Purpose This study identifies residual, persistent, or resilient risks that remain even after
controls for systematic and sentiment risk and extensive portfolio diversification are applied …

Abstract The Aim of This Research Is to Study the Effect of Parametric Uncertainty on
Choosing the Optimal Investment Portfolio. In Most Realistic Problems, The Parameters of …

The burdens of a competitive market and drastic changes in technology compel IT
executives to optimize organizational effectiveness through increased productivity and …

This dissertation aims to value the equity of a Tunisian company: Sotipapier. As pointed in
the corporate finance literature review-under the first section of the dissertation-, distinct …

The term fat tails appears quite often in popular literature, but precise definitions and their
quantitative consequences are frequently absent. In this article, the author aims to correct …

The concept of diversification is well understood by both academics and investment
professionals. In forming a mean-variance efficient portfolio, investment managers look for …