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Werry Febrianti, Kuntjoro Adji Sidarto and Novriana Sumarti
Portfolio optimization is an activity for balancing return and risk. In this paper, we used mean-variance (M-V) portfolio models with buy-in threshold and cardinality constraints. This model can be formulated as a mixed integer nonlinear programming (MIN...
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Jovica Stankovic, Ksenija Dencic-Mihajlov, Jelena Z. Stankovic, Evica Petrovic
Pág. 31 - 42
Research Question: This study examined the preconditions and efficiency of socially responsible investing (SRI) in the developing capital market, specifically the Belgrade Stock Exchange (BSE). Motivation: Considering the increasing trend of SRI (GSIA, 2...
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Montaña Jiménez-Espada, Francisco Manuel Martínez García and Rafael González-Escobar
Among the priority concerns that figure in the public manager?s portfolio, the existing problems in cities when planning a more efficient management of urban space are well known. Within the wide range of reflections that local corporations consider, one...
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Guido Abate, Tommaso Bonafini and Pierpaolo Ferrari
Mean-variance optimization often leads to unreasonable asset allocations. This problem has forced scholars and practitioners alike to introduce portfolio constraints. The scope of our study is to verify which type of constraint is more suitable for achie...
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Zhenglong Li and Vincent Tam
Meta-heuristic algorithms have successfully solved many real-world problems in recent years. Inspired by different natural phenomena, the algorithms with special search mechanisms can be good at tackling certain problems. However, they may fail to solve ...
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Rodrigo Rojas, Juan Castilla-Rho, Gabriella Bennison, Robert Bridgart, Camilo Prats and Edmundo Claro
Addressing modern water management challenges requires the integration of physical, environmental and socio-economic aspects, including diverse stakeholders? values, interests and goals. Early stakeholder involvement increases the likelihood of acceptanc...
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Pietro Crespi, Marco Zucca, Nicola Longarini and Nicola Giordano
Over the last few decades, the attention on the safety of existing reinforced concrete (RC) structures has significantly increased. RC bridges, in particular, are highly relevant for strategic importance. In the Italian context, several of these bridges ...
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José Antonio Núñez-Mora and Eduardo Sánchez-Ruenes
Oil, also called black gold, is considered as the commodity which has the greatest impact on the world?s economy, and it has been studied in terms of its relationship and effects on macroeconomic variables such as Gross Domestic Product (GDP), inflation,...
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Aleksejs Udalcovs, Toms Salgals, Lu Zhang, Xiaodan Pang, Anders Djupsjöbacka, Sandis Spolitis, Vjaceslavs Bobrovs, Sergei Popov and Oskars Ozolins
While infrastructure providers are expanding their portfolio to offer sustainable solutions for beyond 10 Gbps in the access segment of optical networks, we experimentally compare several modulation format alternatives for future passive optical networks...
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Sergey Kiyko
Pág. 56 - 70
Today, the problem of creating and implementing methodological foundations for managing portfolios of energy saving projects at metallurgical enterprises is urgent, taking into account strategic goals, limited resources and risks. The solution to this pr...
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