Results 171 to 180 of about 1,037,455 (301)
Cost Functions and Model Combination for VaR-based Asset Allocation using Neural Networks [PDF]
We introduce an asset-allocation framework based on the active control of the value-at- risk of the portfolio. Within this framework, we compare two paradigms for making the allocation using neural networks.
Yoshua Bengio, Nicolas Chapados
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This paper examines the relationship between participation in the EU Rural Development Program and the economic performance of Italian olive farms using a finite‐mixture model with inverse‐probability‐weighted regression adjustment. Based on 2010–2022 FADN panel data, it estimates heterogeneous treatment effects while correcting for selection ...
Francesco Caracciolo, Marilena Furno
wiley +1 more source
Asset Tangibility and Capital Allocation within Multinational Corporations [PDF]
We investigate capital allocation across a firm's divisions that differ with respect to the degree of asset tangibility. We adopt an incomplete contracting approach where the outcome of potential debt renegotiations depends on the liquidation value of ...
Diemo Dietrich
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The USDA's Conservation Reserve Program (CRP) delivers environmental benefits to society by enrolling cropland and grasslands to reestablish or safeguard long‐term vegetative cover. In recent years, the CRP has dramatically increased grassland enrollment while cropland enrollment has been in steady decline. This paper uses descriptive analysis,
Wesley Zebrowski +2 more
wiley +1 more source
International Asset Allocation: A New Perspective [PDF]
We consider an international economy where purchasing power parity (PPP) is violated and financial asset returns and exchange rates follow, in real terms, general diffusion processes driven by K state variables.
Patrice Poncet, Abraham Lioui
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Expanded Farm Safety Net Payments Under the One Big Beautiful Bill Act
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The One Big Beautiful Bill Act (OBBBA) strengthens the agricultural risk coverage (ARC) and price loss coverage (PLC) programs by aligning program parameters more closely with recent market dynamics and allows for an expansion in program acres. This study projects the increases in ARC‐County and PLC payments for corn, soybeans, and wheat under
Oranuch Wongpiyabovorn +5 more
wiley +1 more source
Asset Management Integration (AMI) communication plan
, 2008 This archived document is maintained by the Oregon State Library as part of the Oregon Documents Depository Program. It is for informational purposes and may not be suitable for legal purposes.Title from PDF cover (viewed on May 29 2014)Converted from ...
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Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source
Portfolio Allocation over the Life Cycle: Evidence from Swedish Household Data [PDF]
This paper provides empirical evidence on life-cycle patterns in the asset allocation of Swedish households. Data on household portfolio allocation are collected from the HINK surveys for the period 1982-1992, and portfolio shares of different asset ...
Andersson, Björn
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Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
wiley +1 more source