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
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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 Evolution of Alpha in Finance Harnessing Human Insight and LLM Agents [PDF]
The pursuit of alpha returns that exceed market benchmarks has undergone a profound transformation, evolving from intuition-driven investing to autonomous, AI powered systems. This paper introduces a comprehensive five stage taxonomy that traces this progression across manual strategies, statistical models, classical machine learning, deep learning ...
Mohammad Ariful Islam
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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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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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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
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Journal of Construction Business and Management, 2020 The infrastructure deficit in developing countries is vast and current developmental initiatives fail to meet the requirements. There is a need for housing, clean water, sewerage facilities, transport and telecommunications infrastructure.
M. F. Tshehla, E. Mukudu
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Sustainable Energy Efficient Human-Centered Digital Solutions for ESG Megacities Development
Frontiers in Energy Research, 2022 This study demonstrates algorithms that assist municipal administrations to make the best environmental decisions. The algorithms developed by large alpha-class municipal governments with assistance of department of environmental agency data analyst ...
Sergey Evgenievich Barykin +8 more
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An accurate solution for the generalized Black-Scholes equations governing option pricing
AIMS Mathematics, 2020 Today industries related to finance are essentially implementing advanced mathematical tools. In 1973, Fisher Black and Myron Scholes developed an eminent stochastic model which later coined as Black-Scholes differential equations for option pricing ...
Ashish Awasthi, Riyasudheen TK
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