Results 241 to 250 of about 1,976,936 (266)

Processus stables et applications en finance: CAPM, risque, choix des portefeuilles, evaluation des options dans un marche "alpha stables"

1996
Bibliographie : 10 p.
openaire   +1 more source

Building on Finance Theory to Forge the Future of Investment Practice

Journal of Portfolio Management
Academic asset pricing research has served as a foundational element in quantitative investing over the past several decades. However, its neoclassical assumptions and preference for parsimony have made academic research less useful when applied directly
B. Jacobs, Kenneth N. Levy
semanticscholar   +1 more source

Innovation in the Quality of Returns and Alpha Strategies of China's A-shares under the Background of Digital Finance

Journal of Statistics and Economics
The rapid development of digital finance has profoundly transformed the ecosystem of China's A-share market, providing a new path for enhancing the quality of returns and optimizing Alpha strategies. This article, through theoretical analysis, explores how digital financial technology can enhance the quality of A-share returns by improving information ...
openaire   +1 more source

Religion based investing and illusion of Islamic Alpha and Beta

Pacific-Basin Finance Journal, 2018
Among the recent literature, that compares the performance of Islamic and conventional mutual funds, two important dimensions have been widely neglected.
Bushra Naqvi, S. Rizvi, Nawazish Mirza, K. Reddy   +3 more
semanticscholar   +1 more source

A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance

Numerical Algorithms, 2023
Jaspreet Kaur, S. Natesan
semanticscholar   +1 more source

FAITH AND FINANCE: ADVANCING GEN ALPHA’S ECONOMIC THROUGH ISLAMIC KNOWLEDGE

The role of Islamic knowledge in advancing and sustaining economic development is crucial, especially in the context of Generation Alpha (Gen-Alpha), the cohort born from 2010 onwards. As this generation grows up in a highly digital and interconnected world, Islamic principles offer valuable frameworks for ethical decision-making, financial ...
Ramadhan, Fahmy Aditya, Rafi'i, Muhammad
openaire   +1 more source

Goodness-of-fit test for $$\alpha$$-stable distribution based on the quantile conditional variance statistics

Statistical Methods and Applications, 2021
Marcin Pitera, Aleksei V Chechkin, Agnieszka Wyłomańska   +2 more
exaly  

How does green finance affect green total factor productivity? Evidence from China

Energy Economics, 2022
Chi-Chuan Lee, Chien-Chiang Lee
exaly  

Mutual Fund Alpha: Is It Managerial or Emotional?

Journal of Behavioral Finance, 2021
Qiang Bu
exaly  

Investor Sentiment and Mutual Fund Alpha

Journal of Behavioral Finance, 2020
Qiang Bu
exaly