New trends and recent developments in OR techniques for sustainability, environment and social transition in economics and finance
New trends and recent developments in OR techniques for sustainability, environment and social transition in economics and finance
PGP for portfolio optimization: application to ESG index family
The conventional portfolio design approach assumes Gaussian return distributions, but this is not accurate in practice. Asymmetric and heavy-tailed return distributions necessitate consideration of higher-order moments such as skewness and kurtosis, in addition to mean and variance.
The complex ethics of management science
Ethics does not exist per se. It is forever in the making and remains
embedded in a context that links it to reality. Because management science is
about action and decision-making, it offers a prime field for ethics to be put
The Impact of Frequency and Magnitude of Natural Disasters on Inventory Prepositioning
Natural disasters have been adversely affecting human societies for many centuries. One effective strategy in preparation for a timely response to such disasters is inventory prepositioning. Holding the right amount of inventory is critical in minimizing the social and economic impact and cost.
A Multi-Objective Pair Trading Strategy: Integrating Neural Networks and Cyclical Insights for Optimal Trading Performance
Crowdfunding for sustainable development: comparing stand-alone and combined applications
Sustainable crowdfunding practices (SCPs) are presented to analyse how and to what extent crowdfunding is able to promote sustainable development, when applied both stand-alone and in combination with other crowd and open-based technologies.