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Guang Tian, Yang Yang, Xiaoran Xu, Yiming Chen, Bo Yang, Xu Wu and Xinhao Wang
Business parks account for 30% of China?s total carbon emissions. Exploring emissions reduction approaches for business parks is crucial to achieve a net-zero emissions target, as well as for achieving a representative example for all types of emissions ...
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Apichat Chaweewanchon and Rujira Chaysiri
With the advances in time-series prediction, several recent developments in machine learning have shown that integrating prediction methods into portfolio selection is a great opportunity. In this paper, we propose a novel approach to portfolio formation...
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Jules Clément Mba, Kofi Agyarko Ababio and Samuel Kwaku Agyei
This paper investigates the robustness of the conventional mean-variance (MV) optimization model by making two adjustments within the MV formulation. First, the portfolio selection based on a behavioral decision-making theory that encapsulates the MV sta...
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Mirza Sikalo, Almira Arnaut-Berilo and Azra Zaimovic
In this paper, we compared the models for selecting the optimal portfolio based on different risk measures to identify the periods in which some of the risk measures dominated over others. For decades, the best known return-risk model has been Markowitz?...
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Olivier Mesly
In this challenging and innovative article, we propose a framework for the consumer behavior named ?consumer financial spinning?. It occurs when borrowers-consumers of products with high financial stakes accumulate unsustainable debt and disconnect from ...
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Unbreen Arif,Muhammad Tayyab Sohail
Pág. 243 - 255
The development of asset pricing model is attributed to Markowitz (1952) which initiated towards Modern Portfolio Theory (MPT). The whole concept of MPT based on normality of returns assumption but in emerging economies volatility of returns is an import...
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Elena Likhosherst,Lev Mazelis,Konstantin Solodukhin
Pág. 36 - 45
The method for portfolio investment, allowing the formation of the optimal portfolio structure considering degrees of satisfaction of requirements of stakeholder groups, risks and uncertainty of external and internal environment, was proposed. The model ...
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Sabastine Mushori,Delson Chikobvu
Pág. 256 - 264
A dynamic stochastic methodology in optimal portfolio selection that maximizes investment opportunities and minimizes maximum downside risk while taking into account implicit transaction costs incurred in initial trading and in subsequent rebalancing of ...
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Laís Cavalar Souza,Wellington Oliveira Massardi,Vanessa Aparecida Vieira Pires,João Paulo Ciribeli
Pág. 201 - 213
Baseado na teoria de Markowitz (1952), o presente artigo teve como objetivo criar uma carteira de investimentos com ativos que compõem o índice Bovespa durante o período de janeiro a abril de 2016, de maneira que se consiga maximizar a relação entre risc...
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Mostafa El Hachlouf,Mohammed El Haddad,Faris Hamza,Meriem Aboulethar
Pág. 561 - 564
The minimization of the portfolio of financial assets has a particular interest in the field of finance. In this context, several approaches have been proposed to contribute to the solution of this problem which Markowitz approach is the most popular. In...
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