Optimal Allocation of Diversification Benefits

The benefits of tenure diversification

Financial Crisis and Financialization Acuity on the Diversification Benefits of Commodities: a Stochastic Asset Allocation Framework

This research investigates the portfolio diversification benefits of commodities in the backdrop of uncertainty caused by the financial crisis, increased Financialization and speculation in commodity markets. Portfolios are formed out of varied asset classes comprise of equity, bond, infra structure, commodity spot & futures indices and sectoral indices such as agri, metals and energy sectors o...

The Optimal Allocation of Iran's Natural Gas

T he optimal allocation of natural gas resources to various uses such as final and intermediate consumption, injection into oil fields, and exports can help policymakers to use this kind of resources efficiently. Empirical evidence support using hyperbolic discount rates instead of fixed discount rates in the economic literature. The purpose of this study is to maximize the social we...

Optimal Allocation of Ships to Quay Length in Container Ports

Due to the continuously increasing container trade, many terminals are presently operating at or close to capacity. An efficient terminal is one that facilitates the quick transshipment of containers to and from ships. In this sake, this paper addresses the ship assignments problem at a maritime container terminal, where ships are normally assigned to specific quay cranes until the work is fini...

Online Resource Allocation with Structured Diversification

A variety of modern data analysis problems, ranging from finance to job scheduling, can be considered as online resource allocation (ORA) problems. A key consideration in such ORA problems is some notion of risk, and suitable ways to alleviate risk. In several settings, the risk is structured so that groups of assets, such as stocks, are exposed to similar risks. In this paper, we present a for...