return trade-off. Recently, given the incorporation of the 2030 Agenda and climate change, a third pillar has been incorporated into the investment decision: sustainability.
Carlos Díaz-Caro +3 more
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Portfolio management and performance of deposit money banks (Dmbs) in Nigeria (1990–2020)
Research in Globalization, 2023 There have been a renewed focus on portfolio management of deposit money banks since the global financial crisis of 2007–09. This renewed focus is based on the understanding that an efficient portfolio management reduces risks and loss associated with ...
Christiana Fajinmi +2 more
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Beyond CAPM: an innovative factor model to optimize the risk and return trade-off
Journal of Business Economics and Management, 2014 Different models have tried to improve the Capital Asset Pricing Model findings, on the basis that different factors can affect asset return. This paper examines a series of explanatory factors, broader than those explained by traditional theory, to see ...
Shima Lashgari +3 more
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IEEE Access, 2021 The study focuses on the strategic decisions including on the location and capacity of stations and the fleet size for designing the one-way station-based carsharing systems. Under demand uncertainty, we introduce a two-stage risk-averse stochastic model
Kai Zhang +3 more
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Decomposition of Natural Catastrophe Risks: Insurability Using Parametric CAT Bonds
Risks, 2021 Nat Cat risks are not insurable by traditional insurance mainly because of producing highly correlated losses. The source of such correlation among buildings of a region subject to a natural hazard is discussed.
Morteza Tavanaie Marvi, Daniël Linders
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MULTIDIMENSIONAL RISK AND RELIGIOSITY TOWARDS INDONESIAN MUSLIMS’ SHARIA INVESTMENT DECISION
Journal of Islamic Monetary Economics and Finance, 2021 The decision-making process for Sharia investment needs to consider the individual’s risk tolerance since every type of investment is closely attached to the risk-return trade-off.
Irna Puji Lestari +2 more
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State-dependent hedge strategy for crude oil spot and futures markets
Borsa Istanbul Review, 2022 Relying on the hidden Markov model improved by the particle swarm optimization algorithm (PSO-HMM), we develop a dual-decision method to address the issue of state-dependent futures hedging. Our approach is attractive in two ways.
Xing Yu +4 more
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Energies, 2023 In this paper, we propose dynamic, short-term, financial risk management strategies for small electricity producers and buyers that trade in the wholesale electricity markets.
Joanna Janczura, Andrzej Puć
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The risk–return trade-off of Bitcoin: Evidence from regime-switching analysis
Future Business JournalDespite its importance, there has been little research on the relationship between Bitcoin’s risk and returns. Therefore, it is necessary to investigate the risk–return trade-off of Bitcoin.
Chikashi Tsuji
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