Results 101 to 110 of about 13,843 (175)

Conditional CAPM in financial risk management: a quantile autoregression approach

, 2014
Paper presented at Strathmore International Math Research Conference on July 23 - 27, 2012 The study aims to provide a comprehensive description of dependence pattern of a stock by studying a range of betas derived as quantiles of conditional return distribution using quantile regression based on moving window regression.We investigate predictability ...
Kube, Ananda, Leo, Odongo, Mwita , Peter
openaire   +1 more source

Sensitivity to changes in oil prices, tax returns and the cross-section of stock returns: The present situation for net-oil exporting economies. [PDF]

Heliyon
Lou Q, Iqbal N, Alraey Y.
europepmc   +1 more source

Exploring time and frequency linkages of green bond with renewable energy and crypto market. [PDF]

Ann Oper Res, 2022
Yadav MP, Tandon P, Singh AB, Shore A, Gaur P.   +4 more
europepmc   +1 more source

Modelling time-varying volatility using GARCH models: evidence from the Indian stock market. [PDF]

F1000Res, 2022
Ali F, Suri P, Kaur T, Bisht D.
europepmc   +1 more source

Agentic Finance: An Adaptive Inference Framework for Bounded-Rational Investing Agents. [PDF]

Entropy (Basel)
Montañez Jacquez S, Clippinger JH, Moroney M.   +2 more
europepmc   +1 more source

Is CSR linked to idiosyncratic risk? Evidence from the copula approach. [PDF]

Ann Oper Res, 2022
Mefteh-Wali S, Rais H, Schier G.
europepmc   +1 more source

Portfolio Optimization with a Mean-Entropy-Mutual Information Model. [PDF]

Entropy (Basel), 2022
Novais RG, Wanke P, Antunes J, Tan Y.
europepmc   +1 more source

Relative Entropy and Minimum-Variance Pricing Kernel in Asset Pricing Model Evaluation. [PDF]

Entropy (Basel), 2020
Rojo-Suárez J, Alonso-Conde AB.
europepmc   +1 more source

Hedging oil price risk with gold during COVID-19 pandemic. [PDF]

Resour Policy, 2021
Salisu AA, Vo XV, Lawal A.
europepmc   +1 more source