Portfolio analysis of the publication profile of a unit of interest, ranging from individuals, organizations, to a scientific field or interdisciplinary programs, aims to inform analysts and decision makers about the position of the unit, where it has been, and where it may go in a complex adaptive environment. A portfolio analysis may aim to identify the gap between the current position of an ...

In the early 90’s, donkeys were in danger of extinction as species. In Italy, there were counted few heads of many breeds but, unfortunately, others had already been extinct. With the donkey in danger, there was a risk of disappearance of a part of ecosystem, a biodiversity particularly significant as it represents humans’ history. All countries around the Mediterranean sea, countries of southe...

This paper presents fast algorithms for calculating mean-variance efficient frontiers when the investor can sell securities short as well as buy long, and when a factor and/or scenario model of covariance is assumed. Currently, fast algorithms for factor, scenario, or mixed (factor and scenario) models exist, but (except for a special case of the results reported here) apply only to portfolios ...

We performed an international trial with a newly developed multidimensional assessment protocol for substitution voices based on the European Laryngological Society protocol for ‘common dysphonia’. However, as sound production in SV is largely irregular, we needed some adaptations, in particular of the dimensions perception, acoustic analysis and visual evaluation. The protocol consisted of cli...

Within the past three years, several new AI textbooks have been published, all written by well-known researchers (Dean, Allen, and Aloiminos 1995; Russell and Norvig 1995; Shoham 1994; Ginsberg 1993). Thus, it is not surprising that the authors of each of these textbooks have sought a way to distinguish their own book from the rest. The hook for Stuart Russell and Peter Norvig's new textbook, A...

Kraljic’s purchasing portfolio model, which was introduced in 1983, still is the dominant approach in the profession. Contrary to the growing use of the Kraljic matrix, there are problems and unanswered questions with respect to measurement and strategic issues. Based on explorative case studies, the critique of Kraljic’s model has been disputed and refuted to a large extent. This study describ...

Portfolio theory is a very powerful tool in the modern investment theory. It is helpful in estimating risk of an investor’s portfolio, arosen from lack of information, uncertainty and incomplete knowledge of reality, which forbids a perfect prediction of future price changes. Despite of many advantages this tool is not known and not widely used among investors on Warsaw Stock Exchange. The main...

We discuss a class of risk-sensitive portfolio optimization problems. We consider the portfolio optimization model investigated by Nagai in 2003. The model by its nature can include fixed income securities as well in the portfolio. Under fairly general conditions, we prove the existence of optimal portfolio in both finite and infinite horizon problems.

This study applied a financial portfolio theory to estimate optimal market mixes to minimize the instability of inbound tourist market demand. An empirical analysis was applied to inbound tourists to Taiwan. The results shed light on diversification in tourism market and offer tourism authorities and policy-makers explicit guidelines for risk management in the destination planning process. Spec...

Finding the optimal weights for a set of financial assets is a difficult task. The mix of real world constrains and the uncertainty derived from the fact that process is based on estimates for parameters that likely to be inaccurate, often result in poor results. This paper suggests that a combination of a filtering mechanism based on random matrix theory with time-stamped resampled evolutionar...