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Younes Berouaga, Cherif El Msiyah and Jaouad Madkour
Portfolio optimization is a pertinent topic of significant importance in the financial literature. During the portfolio construction, an investor confronts two important steps: portfolio selection and portfolio allocation. This article seeks to investiga...
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Paskalis Seran, Usil Sis Sucahyo, Apriani Dorkas Rambu Atahau and Supramono Supramono
Employer pension funds (EPFs) manage funds contributed by their members and sponsors with the ultimate goal of providing adequate pension benefits for beneficiaries upon retirement. The critical issue for EPFs is, therefore, their efficiency. This study ...
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Polina Lemenkova and Olivier Debeir
This paper addresses the issue of the satellite image processing using GRASS GIS in the mangrove forests of the Niger River Delta, southern Nigeria. The estuary of the Niger River Delta in the Gulf of Guinea is an essential hotspot of biodiversity on the...
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Polina Lemenkova and Olivier Debeir
With methods for processing remote sensing data becoming widely available, the ability to quantify changes in spatial data and to evaluate the distribution of diverse landforms across target areas in datasets becomes increasingly important. One way to ap...
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Ana-Gianina Gereanu, Camillo Sartorio, Aurelio Bonasera, Giuliana Giuliano, Sebastiano Cataldo, Michelangelo Scopelliti, Giuseppe Arrabito and Bruno Pignataro
This work deals with the interfacial mixing mechanism of picoliter (pL)-scale droplets produced by sequential inkjet printing of organic-based inks onto ITO/PET surfaces at a moderately high Weber number (~101). Differently from solution dispensing proce...
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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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Beatrice Marchi, Simone Zanoni and Mohamad Y. Jaber
Supply chain finance has been gaining attention in theory and practice. A company?s financial position affects its performance and survivability in dynamic and volatile markets. Those that have weak financial performance are vulnerable when operating in ...
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Bodo Herzog and Sufyan Osamah
This paper studies option pricing based on a reverse engineering (RE) approach. We utilize artificial intelligence in order to numerically compute the prices of options. The data consist of more than 5000 call- and put-options from the German stock marke...
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Tihana ?krinjaric and Bo?ko ?ego
Due to the development of financial markets, products, financial and mathematical models, portfolio selection today represents a comprehensive set of activities. Investors take into consideration many different factors, such as the market factors, return...
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Mihoko SHIMAMOTO
Pág. 194 - 208
JEL. D72, P16, D22, C61, M41.
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