Development and characterization of a nutritionally rich traditional fermented product aktori
Graphical representation of development of traditional fermented Aktori. The figure illustrates the development of aktori, a traditional food fermented with curd, which demonstrates enhanced nutritional and functional properties, along with probiotic characteristics.
Shambhvi, Mahesh Gupta
wiley +1 more source
Performance Evaluation of Mutual Funds Via Single Valued Neutrosophic Set (SVNS) Perspective: A Case Study in Turkey [PDF]
The aim of this study was to use the Single-Valued Neutrosophic Set (SVNS) to analyze 58 mutual funds, traded at the Istanbul Stock Exchange, under incomplete, indeterminate and inconsistent information.
Serpil Altinirmak +3 more
doaj +1 more source
Diversifying Environmental, Social and Governance Portfolios: Evidence From China
ABSTRACT This study extends traditional portfolio optimization methods by incorporating Environmental, Social and Governance (ESG) performance measures into diversification strategies, specifically focusing on data from the Chinese stock market. By integrating ESG scores and their constituent components (E, S and G), the study examines portfolio ...
Danyang Li +3 more
wiley +1 more source
Critical Analysis of the Sharpe Ratio: Assessing Performance and Risk in Financial Portfolio Management [PDF]
The Sharpe Ratio, serves as a crucial tool in assessing the relationship between return and risk. This study proposes a critical analysis of the Sharpe Ratio, addressing not only its practical applicability but also its involvement in the decision ...
Alexandrina Brinza +2 more
doaj
Portfolio return optimization under an endogenous investment set: evidence from P2P lending [PDF]
We develop a Sharpe ratio–maximizing decision framework for environments in which binary approval rules endogenously determine the investable set. In conventional portfolio theory, investors optimize weights within an exogenously given asset universe; in
Jaesung James Park +6 more
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Industry Portfolio Volatility Connections and Industry Portfolio Returns
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington +2 more
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Investment portfolio optimization with supervised learning and attention mechanism
Portfolio optimization is a process that involves distribution of capital with the purpose of maximizing returns and at the same time minimizing risks.
Zetao Yan
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The Sector Liquidity Timing Ability of Bond Mutual Funds
ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin +3 more
wiley +1 more source
Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley +1 more source

