Results 71 to 80 of about 613 (140)
Multiobjective approach to portfolio optimization in the light of the credibility theory
Technological and Economic Development of Economy, 2020 The present research proposes a novel methodology to solve the problems faced by investors who take into consideration different investment criteria in a fuzzy context.
Fernando Garcia +4 more
doaj +1 more source
Cross‐asset time‐series momentum strategy: A new perspective
Accounting &Finance, Volume 65, Issue 3, Page 2387-2419, September 2025.Abstract We propose a new investment strategy, the improved cross‐asset time‐series momentum (I‐XTSM) strategy, to predict future returns and make investments. Using data on 25 investment portfolios and common commodities for the period from January 1990 to December 2023, we find that the I‐XTSM strategy increases profitability substantially in the ...
Dezhong Xu +3 more
wiley +1 more source
Advanced Optical Materials, Volume 13, Issue 22, August 5, 2025.An optimized fabrication approach for the nanostructuring of optical metasurfaces from van der Waals materials like hexagonal boron nitride is presented. The resonator geometries show enhanced geometric homogeneity, resulting in a significant increase in quality factors of symmetry‐protected bound states in the continuum resonances.
Jonas Biechteler +7 more
wiley +1 more source
Downside protection - Sortino Ratio
This code generates sample data for portfolio returns and calculates various risk measures and ratios commonly used in financial analysis. Let's break down each component:Portfolio Returns: Synthetic portfolio returns data is generated using the ...
Benedict, S (via Mendeley Data)
core +1 more source
Possible role of fluid overpressure in the generation of earthquake swarms in active tectonic areas: The case of the Peloritani Mts. (Sicily, Italy) [PDF]
, 2008 The Peloritani Mts. (NE Sicily) are characterized by frequent seismicity. Between 1994 and 2006 more than 1000 earthquakes (1.0 <= M-L <= 3.3) occurred, mostly as highly clustered swarms located at shallow depth near the villages of Castroreale and
Palano M +4 more
core +1 more source
IEEE AccessCryptocurrency markets are highly volatile, making short-term price prediction challenging. Because cryptocurrency prices are largely driven by supply and demand, prior work has explored social media sentiment to predict price changes, typically finding ...
Rentaro Noguchi +3 more
doaj +1 more source
Forecasting Digital Asset Return: An Application of Machine Learning Model
International Journal of Finance &Economics, Volume 30, Issue 3, Page 3169-3186, July 2025.ABSTRACT In this study, we aim to identify the machine learning model that can overcome the limitations of traditional statistical modelling techniques in forecasting Bitcoin prices. Also, we outline the necessary conditions that make the model suitable.
Vito Ciciretti +4 more
wiley +1 more source
Jurnal ManajemenThe significant growth of mutual fund investors underscores the importance of meticulous fund selection based on performance. This study compares the performance of equity and balanced funds using various metrics including Sharpe, Treynor, Jensen's Alpha, Information, and Sortino ratios to determine their relative strengths.
Nathanael Sutjipto, Bonnie Mindosa
openaire +1 more source
Yield, pomological characteristics, bioactive compounds and antioxidant activity of Annona cherimola Mill. Grown in mediterranean climate [PDF]
, 2019 The agronomic and qualitative responses of the cherimoya (Annona cherimola Mill.) fruit grown in Mediterranean climate are not properly studied. Fruits of Fino de Jete, the most diffused worldwide cultivar of cherimoya, and Torre 1 a new genotype ...
Puccio, Stefano +5 more
core +1 more source
Ruch Prawniczy, Ekonomiczny i Socjologiczny, 2016 W artykule przeprowadzono badanie ilościowe na danych z lat 2007-2015, które miało na celu ocenę celowości wykorzystania instrumentów pochodnych w kontekście podwyższania stopy zwrotu i obniżania ryzyka portfeli akcji notowanych na Giełdzie Papierów ...
Marcin Flotyński
doaj +1 more source