Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Diana Barro"'
Publikováno v:
Mathematics, Vol 12, Iss 15, p 2424 (2024)
Recently, liquidity issues in financial markets and portfolio asset management have attracted much attention among investors and scholars, fuelling a stream of research devoted to exploring the role of liquidity in investment decisions. In this paper
Externí odkaz:
https://doaj.org/article/d246868257804d8c9d368045e3df6013
Publikováno v:
SSRN Electronic Journal.
We introduce elements of Cumulative Prospect Theory into the portfolio selection problem and then compare stock portfolios selected under the behavioral approach with those selected according to classical approaches, such as Mean Variance and Mean Ab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::15dfec87e2068a97f4b31461a78e85f3
https://doi.org/10.2139/ssrn.3764530
https://doi.org/10.2139/ssrn.3764530
Autor:
Ricardo Pereira-Pinto, Carla Barbosa, Fernando Mata, Núria Reis, Diana Barros, Manuela Vaz-Velho
Publikováno v:
Spanish Journal of Agricultural Research, Vol 22, Iss 3 (2024)
Aim of study: To assess the boar taint prevalence in the Portuguese pork industry through an observational study model by measuring skatole and androstenone levels in fat and to compare it with the estimated thresholds for these compounds among Portu
Externí odkaz:
https://doaj.org/article/f226fec5e22d4dbd88e1667087884c2a
Volatility-based and volatility targeting approaches have become popular among equity fund managers after the introduction in 1993 of the VIX, the implied volatility index on the S&P500 at the Chicago Board of Exchange (CBOE), followed, in 2004, by f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4941dd5b735cf6ac9e81561434622caa
http://hdl.handle.net/10446/128497
http://hdl.handle.net/10446/128497
Autor:
Diana Barro
Publikováno v:
Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9783319898230
In recent years the awareness of social, environmental and governance issues associated with investments have drawn relevant interest in the investment industry. Investors are more careful in considering investments that comply with their ethical and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6c7537d11511a483794d06e3c37c7ad4
https://doi.org/10.1007/978-3-319-89824-7_17
https://doi.org/10.1007/978-3-319-89824-7_17
Autor:
Diana Barros, Paulo Nova, Sara Cunha, Vitor Monteiro, Élia Fernandes, Ricardo Pereira-Pinto, Carla Barbosa, Maria Pintado, Ana Gomes, Manuela Vaz-Velho
Publikováno v:
Frontiers in Sustainable Food Systems, Vol 7 (2023)
The Atlantic horse mackerel (Trachurus trachurus) is a globally favored fish due to its abundance, nutritional value, and affordability, but it faces quality preservation challenges. To address this, this study aimed to enhance its value by creating
Externí odkaz:
https://doaj.org/article/83fcdeddc36a45138ab60ce6065ec8b2
Publikováno v:
Dyna, Vol 90, Iss 228 (2023)
Research was conducted for the Large Millimeter Telescope Alfonso Serrano (LMT), a joint project between the US and Mexico. A Balanced Scorecard (BSC) was created based on the approach suggested by Niven in 2008. Eleven indicators and seven strategic
Externí odkaz:
https://doaj.org/article/088b0fe0159046bdb0d0e7bc6e9cbd29
Autor:
Elio Canestrelli, Diana Barro
The paper suggests a possible cooperation between stochastic programming and optimal control for the solution of multistage stochastic optimization problems. We propose a decomposition approach for a class of multistage stochastic programming problem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b8d1641542982e0e1d81c68d2a3a6fa0
http://hdl.handle.net/10278/3665370
http://hdl.handle.net/10278/3665370
Autor:
Antonella Basso, Diana Barro
Publikováno v:
European Journal of Operational Research. 205:459-468
This contribution studies the effects of credit contagion on the credit risk of a portfolio of bank loans. To this aim we introduce a model that takes into account the counterparty risk in a network of interdependent firms that describes the presence
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::87ce17c935db77e2827779d17efd931c
https://doi.org/10.1016/j.ejor.2010.01.017
https://doi.org/10.1016/j.ejor.2010.01.017