Results 171 to 180 of about 4,043,177 (393)
Simul-RL Portfolio Framework: Black-Scholes-Merton and Reinforcement Learning for Asset Allocation
IEEE AccessAsset allocation method using reinforcement learning is being actively researched. However, the existing asset allocation methods do not consider the following viewpoints in solving the asset allocation problem.
Jungyu Ahn, Hyoung-Goo Kang
doaj +1 more source
Asset growth and stock return: evidence in the Brazilian market
Revista Contabilidade & Finanças, 2018 Empirical evidence suggests that firms which have experienced fast growth, through increased external funding and by making capital investments and acquisitions, tend to show bad operating performance and lower stock returns, whereas firms that have ...
Márcio André Veras Machado +1 more
doaj +1 more source
Asset Price Distributions and Efficient Markets [PDF]
arXiv, 2018 We explore a decomposition in which returns on a large class of portfolios relative to the market depend on a smooth non-negative drift and changes in the asset price distribution. This decomposition is obtained using general continuous semimartingale price representations, and is thus consistent with virtually any asset pricing model.
arxiv
Macroeconomic Volatility and Stock Market Volatility, World-Wide [PDF]
Notwithstanding its impressive contributions to empirical financial economics, there remains a significant gap in the volatility literature, namely its relative neglect of the connection between macroeconomic fundamentals and asset return volatility.
Francis X. Diebold, Kamil Yilmaz
core
Blockchain‐Empowered H‐CPS Architecture for Smart Agriculture
Advanced Science, EarlyView.This article reviews the current system architectures for smart agriculture and proposes a blockchain‐empowered hierarchical cyber‐physical system (H‐CPS) framework. It discusses the challenges and outlines future research directions, including the use of semantic blockchain to handle complex data and models.
Xiaoding Wang +8 more
wiley +1 more source
The Market for Corporate Assets: Who Engages in Mergers and Asset Sales and are there Efficiency Gains? [PDF]
, 2000 Vojislav Maksimovic, Gordon Phillips
openalex +2 more sources
FIRM-SPECIFIC CHARACTERISTICS, MARKET RISKS AND ASSET QUALITY OF DEPOSIT MONEY BANKS IN NIGERIA
Malete Journal of Accounting and Finance, 2023 The decline in asset quality stimulates the interest to investigate the effect of firm-specific characteristics and asset quality of Deposit Money Banks (DMBs) in Nigeria.
Toluwa Celestine Oladele +1 more
doaj
Liquidity and asset market dynamics [PDF]
We study economies with an essential role for liquid assets in transactions. The model can generate multiple stationary equilibria, across which asset prices, market participation, capitalization, output and welfare are positively related.
Guillaume Rocheteau, Randall Wright
core
Asset Market Reactions to News: An Experimental Study
, 2010 An experimental asset market is used to test the effect of news concerning the underlying value of an asset on its trading price. Participants were divided into two groups and received different expected earnings values.
David Porter, G. Caginalp, L. Hao
semanticscholar +1 more source
Ecofriendly Upcycling of Poly(vinyl chloride) Waste Plastics into Precious Metal Adsorbents
Advanced Science, EarlyView.Poly(vinyl chloride) waste plastics are simply transformed into high‐performance precious metal (PM) adsorbents via a facile and green hydrazine‐functionalization process. The resultant adsorbent effectively and selectively recovers PM from real‐world leachates via its combined chemisorption and reduction mechanisms.
Seung Su Shin +6 more
wiley +1 more source