Biofuel, Grain and Vegetable Oil Markets: Dynamic Connectedness and the Optimal Portfolio
Sign Up to like & getrecommendations! Published in 2025 at "Agribusiness"
DOI: 10.1002/agr.70017
Abstract: With the development of the biofuel market, its price risk becomes more prominent, and effective risk diversification has become increasingly critical. This study investigates the dynamic connectedness in global biofuels, China's grain and vegetable oil… read more here.
Keywords: grain vegetable; biofuel; oil markets; portfolio ... See more keywords
Long‐lived marine species may be resilient to environmental variability through a temporal portfolio effect
Sign Up to like & getrecommendations! Published in 2020 at "Ecology and Evolution"
DOI: 10.1002/ece3.6378
Abstract: Abstract Maintenance of genetic variation may provide resilience of populations to natural environmental variability. We used Pacific ocean perch (POP; Sebastes alutus) to test for the maintenance of adaptive variation across overlapping generations. POP are… read more here.
Keywords: portfolio; environmental variability; year; resilient environmental ... See more keywords
Portfolio effects, climate change, and the persistence of small populations: analyses on the rare plant Saussurea weberi.
Sign Up to like & getrecommendations! Published in 2017 at "Ecology"
DOI: 10.1002/ecy.1738
Abstract: The mechanisms that stabilize small populations in the face of environmental variation are crucial to their long-term persistence. Building from diversity-stability concepts in community ecology, within-population diversity is gaining attention as an important component of… read more here.
Keywords: portfolio effects; plant; portfolio; small populations ... See more keywords
Broadening the migratory portfolio of altitudinal migrants
Sign Up to like & getrecommendations! Published in 2021 at "Ecology"
DOI: 10.1002/ecy.3321
Abstract: Movement is among the most important adaptations of animals living in seasonal environments. Movement allows animals to exploit spatially and temporally variable resources; these resources in turn influence individual fitness and demographic rates of populations… read more here.
Keywords: portfolio altitudinal; movement; migratory portfolio; portfolio ... See more keywords
Stock Portfolio Management Based on AI Technology
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DOI: 10.1002/for.70058
Abstract: Forecasting stock performance is crucial for formulating a profitable trading approach aimed at achieving significant gains. In addition, prediction results serve as essential prerequisites for creating and optimizing active investment portfolios. However, predicting stock movements… read more here.
Keywords: portfolio; portfolio management; based technology; stock portfolio ... See more keywords
Score‐hesitation trade‐off and portfolio selection under intuitionistic fuzzy environment
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Intelligent Systems"
DOI: 10.1002/int.22052
Abstract: Qualitative portfolio selection approach is a suitable technique for obtaining an optimal portfolio when quantitative data are unavailable and traditional portfolio models are ineffective. However, few studies focus on this issue. This study addresses the… read more here.
Keywords: portfolio; score hesitation; portfolio selection; intuitionistic fuzzy ... See more keywords
Dynamic portfolio optimization using technical analysis‐based clustering
Sign Up to like & getrecommendations! Published in 2022 at "International Journal of Intelligent Systems"
DOI: 10.1002/int.22870
Abstract: An accurate prediction of asset prices is perhaps the biggest challenge of any study in portfolio optimization. Asset prices are affected by several random and nonrandom factors, which makes them difficult to forecast. This paper… read more here.
Keywords: asset; methodology; portfolio; dynamic portfolio ... See more keywords
How Do Climate‐Related Risks and Opportunities Affect Portfolio Allocation and Asset Pricing?
Sign Up to like & getrecommendations! Published in 2025 at "Managerial and Decision Economics"
DOI: 10.1002/mde.4494
Abstract: This paper examines the performance of “clean,” “brown,” and “dirty” stocks in the S&P 500 from January 2010 to September 2022 using panel random effect estimation and factor models. It also uses cointegration analysis to… read more here.
Keywords: portfolio; risk; climate related; related risks ... See more keywords
Sustainable development and investor confidence: The safe‐haven appeal of green‐bond issuing firms
Sign Up to like & getrecommendations! Published in 2024 at "Sustainable Development"
DOI: 10.1002/sd.3172
Abstract: This study investigates the performance of a green‐linked portfolio as a safe haven and hedge against traditional assets during periods of market turmoil, such as the COVID‐19 pandemic and the Russia‐Ukraine war. Utilizing a dynamic… read more here.
Keywords: green bond; green linked; portfolio; sustainable development ... See more keywords
An empirical study of portfolio management and Kanban in agile and lean software companies
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Software: Evolution and Process"
DOI: 10.1002/smr.1834
Abstract: Traditional portfolio management tools and methods are challenging for software companies that use agile and lean approaches, because of the complex pre‐planning activities required. In this paper, traditional portfolio management tools and methods that have… read more here.
Keywords: portfolio; portfolio management; software companies; agile lean ... See more keywords
The Shapley value decomposition of optimal portfolios
Sign Up to like & getrecommendations! Published in 2020 at "Annals of Finance"
DOI: 10.1007/s10436-020-00380-2
Abstract: Investors want the ability to evaluate the true and complete risk of the financial assets held in a portfolio. Yet, the current analytic methods provide only partial risk measures. I suggest that, by viewing a… read more here.
Keywords: decomposition; risk; portfolio; value ... See more keywords