CONTEXT Even though diversification of horticultural production systems allows farmers to
cope with risks and uncertainties, strategies for raising profitability usually aim to improve the …

Using a sample of 21 develo** and developed countries, we analyze whether a well-
diversified investor of traditional assets (stocks, bonds, real estate, and commodities) may …

In comparison with mean-variance and equally-weighted portfolios, a multi-asset risk parity
portfolio can maximize the return per unit of risk by making the total risk contribution of …

This thesis contributes to the field of portfolio selection by constructing and analyzing the
impact of incorporating higher-moments by Polynomial goal programming. We construct the …

Conic financial theory is based on the existence of a two price economy (bid and ask prices)
for market valuation and risk measures. We study the portfolio selection problem within the …