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An integrated TOPSIS and ARAS method multi-criteria decision-making approach for optimizing investment portfolios using goal programming and genetic algorithm model. [PDF]
Sci RepPisal P +6 more
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Stochastic responses and marginal valuation. [PDF]
Proc Natl Acad Sci U S AHansen LP, Souganidis P.
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Cryptocurrency in sport: a thematic review. [PDF]
Front PsychiatryZhou X +8 more
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Differentiated impacts of climate physical risks on the Indian power sector. [PDF]
iScienceJindal A, Kerkhofs R, Shrimali G.
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Forecasting of interval carbon price in China based on decomposition-reconstruction-ensemble framework. [PDF]
Carbon Balance ManagHu B, Cheng Y.
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How surface texture affects consumers' willingness to pay: Evidence from smartphone covers. [PDF]
PLoS OneKadoya Y +4 more
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Empirical asset pricing models data, empirical verification, and model search
, 2018 Jeng, Jau-Lian 1955- +1 more
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Autoencoder Asset Pricing Models
SSRN Electronic Journal, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gu, Shihao, Kelly, Bryan, Xiu, Dacheng
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SSRN Electronic Journal, 2010
As an asset is traded, its varying prices trace out an interesting time series. The price, at least in a general way, reflects some underlying value of the asset. For most basic assets, realistic models of value must involve many variables relating not only to the individual asset, but also to the asset class, the industrial sector(s) of the asset, and
James E. Gentle, Wolfgang K. HHrdle
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As an asset is traded, its varying prices trace out an interesting time series. The price, at least in a general way, reflects some underlying value of the asset. For most basic assets, realistic models of value must involve many variables relating not only to the individual asset, but also to the asset class, the industrial sector(s) of the asset, and
James E. Gentle, Wolfgang K. HHrdle
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Testing Habits in an Asset Pricing Model [PDF]
SSRN Electronic Journal, 2010 We develop an asset pricing model with external habit formation. The model predicts that the effect of consumption shocks on the equity premium depends on the business cycle. We test this empirical implication using a VAR model of the U.S. postwar economy whose parameters are estimated conditioning on Markov-switching regimes that shift according to ...
Melisso Boschi +2 more
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