Results 261 to 270 of about 1,759,344 (279)

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

Institutional work in making sustainability reporting mandatory in Indonesia through sustainable finance

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, Ni Nyoman Ayu Diantini, I. M. S. N. Sudirman, I. P. G. Sudana, Ni Putu Achintya Wibawa Putri, Kadek Dwi Linda Yanthi   +5 more
semanticscholar   +1 more source

Alpha Momentum and Alpha Reversal in Country and Industry Equity Indexes

Journal of Empirical Finance, 2018
Do past alphas predict future country and industry returns? Examination of equity indexes from 51 stock markets between 1973 and 2018 allows us to demonstrate new return patterns in the cross-section of country and industry returns. Past short-term (long-
Adam Zaremba, Mehmet Umutlu, Andreas S. Karathanasopoulos   +2 more
semanticscholar   +1 more source

Does one model fit all in global equity markets? Some insight into market factor based strategies in enhancing alpha

International Journal of Finance and Economics, 2018
The sources of risk in a marketplace are systematic, cross‐sectional, and time varying in nature. Though the capital asset pricing model (CAPM) provides an excellent risk–return framework and the market beta may reflect the risk associated with risky ...
S. Mohanty
semanticscholar   +1 more source

Mutual fund alpha and daily market-timing ability

Studies in Economics and Finance, 2019
Purpose This study aims to examine whether mutual funds can earn daily alpha and time daily market return. Design/methodology/approach Based on the Treynor and Mazuy (1966) model and the Henriksson and Merton (1981) model, the author tests the daily ...
Qiang Bu
semanticscholar   +1 more source

FinMARS: A Mobile App Rating Scale for Finance Apps

International Conference on Information Communication and Management, 2019
Mobile apps increasingly replace face-to-face interactions between financial service providers and their customers. Therefore, it is critical for developers of finance apps to understand users' perception thereof, and to be able to assess the quality of ...
Johannes Huebner, Carlo Schmid, Mehdi Bouguerra, A. Ilic   +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

Developing agro-pastoral entrepreneurship: bundling blended finance and technology

Enterprise Development and Microfinance, 2019
Development of agro-pastoral and pastoral entrepreneurship in arid and semi-arid lands (ASAL) of East Africa is constrained by lack of access to financial services, limited technology, and low capacity to engage in high value crop production.
E. Wakwabubi, Y. Ahmed, Stephen Omware
semanticscholar   +1 more source

Alpha Duties: The Search For Excess Returns and Appropriate Fiduciary Duties

, 2019
Modern finance theory and investment practice have shifted toward “passive investing.” The current consensus is that most savers should invest in mutual funds or ETFs that are (i) well-diversified, (ii) low-cost, and (iii) expose their portfolios to age ...
I. Ayres, Edward G. Fox
semanticscholar   +1 more source

Ways to Finance for Alpha

, 2023

openalex   +1 more source