Results 31 to 40 of about 613 (140)

Examining Sharp, Sortino and Sterling Ratios in Portfolio Management, Evidence from Tehran Stock Exchange

International Journal of Business and Management, 2011
The aim of this study is to evaluate the functionality and effect of portfolio management of investment companies, which have had the active portfolio in Tehran stock exchange from 2005-2010. In order to do so, and assess their performance based on modern and post modern portfolio theories; this has been carried out by using Sharp, Sortino and Sterling
Pegah Kolbadi, Hamed Ahmadinia
openaire   +1 more source

Two-Stage Robust Optimization Model for Uncertainty Investment Portfolio Problems

Journal of Mathematics, 2021
Investment portfolio can provide investors with a more robust financial management plan, but the uncertainty of its parameters is a key factor affecting performance.
Dongqing Luan, Chuming Wang, Zhong Wu, Zhijie Xia   +3 more
doaj   +1 more source

Bichromophoric multilayer films for the light-controlled generation of nitric oxide and singlet oxygen [PDF]

, 2009
In this contribution we report the design, preparation and characterization of bichromophoric Langmuir–Schaefer multilayer films incorporating a tailored nitric oxide (NO) photodonor (1) and an ethylene-bridged zinc porphyrin dimer (2). They are achieved
Elisa Vittorino, VALLI, Ludovico, BETTINI, SIMONA, Salvatore Sortino, GIANCANE, Gabriele, E. Vittorino, S. Sortino   +6 more
core   +1 more source

Two-Stage Portfolio Optimization Integrating Optimal Sharp Ratio Measure and Ensemble Learning

IEEE Access, 2023
The traditional portfolio theory has relied heavily on historical asset returns while ignoring future information. Based on ensemble learning and maximum Sharpe ratio portfolio theory, this paper proposes a two-stage portfolio optimization method by ...
Zhongbao Zhou, Zhengyang Song, Tiantian Ren, Lean Yu   +3 more
doaj   +1 more source

Formulating Cryptocurrencies Dynamic Portfolio with Consumption Sectors’ Stocks

Media Ekonomi dan Manajemen, 2022
This study was conducted to analyze the performance of the portfolio formed with different asset classes. The instrument used is the consumption sector index with 5 cryptocurrencies.
Naufal Dwinanda Narra Putra, Robiyanto Robiyanto, Hans Hananto Andreas   +2 more
doaj   +1 more source

Diversifying Environmental, Social and Governance Portfolios: Evidence From China

International Journal of Finance &Economics, EarlyView.
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, Yating Li, Charalampos Stasinakis, Yang Zhao   +3 more
wiley   +1 more source

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