To examine the familiar tradeoff between risk and return in financial investments, we use a rolling two-stage stochastic program to compare mean-risk optimization models with time series momentum strategies. In a backtest of allocating investment between a market index and a risk-free asset, we...

The transparent and immutable nature of the blockchain provides incentives for organizations wishing to create and implement an open, decentralized governance structure. As members exercise their voting rights, a fault tolerant record accumulates on the blockchain that can be analyzed to...