ALPHA-BETA SEPARATION PORTFOLIO STRATEGIES FOR ISLAMIC FINANCE
Baltic Journal of Economic Studies, 2016 The purpose of this paper is to develop a mathematical alpha-beta separation model that can be used to create a core-satellite portfolio management strategy that complies with the principles of Islamic finance. Methodology.
Valentyn Khokhlov
doaj +6 more sources
Some applications of linear difference equations in finance with wolfram|alpha and maple
Ratio Mathematica, 2014 The principle objective of this paper is to show how linear difference equations can be applied to solve some issues of financial mathematics. We focus on the area of compound interest and annuities. In both cases we determine appropriate recursive rules,
Dana Rıhová, Lenka Viskotova
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The Alpha-Heston Stochastic Volatility Model [PDF]
arXiv, 2018 We introduce an affine extension of the Heston model where the instantaneous variance process contains a jump part driven by $\alpha$-stable processes with $\alpha\in(1,2]$. In this framework, we examine the implied volatility and its asymptotic behaviors for both asset and variance options.
Y. Jiao +3 more
arxiv +3 more sources
Analytic solutions of alpha-beta -time- derivatives complex finance chaotic dynamical system: synchronization and extended center manifold. An explicit approach [PDF]
Physica ScriptaAbstract The present study focuses on a real finance nonlinear dynamic system (FNLDS), which has been shown to exhibit chaotic behavior. The solutions for such nonlinear dynamical systems (NLDSs) have typically been derived using numerical techniques.
H I Abdel-Gawad, M A El Mahdy
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Generalization of symmetric $α$-stable Lévy distributions for $q>1$ [PDF]
, 2009 The $\alpha$-stable distributions introduced by L\'evy play an important role in probabilistic theoretical studies and their various applications, e.g., in statistical physics, life sciences, and economics. In the present paper we study sequences of long-range dependent random variables whose distributions have asymptotic power law decay, and which are
Gell-Mann, Murray +3 more
arxiv +4 more sources
Decoupled Relationship Between CSR Bank Disclosures and SME Financing: A Case Study of Alpha Banks in Lebanon [PDF]
International Journal of Economics and Business Administrationnull Mohamad, Manale Khalil
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Three essays on empirical finance : the alphas and betas
, 2009 This thesis is composed by three articles in seemingly unrelated fields. The first article is exploring the effects of short-sales constraints on the delay of information incorporation into stock prices. The second one is estimating the risk and risk-adjusted return of private equity funds.
Tse‐Chun Lin
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Managing trade transactions in the covid era: The rise of e-commerce [PDF]
Journal of Engineering Management and Competitiveness, 2022 The COVID-19 pandemic has widespread and long-lasting implications for the global economy causing general economic stagnation and crisis. Different industries and sectors strive to maintain the functioning of their business and stimulate companies to ...
Bubanja Iva, Vidas-Bubanja Marijana
doaj +1 more source
Presenting an Effective Model for Evaluating Administrative System Health Policies According to Upstream Documents: A Study in Ministry of Economic Affairs and Finance [PDF]
مطالعات مدیریت و توسعه پایدار, 2023 This research has been done with the aim of providing an effective model for evaluating the health policies of the administrative system according to the upstream documents in the Ministry of Economic Affairs and Finance.
Mohammad Rahmani +4 more
doaj +1 more source
AIMS Mathematics, 2023 This article studies a class of variational inequality problems composed of non-divergence type parabolic operators. In comparison with traditional differential equations, this study focuses on overcoming inequality constraints to obtain Hölder and ...
Yudong Sun, Tao Wu
semanticscholar +1 more source