post-COVID period. Hedging effectiveness demonstrates that the dynamic portfolio weights strategy is better than hedge …

This paper develops a dynamic portfolio selection model incorporating economic uncertainty for business cycles. It is … regime-switching regression model on the two market risk factors, we develop an entropy-based dynamic portfolio selection … empirical Sharpe and return to entropy ratios, the dynamic portfolio under the proposed strategy is much improved in contrast …

-termism), and its consequences on green investments. We adopt a dynamic portfolio model, which contrary to conventional static mean … variants, we explore the cases where innovation efforts are spent on fossil fuel or clean energy sources. Detailing dynamic … portfolio decisions in such a way may allow us for better pathways to empirical tests and may provide guidance to some online …

dynamic portfolio model that integrates negative as well as positive externality effects and via (2) econometric analyses of … the dynamic portfolio approach to obtain model-driven results and evaluate those through our empirical evidence using …