Fifty years of portfolio optimization–A European perspective

A Salo, M Doumpos, J Liesiö, C Zopounidis - European Journal of …, 2023 - Elsevier
The allocation of resources to alternative investment opportunities is one of the most
important decisions organisations and individuals face. These decisions can be guided by …

Don't miss out on NFTs?! A sentiment-based analysis of the early NFT market

F Horky, L Dubbick, F Rhein, J Fidrmuc - International Review of Economics …, 2023 - Elsevier
This study investigates the impact of Twitter sentiment on the Non-Fungible Token (NFT)
market. Using a dataset of over 5 million English-language tweets on NFTs, we calculate a …

Potensi kesuksesan penerapan pajak penghasilan terhadap transaksi aset kripto di Indonesia

S Hartono, R Budiarsih - Jurnal Pajak Dan Keuangan Negara …, 2022 - jurnal.pknstan.ac.id
Semakin populernya aset kripto di Indonesia, memicu transaksi aset kripto yang semakin
besar. Besarnya transaksi aset kripto di Indonesia tentu memiliki potensi pajak yang besar …

A blockchain‐based framework to optimize shipping container flows in the hinterland

M Mhiri, K Al‐Yafi, B Legros, O Jouini… - International …, 2024 - Wiley Online Library
We address two interrelated issues affecting the hinterland portion of the maritime container
supply chain: reducing the movement of empty containers and reducing empty trips by trucks …

Combating fraudulent returns using blockchain technology

Z Liu, X Cai, W Niu, L Zhang - International Transactions in …, 2024 - Wiley Online Library
Fraudulent returns have become increasingly frequent in the development of online retail
platforms, leading to huge losses for retailers. A blockchain‐based system can help …

Do cryptocurrency investors in the UK need more protection?

Y Wang - Journal of Financial Regulation and Compliance, 2024 - emerald.com
Purpose The existing literature offers various perspectives on integrating cryptocurrencies
into investment portfolios; yet, there is a gap in understanding the behaviours, attitudes and …

Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability

A Bâra, IA Georgescu, SV Oprea, MP Cristescu - IEEE Access, 2024 - ieeexplore.ieee.org
In this paper, we mainly investigate three variables from the price volatility point of view:
Brent crude oil, S&P500 and Bitcoin (BTCUSD), aiming to underline the impact of price …

Generative Evolution Attacks Portfolio Selection

C Li, Z Han, J Jiang, L Zhao, Y Bai… - 2024 IEEE Congress …, 2024 - ieeexplore.ieee.org
It is agreed that portfolio selection is of great importance for the financial market. Numerous
outstanding exact and heuristic algorithms have been proposed in the past decades …

Spectral risk for digital assets

MJ Lu, M Horváth, X Wang, WK Härdle - Review of Quantitative Finance …, 2024 - Springer
Digital assets (DAs) are a unique asset class that presents investors with opportunities and
risks that are contingent upon their particular characteristics such as volatility, type, and …

Piyasa Çarpanları ile Portföy Oluşturma: BİST'te Bir Uygulama

S Yalçın - Ekonomi Politika ve Finans Araştırmaları Dergisi, 2024 - dergipark.org.tr
Portföy oluşturma sürecinde portföye dahil edilecek hisse senetlerini doğru belirleme önemli
bir süreçtir. Literatürde doğru hisse senedini belirlemek için farklı değerleme yöntemleri …