Results 261 to 270 of about 2,004,439 (305)
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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
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
Smart Alpha: active management with unstable and latent factors
Quantitative finance (Print), 2021Factor 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
Symbolic AI Approaches: Wolfram|Alpha and Context-Free Grammar
Wilmott MagazineThis 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
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Quantifying ESG alpha using scholar big data: an automated machine learning approach
International Conference on AI in Finance, 2020ESG (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
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Journal of Accounting in Emerging Economies
PurposeThis study examines the institutional work that led to mandatory sustainability reporting in Indonesia, focusing on ALPHA’s role in introducing GRI-based standards and influencing regulatory evolution under POJK 51/2017.Design/methodology ...
Putu Agus Ardiana +5 more
semanticscholar +1 more source
PurposeThis study examines the institutional work that led to mandatory sustainability reporting in Indonesia, focusing on ALPHA’s role in introducing GRI-based standards and influencing regulatory evolution under POJK 51/2017.Design/methodology ...
Putu Agus Ardiana +5 more
semanticscholar +1 more source
Proceedings of the 6th ACM International Conference on AI in Finance
Recent technological advancements and macroeconomic changes have led to a surge in individual investors’ participation in capital markets. However, these investors face challenges in making investment decisions due to bounded rationality, characterized ...
Daesan Oh +3 more
semanticscholar +1 more source
Recent technological advancements and macroeconomic changes have led to a surge in individual investors’ participation in capital markets. However, these investors face challenges in making investment decisions due to bounded rationality, characterized ...
Daesan Oh +3 more
semanticscholar +1 more source
Creating and Testing a Personal Finance Motivation Scale Based on Self‐Determination Theory
Financial Planning ReviewWe create a Personal Finance Motivation scale to measure the motivation to understand and manage one's personal finances. The scale is designed to measure intrinsic motivation, four forms of extrinsic motivation (identified, introjected, external ...
Jaclyn J. Beierlein, Lexi McCoy
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The Effect of Social Media on Corporate Innovation: Evidence from Seeking Alpha Coverage
Management SciencesSeeking 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 ComputingThe 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
Investor Sentiment and Mutual Fund Alpha
Journal of Behavorial Finance, 2020The 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