Recently a number of mathematical programming models have been developed to assist
banks in their portfolio (balance sheet) management decision making. Generally, the model …

Portfolio managers and individual investors alike are in quest of efficient asset allocation
models that simultaneously express environmental, social, and governance (ESG) …

Various studies have been carried out to establish the key drivers impacting small enterprise
performance in developing countries. Despite many policy-oriented studies to uncover the …

The recent convergence of two allogeneous disciplines, financial and computational
engineering, has created a new mode of scientific inquiry. Both disciplines rely upon theoretical …

A dynamic portfolio policy is one that periodically rebalances an optimally diversified
portfolio to account for time‐varying correlations. In order to sustain target‐level Sharpe …

The importance of volatility modeling is evidenced by the voluminous literature on temporal
dependencies in financial market assets. A substantial body of this literature relies on …

Quantitative modelling of the asset‐liability management (ALM) problem faced by banking
institutions is reexamined in this paper. The model presented here joins stochastic …

Determining a fair price and an appropriate timescale to trade municipal debt is a complex
decision. This research uses data informatics to explore transaction characteristics and …

The purpose of this paper is to model the nonparametric realized volatility of the US based
futures contract for dollar exchange with the South African rand (ZAR). We find that the Kajiji-4 …

During the last decade, public school researchers in the US have devoted substantial effort
to indentify the factors that most effectively impact the two targeted high school achievement …