Results 41 to 50 of about 613 (140)
A Post-Modern Portfolio Management Approach on CEE Markets [PDF]
, 2015 In this paper we apply two methods based on the Post-Modern Portfolio Management approach to study the risk-adjusted return of 5 major indices from emerging markets in Central and Eastern Europe during the period 2008-2013 on daily data.
Todoni, Marcela-Daniela
core +2 more sources
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 +3 more
doaj +1 more source
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 +3 more
wiley +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
doaj +1 more source
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
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 +18 more
wiley +1 more source
Instrumental and sensory evaluation of seven apple (Malus domestica borkh.) cultivars under organic cultivation in Sicily [PDF]
, 2017 In this trial we examined the quality of 7 clones belonging to more diffused apple polyclonal varietal groups, using chemical/physical and sensory analyses during two consecutive years.
Sortino, G. +3 more
core +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
Nexus of Whey Proteins, Gut Dysbiosis, and Colonic Health
Food Science &Nutrition, Volume 14, Issue 2, February 2026.Whey proteins possess antimicrobial and prebiotic properties that modulate gut microbiota by promoting beneficial bacteria like Bifidobacterium while suppressing pathogens. This modulation enhances short‐chain fatty acid production and strengthens intestinal barrier integrity, potentially alleviating dysbiosis‐related conditions such as colitis and ...
Tolulope Joshua Ashaolu +4 more
wiley +1 more source