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Markowitz mean-variance philosophy, we develop a new portfolio optimization framework which can produce sparse portfolios. The sparsity of the portfolio at each and across periods is characterized by the
Political districting (PD) is a wide studied topic in the literature since the 60s. It typically requires a multi-criteria approach, and mathematical programs are frequently suggested to model the ... motivated the production of a variety of Political Districting (PD) models and methods which follow different, exact and heuristic, optimization approaches. A general picture of the state-of-the-art on this
of our new indices are institutions, democratic principles, political stability, trust, high public spending in health, female participation in the workplace, and economic equality. Within the ... countries with high efficiency scores are generally those that possess quality institutions, democratic principles, political stability and rule of law, and protection of property rights. This goes against
bargaining solution is defended by Thompson (1994) and is arguably consistent with the contractarian ethical philosophy developed by Gauthier (1983) . Mathematically, the objective is to find the largest ... traditional optimization modeling relies on concepts from economics, engineering, and management, fairness modeling brings ethics and philosophy into the picture. This new collaboration may also be mutually
. Inspired by the philosophy of sharing economy, many of the available transport resources on the road, such as minibuses and private vehicles, can offer opportunities for improvement if they can be
is in line with the spatio-temporal analysis results that show that pirates except for the Arabian sea prefer to hit close to the coastline of countries that face political instability, lack of ... companies dealing with the production and distribution of oil, leading to several social and political impacts, since oil and all energy, either primary or secondary, sources (e.g. natural gas, renewables
the characteristics of social learning within networks of friends and strangers. Kim and Ellison (2022) showed that social media encourage social learning of political engagement due to their unique ... affordances such as visibility (i.e., once-invisible political activities by others are now visible on social media feeds). Chung et al. (2021) showed that adolescent peer effect in social media environments
. Unlike previous studies, we include the GPR index to capture risk associated with wars, terrorist acts, and political tensions. Moreover, we test for both static and dynamic analysis using a rolling window ... political events (e.g., the Arab Spring uprising and political tension between Qatar and other Gulf Cooperation Council countries). More interestingly, Qatar, Kingdom of Saudi Arabia, and the United Arab
Economics and Political Science, Sultan Qaboos University , Muscat , Oman 2 School of Business and Law, Edith Cowan University , Joondalup, WA 6027 , Australia - Open Access This article is licensed under a
expectations, confidence, innovations and progress, political determinations, labour disputes and so on–and as anyone familiar with Keynes understands, his list resonates with other work he undertook discussing ... ). Causality and exogeneity in non-stationary economic time series, centre for philosophy of natural and social science, causality . Metaphysics and Methods Technical Reports CTR 18 /04. Hendry , D. F. , & Mizon
, 42 ( Supplement C) , 1 - 14 . Brogaard , J. , Dai , L. , Ngo , P. T. H. , & Zhang , B. ( 2019 ). Global political uncertainty and asset prices . The Review of Financial Studies , 33 ( 4 ), 1737 - 1780 ... Financial Economics , 33 , 3 - 56 . Fama , E. , & MacBeth , J. D. ( 1973 ). Risk, return, and equilibrium: Empirical tests . Journal of Political Economy , 71 , 607 - 636 . Fama , E. F. , & French , K. R
historical review of political events related to ES issues. Indeed, the development and well-being of a population are strongly linked to the availability of reliable and affordable energy sources. The first ... , infrastructures, pollution, prices and political interest, among other things. This broadened approach has become the basis for our empirical study, where 21 ES indicators were selected within the included four
, which could explain causal evidence because of the exogeneity of the ACI, which is not dependent upon the local economic conditions and political environment. ACI also focuses on extremes rather than the ... independent of local economic development and political system and thus can be modelled as an exogenous variable. (2) (3) 4 Empirical results 4.1 Baseline results We present the impulse response results of
one of the most emblematic Inka political, administrative and ceremonial centres in the Northwest Argentina. In order to compare and explore the potential of both techniques, statistical calculations of ... . M. y López, L. (2018). Defensibility Analysis with Geographical Information Systems in a Pukara in the Hualfín Valley, Argentina. En A. Álvarez Larrain y C. Greco (Eds.). Political Landscapes of the
growth in the global economy . MIT Press. Jones , C. I. ( 1995 ). R& D-based models of economic growth . Journal of Political Economy , 103 ( 4 ), 759 - 784 . Jones , C. I. ( 2016 ). The facts of economic ... . Metroeconomica , 68 ( 4 ), 966 - 985 . Pasinetti , L. L. ( 1981 ). Structural change and economic growth . Cambridge University Press. Romer , P. M. ( 1990 ). Endogenous technological change . Journal of political
political process, the consequences of FNaD on supply chain operations have been relatively underexplored (Gupta et al., 2021) . Kaplan and Haenlein (2019) addressed AI “as a system’s ability to ... emerging countries with common economic and political ties as well as government-to-government contacts. Similarly, these nations are making strides toward digitization and AI. Numerous previous studies
political uncertainty: Theory and evidence from the option market . The Journal of Finance , 71 , 2417 - 2480 . Kumar , S. , Sharma , D. , Rao , S. , Lim , W. M. , & Mangla , S. K. ( 2022 ). Past, present ... investment portfolios: Does the optimization process matter? The British Accounting Review , 50 , 379 - 401 . Pastor , L. , & Veronesi , P. ( 2013 ). Political uncertainty and risk premia . Journal of
This work investigates financial volatility cascades generated by SARS-CoV-2 related news using concepts developed in the field of seismology. We analyze the impact of socio-economic and political ... socio-economic and political announcements, as well as of financial stimulus disclosures, on the reference stock markets of the United States, United Kingdom, Spain, France, Germany and Italy. We quantify
. ( 1990 ). Do tournaments have incentive effects . Journal of Political Economy , 98 ( 6 ), 1307 - 1324 . Elaad , G. , Krumer , A. , & Kantor , J. ( 2018 ). Corruption and sensitive soccer games: Cross ... of Political Economy , 31 ( 1 ), 176 - 198 . Kahn , L. M. ( 2000 ). The sports business as a labor market laboratory . Journal of Economic Perspectives , 14 ( 3 ), 75 - 94 . Kendall , G. , Knust , S
. , & List , C. ( 2006 ). A conditional defense of plurality rule: Generalizing May's theorem in a restricted informational environment . American Journal of Political Science , 50 , 940 - 949 . Hoots , L ... : Springer Verlag. Uleri , P. V. ( 2002 ). On referendum voting in Italy: YES, NO, or non-vote? How Italian parties learned to control referendums . European Journal of Political Research , 41 , 863 - 883
