Results 61 to 70 of about 134,260 (327)
The concept of stochastic dominance in ranking investment alternatives [PDF]
Ekonomski Anali, 2005 In order to rank investments under uncertainty, the most widely used method is mean variance analysis. Stochastic dominance is an alternative concept which ranks investments by using the whole distribution function.
Trifunović Dejan
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Survey on the application of deep learning in algorithmic trading
Data Science in Finance and Economics, 2021 Algorithmic trading is one of the most concerned directions in financial applications. Compared with traditional trading strategies, algorithmic trading applications perform forecasting and arbitrage with higher efficiency and more stable performance ...
Yongfeng Wang, Guofeng Yan
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Characterization of arbitrage-free markets
, 2005 The present paper deals with the characterization of no-arbitrage properties of a continuous semimartingale. The first main result, Theorem \refMainTheoremCharNA, extends the no-arbitrage criterion by Levental and Skorohod [Ann. Appl. Probab.
Strasser, Eva
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Russia’s Contract Arbitrage [PDF]
, 2014 Ukraine is poised to restructure its debt, but Russia may hold the best cards in the negotiation. Russia bought $3 billion in Ukrainian Eurobonds in late 2013 to prop up a political ally, since-deposed.
Gelpern, Anna
core +2 more sources
No unbounded arbitrage, weak no market arbitrage and no arbitrage price system conditions; Equivalent conditions [PDF]
Journal of Mathematical Economics, 2010 Abstract Page and Wooders [Page Jr., F.H., Wooders, M., 1996. A necessary and sufficient condition for compactness of individually rational and feasible outcomes and existence of an equilibrium. Economics Letters 52, 153–162] prove that the no unbounded arbitrage (NUBA), a special case of a condition in Page [Page, F.H., 1987.
Ha-Huy, Thai, Nguyen, Manh Hung
openaire +7 more sources
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT In the context of the global green transformation of supply chains, corporate greenwashing has exhibited a networked diffusion trend, yet the role of chain leaders in this governance process remains unclear. Based on resource orchestration theory (ROT), this study uses data from Chinese A‐share listed firms and their supply chain partners ...
Zhe Sun +4 more
wiley +1 more source
ANALYSIS OF THE INVESTMENT ARBITRAGE STRATEGY USING FINANCIAL MULTIPLIERS
Статистика и экономика, 2016 This article describes an algorithm for stock pairs trading using financial multipliers of underlying companies. This algorithm has been tested on historical data and compared with classical Bollinger bands strategy.
Dmitry S. Pashkov
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To sell or store? Assessing smallholder farmers' willingness to pay for potato cold storage in Kenya
Food and Energy Security, 2023 Storage of food commodities for some time after harvest can play an important role in alleviating the downside of price fluctuations in developing countries.
Josiah M. Ateka, Robert Mbeche
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Energies, 2021 Conventional fossil-fuel-based power systems are undergoing rapid transformation via the replacement of coal-fired generation with wind and solar farms.
Ekaterina Bayborodina +3 more
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Commodity Option Return Predictability
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates the predictability of delta‐hedged commodity option returns using 103 predictors. We estimate several linear and nonlinear machine learning models and forecast ensembles using futures options data on seven commodities.
Constant Aka +2 more
wiley +1 more source