Results 31 to 40 of about 451 (149)

Application of Multi-Armed Bandit Algorithm in Quantitative Finance [PDF]

ITM Web of Conferences
The volatility and diversity of financial markets make it challenging for a single portfolio achieve better returns, therefore, adjustable portfolios based on the risk tolerance of clients are highly demanded.
Chen Chengxun, Liu Xuanyuan, Ma Yanyan, Zuo Xiaole   +3 more
doaj   +1 more source

Carbon Performance, Climate Governance, and Equity Risk

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the relationship between carbon performance, climate governance, and equity risk. Using a sample of companies listed in the S&P500 index for the period 2009–2023, our results show that better carbon performance reduces equity risk, indicating that proactive carbon management reduces uncertainty and is beneficial to firms ...
Malafronte Irma, Pereira John, Rakeeb Fathima Roshan   +2 more
wiley   +1 more source

What if the expected is not the most likely outcome? Four examples giving pause for thought and reconsideration

Economica, Volume 93, Issue 371, Page 839-862, July 2026.
Abstract The foundational nature of expectations‐based theories and the prominence of symmetric unimodal stochastic assumptions in economic research render the expected outcome the go to locational focus throughout its many realms. When symmetric unimodality prevails, expected and most likely outcomes are identical; however, when it does not, they are ...
Gordon Anderson
wiley   +1 more source

Effect of Suturing and Adhesive Fixation on Free Gingival Graft Stability: An Ex‐Vivo Porcine‐Model Study

Clinical and Experimental Dental Research, Volume 12, Issue 2, April 2026.
ABSTRACT Objectives Clinician expertise influences approach choices, amidst ongoing research on suturing techniques’ biomechanical effects on graft stability. This study evaluated different suturing methods and cyanoacrylate adhesive for FGG fixation with a porcine mandible model.
Kevimy Agossa, Khushboo Kalani, Parham Hazrati, Chi‐Fan Chen, Chen‐Lin Tsai, Dumitru Chele, Abdusalam E. Alrmali, Hom‐Lay Wang   +7 more
wiley   +1 more source

Covariance Prediction in Large Portfolio Allocation

Econometrics, 2019
Many financial decisions, such as portfolio allocation, risk management, option pricing and hedge strategies, are based on forecasts of the conditional variances, covariances and correlations of financial returns.
Carlos Trucíos, Mauricio Zevallos, Luiz K. Hotta, André A. P. Santos   +3 more
doaj   +1 more source

Using Deep Learning Conditional Value‐at‐Risk Based Utility Function in Cryptocurrency Portfolio Optimisation

International Journal of Finance &Economics, Volume 31, Issue 2, Page 2845-2862, April 2026.
ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang, Linzhi Tan, Haozhe Su, Jeremy Eng‐Tuck Cheah   +3 more
wiley   +1 more source

Does ESG Investing Pay off? Comparing the Performance of ESG and Traditional ETFs Across European and US Markets

Business Strategy and the Environment, Volume 35, Issue 3, Page 3561-3606, March 2026.
ABSTRACT Investors have long recognized the importance of firms in promoting sustainability, leading to the rise of socially responsible investment (SRI). Specifically, there is a growing preference for exchange‐traded funds (ETFs) that prioritize environmental, social, and governance (ESG) principles.
Sandra Tenorio‐Salgueiro, Andrea Martínez‐Salgueiro, Rubén Lado‐Sestayo, Milagros Vivel‐Búa   +3 more
wiley   +1 more source

Performance of Brownian-motion Process Generated Universal Portfolio in Times of COVID-19 Pandemic [PDF]

ITM Web of Conferences
The universal portfolio is a portfolio investment strategy which theoretically achieves good return. Brownian motion is a stochastic process which is heavily applied in various financial derivative pricing.
Pang Sook Theng, Liew How Hui, Khor Wei Sheng   +2 more
doaj   +1 more source

A multiobjective credibilistic portfolio selection model. Empirical study in the Latin American integrated market

Entrepreneurship and Sustainability Issues, 2020
This paper extends the stochastic mean-semivariance model to a fuzzy multiobjective model, where apart from return and risk, also liquidity is considered to measure the performance of a portfolio.
Fernando García, Jairo González-Bueno, Francisco Guijarro, Javier Oliver   +3 more
doaj   +1 more source

Stunning Intricacies of RNA Editing Complexes RECC, RESC, and REH2C: Functional Organization, Developmental Regulation, and Evolutionary History in Kinetoplastid Protists

WIREs RNA, Volume 17, Issue 2, March/April 2026.
U‐indel RNA editing targets mRNA:gRNA duplexes through three key complexes that collectively govern assembly, specificity, catalysis, and developmental regulation. Modern tools, including artificial intelligence, analyze the organization, dynamics, and evolution of the remarkable holo‐editosome, opening new avenues in RNA biology and therapy.
Suzanne M. McDermott, Julius Lukeš, Laurie K. Read, Reza Salavati, Achim Schnaufer, Sara L. Zimmer, Jason Carnes, Alasdair Ivens, Naghmeh Poorinmohammad, Nicholas J. Savill, Dave Speijer, Ken Stuart, Kristína Záhonová, Poorya Mirzavand Borujeni, Zihao Chen, Cody Goode, Sunil Kumar Sharma, Lars O’Hara, Jorge Cruz‐Reyes   +18 more
wiley   +1 more source