Results 41 to 50 of about 4,917 (191)
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 +3 more
doaj +1 more source
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 +3 more
wiley +1 more source
Performance of Brownian-motion Process Generated Universal Portfolio in Times of COVID-19 Pandemic [PDF]
ITM Web of ConferencesThe 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 +2 more
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Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries [PDF]
تحقیقات مالی, 2015 The purpose of this study was proposing a suitable pattern for evaluating and assessing companies. To reach this important goal, the fuzzy Delphi method (FDM was employed.
Abbas Abbasi +2 more
doaj +1 more source
Losing money with a high Sharpe ratio [PDF]
, 2011 A simple example shows that losing all money is compatible with a very high Sharpe ratio (as computed after losing all money). However, the only way that the Sharpe ratio can be high while losing money is that there is a period in which all or almost all
Vovk, Vladimir
core +3 more sources
A Cross-Sectional Performance Measure for Portfolio Management [PDF]
, 2010 URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/CESFramDP2010.htmDocuments de travail du Centre d'Economie de la Sorbonne 2010.70 - ISSN : 1955-611XSharpe-like ratios have been traditionally used to measure the performances of portfolio ...
Billio, Monica +2 more
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Does Risk Aversion Matter for Foreign Asset Holdings of Pension Funds – The Case of Poland [PDF]
, 2014 In this study we explore the issue of foreign assets in mandatory pension funds portfolios. First we provide an overview of the regulatory policies regarding international assets and indicate the externalitieswhich may account for the observed ...
Kurach, Radosław, Papla, Daniel
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Toward a working definition of ketogenic diet resistance in GLUT1 deficiency syndrome
Epileptic Disorders, Volume 27, Issue 6, Page 1247-1254, December 2025.Abstract Objective The ketogenic diet (KD) is the standard treatment for glucose transporter type 1 deficiency syndrome (GLUT1‐DS), typically yielding seizure reduction and cognitive/motor gains. However, a small subset of patients shows limited or no clinical benefit.
Raffaele Falsaperla +8 more
wiley +1 more source
Revista de Métodos Cuantitativos para la Economía y la Empresa, 2018 In a passive investing strategy through indexation, the portfolio performance will depend largely on the ability to choose the best index. In this paper, we study the performance of four of the main stock indices in Mexico with the intention of selecting
Samaniego, Ángel +1 more
doaj
Tunable BIC metamaterials with Dirac semimetals
Nanophotonics, Volume 14, Issue 27, Page 4875-4925, December 2025.Abstract Proposed by von Neuman and Wigner in 1929, bound states in the continuum (BIC) exhibit the merits of ultrahigh Q–factor and strongly confined modes, solving the inherent high dissipation of metamaterials (MMs) and plasmonic devices. Dirac semimetal (DSM) possesses the advantages of high carrier mobility and outstanding tunable properties ...
Xiaoyong He, Wenhan Cao, Fangting Lin
wiley +1 more source