Overcoming barriers of food supply chain in Malaysıa by Japanese food companies

Abstract

Markowitz mean-variance portfolio theory is one of the most widely used approaches in portfolio selection. Recently another possible approach have been developed showing that efficient portfolios can be found by solving stochastic dominance constrained portfolio optimization problem. In this paper, we consider portfolio optimization problem with Second order Stochastic Dominance (SSD) constraints for Borsa Istanbul Stocks. Our results show that, for Borsa Istanbul, more efficient portfolios can be obtained with SSD constraint than conventional one. Furthermore we present SSD pairwise efficiency of stocks returns at Borsa Istanbul by using second order SD criteria. The results are important in terms of risk measures of an investment return.

Risk management of green supply chains for agricultural products based on social network evaluation framework

“…Literature sources (Li & Li, 2020;Radzi et al, 2016;Yazdani et al, 2019) 1 Organization management risk Supply chain structural stability (Wang, 2011) 2 Fairness of benefit distribution (Wang, 2011) 3 Core enterprise coordination and control ability (Wang, 2011) 4…”

“…Mutual trust between key partners (Wang, 2011) 5 Effectiveness of risk response mechanisms (Wang, 2011) 6 Quality and safety risk Supplier raw material quality and safety (Radzi et al, 2016) 7 Environmental pollution risk (Li & Li, 2020) 8 Production and processing technology safety (Wang, 2011) 9…”