ESG: a new dimension in portfolio allocation

New Dimension in Drug Addiction Therapy

A New Method for Merchandizing Surplus Allocation

Locational Marginal Pricing (LMP) is a method for energy pricing in deregulated power systems. Loss and congestion cause different prices for energy at load or generation buses. In this pricing method there is a different between payments of customers and revenue of generators which is called Merchandizing Surplus (MS). Independent System Operator (ISO) receives MS and generally renders it to T...

Emerging Markets – A New Paradigm for ESG Investing

Emerging markets and ESG (Environmental, Social, and Governance) investing have been two of the fastest growing investment specialty areas over the past decade but for very different reasons. Emerging market growth rates were driven by a rising middle class, need for more advanced infrastructure and regulation, and an increased international flow of goods and capital. ESG investing, on the othe...

Portfolio Allocation for Bayesian Optimization

Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive black-box optimization scenarios. It uses Bayesian methods to sample the objective efficiently using an acquisition function which incorporates the posterior...

Equity Allocation and Portfolio Selection in Insurance

A discrete time probabilistic model, for optimal equity allocation and portfolio selection, is formulated so as to apply to (at least) reinsurance. In the context of a company with several portfolios (or subsidiaries), representing both liabilities and assets, it is proved that the model has solutions respecting constraints on ROE’s, ruin probabilities and market shares currently in practical u...