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.
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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
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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
Score‐hesitation trade‐off and portfolio selection under intuitionistic fuzzy environment
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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
An empirical study of portfolio management and Kanban in agile and lean software companies
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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
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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
Dynamic portfolio insurance strategies: risk management under Johnson distributions
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DOI: 10.1007/s10479-016-2121-8
Abstract: The purpose of this paper is to analyze the gap risk of dynamic portfolio insurance strategies which generalize the “Constant Proportion Portfolio Insurance” (CPPI) method by allowing the multiple to vary. We illustrate our theoretical… read more here.
Keywords: insurance strategies; portfolio; dynamic portfolio; johnson distributions ... See more keywords
Feature selection for portfolio optimization
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DOI: 10.1007/s10479-016-2155-y
Abstract: Most portfolio selection rules based on the sample mean and covariance matrix perform poorly out-of-sample. Moreover, there is a growing body of evidence that such optimization rules are not able to beat simple rules of… read more here.
Keywords: feature selection; portfolio; portfolio selection; selection ... See more keywords
Portfolio diversification in the sovereign credit swap markets
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DOI: 10.1007/s10479-017-2565-5
Abstract: We develop models for portfolio diversification in the sovereign credit default swaps (CDS) markets and show that, despite literature findings that sovereign CDS spreads are affected by global factors, there is sufficient idiosyncratic risk to… read more here.
Keywords: portfolio; diversification; sovereign credit; portfolio diversification ... See more keywords
Developing new portfolio strategies by aggregation
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DOI: 10.1007/s10479-019-03207-0
Abstract: We propose a method to combine N portfolio strategies by optimizing a given utility function $$U(\cdot )$$U(·). The method does not rely on any distributional assumption, could be easily extended to different combining functions and… read more here.
Keywords: new portfolio; portfolio strategies; method; portfolio ... See more keywords