In the present work, three fatty acid eutectics of capric acid (CA)–lauric acid (LA), capric acid–palmitic acid (PA), and capric acid–stearic acid (SA) were prepared through melt-blending followed by ultrasonication and were investigated as model phase change materials (PCMs); for...

Fast economic growth in China has generated energy and environmental problems. Fixed-asset investments have contributed significantly to energy consumption. In China, an energy conservation assessment (ECA), a mechanism similar to the existing environmental impact assessment (EIA), has been...

The ultrafine composite fibers consisting of lauric acid (LA), polyethylene terephthalate (PET), and silica nanoparticles (nano-SiO2) were prepared through the materials processing technique of electrospinning as an innovative type of form-stable phase change materials (PCMs). The effects of...

The classes of reward-risk optimization problems that arise from different choices of reward and risk measures are considered. In certain examples the generic problem reduces to linear or quadratic programming problems. An algorithm based on a sequence of convex feasibility problems is given for...

This study documents how China's stock market is able to contribute differently and substantially to the diversification benefits of international investment portfolios. Moreover, allowing exposure to the stock market in China allows international investors to span combinations in the...

The relevance of a fund manager's educational and experience profile to the size of investment portfolio return has been the subject of recurrent research in the last decade. While previous research considered an external reference point of view analysing industry-wide aggregated data, little...

This paper investigates the sources of time-varying risk for the US stock and bond markets. The model captures the change in the risk premium due to each market's own volatility risk and the covariance risk. We test for the effects of macroeconomic news on time-varying volatility as well as...

This paper unifies the classical theory of stochastic dominance and investor preferences with the recent literature on risk measures applied to the choice problem faced by investors. First, we summarize the main stochastic dominance rules used in the finance literature. Then we discuss the...