Recent papers show that, due to estimation errors, existing and rather advanced mean-variance
theory-based portfolio strategies do not consistently outperform the naïve 1/N portfolio …

This paper deals with the construction of the covariance matrix for portfolio optimization. We
show that in terms of the ex-post standard deviation of the global minimum variance portfolio…

We discuss the estimation of the covariance matrix of stock returns for portfolio optimization
and show that for constructing the global minimum variance portfolio (GMVP), there is no …

… Disatnik and H. Brucker … where j stands for the momentum density of the solution in the
absence of a macroscopic … J'At T = 0, when vo is assumed to be equal to -~(m4So/n40)O~ol …

This article studies the interaction between corporate hedging and liquidity policies. We present
a theoretical model that shows how corporate hedging facilitates greater reliance on cost…

Mitochondrial dynamics play a crucial role in the pathobiology underlying Alzheimer's disease
(AD) and Parkinson's disease (PD). Although a complete scientific understanding of these …

In this work, a target-based drug screening method is proposed exploiting the synergy effect
of ligand-based and structure-based computer-assisted drug design. The new method …

Implementing in practice the classical mean‐variance theory for portfolio selection often results
in obtaining portfolios with large short sale positions. Also, recent papers show that, due …

Investment decisions play a crucial role in the way consumers manage their wealth, and
therefore, it is important to understand how consumers make these decisions. This research …

… David Disatnik & Liron Sivan … The focus of Disatnik and Sivan (2016) is also the
unimportance of multicollinearity concerns in moderated multiple regression analysis, but the …