Search Results - subject:"Efficient Frontier"

The performance of ESG portfolios : evidence from the Chinese market under COVID-19

Wang, Shaolin; Cheng, Ho Cheung; Wang, Jianli; Yick, Ho Yin - In: Economic modelling 143 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015193393

Stochastic frontier analysis and agricultural typologies : applied to Mexico's sugarcane industry

Ortega Diaz, Araceli; Segovia, Miguel Flores; Rivera, … - In: Regional science policy and practice : RSPP 17 (2025) 4, pp. 1-18

This study identifies Mexican sugarcane-planting micro-regions with different productive potential (PP), technical efficiency (TE) and poverty, to propose targeted impact investments. Central to our analysis are three innovative approaches: estimating a Stochastic Production Frontier (SPF) model...

Persistent link: https://www.econbiz.de/10015412133

The impact of corporate sustainability performance on advertising efficiency

Weinmayer, Karl; Garaus, Marion; Wagner, Udo - In: OR spectrum : quantitative approaches in management 46 (2024) 1, pp. 175-209

Persistent link: https://www.econbiz.de/10014519168

The ESG-efficient frontier under ESG rating uncertainty

Chibane, Messaoud; Joubrel, Mathieu - In: Finance research letters 67 (2024) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10015062288

Dominant smart contracts based on major bargaining solutions

Fadafan, Elmira Mohammadhosseini; Vetschera, Rudolf - In: Group decision and negotiation 33 (2024) 2, pp. 327-350

Persistent link: https://www.econbiz.de/10015045909

The impact of the Georgian Real Estate Investment Trust on the performance of various portfolios

Berishvili, Vakhtang; Didmanidze, Monika - In: Financial studies 28 (2024) 3, pp. 6-25

, and Efficient Frontier analysis. Portfolios in the study included various assets such as Georgian Commercial Banks USD …

Persistent link: https://www.econbiz.de/10015374726

Metal price behaviour during recent crises : COVID-19 and the Russia-Ukraine conflict

Van der Nest, Matthew; Van Vuuren, Gary - In: Journal of economic and financial sciences : JEF 16 (2023) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10013531912

A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization

Krejić, N.; Krulikovski, E. H. M.; Raydan, Marcos - In: Operations research forum 4 (2023) 4, pp. 1-24

Persistent link: https://www.econbiz.de/10014388587

Asset allocation using a Markov process of clustered efficient frontier coefficients states

Alexander, Nolan; Scherer, William T.; Thompson, Jamey - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-21

We propose a novel asset allocation model using a Markov process of states defined by clustered efficient frontier …

Persistent link: https://www.econbiz.de/10014514020

Sensitivity to measurement errors of the distance to the efficient frontier

Briere, Marie; Simar, Léopold; Szafarz, Ariane; … - 2023

Persistent link: https://www.econbiz.de/10014279640

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