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Credit Purchase Decision at PT. Finansia Multi Finance Bangkinang Based on Quality of Service and Trust

Greenation International Journal of Economics and Accounting, 2023
This study aims to determine the purchase decision on credit at PT. Finansia Multi Finance Bangkinang which is influenced by service quality and trust partially and simultaneously.
Librina Tria Putri   +5 more
semanticscholar   +1 more source

Smart Alpha: active management with unstable and latent factors

Quantitative finance (Print), 2021
Factor investing has attracted increasing interest in the investment industry because purely active and passive solutions have underperformed. Its success depends critically on identifying the factors involved and timing this well, but this is hard to do
Christophe Boucher   +3 more
semanticscholar   +1 more source

Thousands of Alpha Tests

The Review of financial studies, 2020
Data snooping is a major concern in empirical asset pricing. We develop a new framework to rigorously perform multiple hypothesis testing in linear asset pricing models, while limiting the occurrence of false positive results typically associated with ...
Stefano Giglio, Yuan Liao, D. Xiu
semanticscholar   +1 more source

Quantifying ESG alpha using scholar big data: an automated machine learning approach

International Conference on AI in Finance, 2020
ESG (Environmental, social and governance) alpha strategy that makes sustainable investment has gained popularity among investors. The ESG fields of study in scholar big data is a valuable alternative data that reflects a company's long-term ESG ...
Qian Chen, Xiao-Yang Liu
semanticscholar   +1 more source

The Effect of Social Media on Corporate Innovation: Evidence from Seeking Alpha Coverage

Management Sciences
Seeking Alpha (SA) is the most popular crowdsourced social media platform specializing in the financial analysis of U.S. firms, and it attracts over 17 million visitors per month.
Qiyang He   +3 more
semanticscholar   +1 more source

Kumaraswamy Alpha Power Lomax Distribution: Properties and Applications in Actuarial Sciences

Statistics, Optimization & Information Computing
The Kumaraswamy alpha power Lomax model, a five-parameter sub-model of the Kumaraswamy alpha power transformed family, is explored in detail. It is of particular interest because there are a variety of possible symmetrical and asymmetrical forms for the ...
Wondimu Fikre   +2 more
semanticscholar   +1 more source

Portfolio Design Beta, Alpha, Variance on Inconsistent Stocks in Indonesia LQ45 Index

Journal of Ecohumanism
Optimal portfolios have become a major concern in finance, especially in the investment context. This research aims to explore the concept of an optimal portfolio by applying beta, alpha, and variance methods, as well as considering active and passive ...
D. F. Salim   +3 more
semanticscholar   +1 more source

Investor Sentiment and Mutual Fund Alpha

Journal of Behavorial Finance, 2020
The author examines the relationship between investor sentiment and mutual fund alpha. The author finds that investor sentiment plays a significant role in the value and occurring probability of alpha and the probability of earning alpha is high when ...
Qiang Bu
semanticscholar   +1 more source

Symbolic AI Approaches: Wolfram|Alpha and Context-Free Grammar

Wilmott Magazine
This series of four articles will take a deep dive into the world of artificial intelligence (AI) with a view of its current and potential applications in finance.
Wolfram Wolfram
semanticscholar   +1 more source

Dynamically consistent alpha‐maxmin expected utility

Mathematical Finance, 2019
The alpha‐maxmin model is a prominent example of preferences under Knightian uncertainty as it allows to distinguish ambiguity and ambiguity attitude. These preferences are dynamically inconsistent for nontrivial versions of alpha.
Patrick Beissner, Qian Lin, F. Riedel
semanticscholar   +1 more source

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