Results 111 to 120 of about 343,694 (202)

Intelligent system for portfolio optimization for novel volatility forecasting using machine learning. [PDF]

Sci Rep
Biswas T, Dey A, Mandal G, Ghosh N.
europepmc   +1 more source

On the Shortfall of Tail-Based Entropy and Its Application to Capital Allocation. [PDF]

Entropy (Basel)
Li P, Yin C.
europepmc   +1 more source

Event studies in international finance research. [PDF]

J Int Bus Stud, 2023
El Ghoul S, Guedhami O, Mansi SA, Sy O.
europepmc   +1 more source

Cross-section without factors: a string model for expected returns. [PDF]

Quant Finance
Distaso W, Mele A, Vilkov G.
europepmc   +1 more source

Equity premium forecasting with reliability-screened forward-looking signals. [PDF]

PLoS One
Huh J, Jeon J, Jeong S.
europepmc   +1 more source

Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach. [PDF]

PLoS One
Zhang D, Yan X, Shen F.
europepmc   +1 more source

Modeling unemployment duration, determinants and insurance premium pricing of Malaysia: insights from an upper middle-income developing country. [PDF]

SN Bus Econ, 2022
Khoo WC, Yeah KL, Hong SY.
europepmc   +1 more source

The beta anomaly and the conditional capm in the Norwegian stock market

, 2017
Masteroppgave(MSc) in Master of Science in Finance - Handelshøyskolen BI ...
Juneja, Anmol, Bordvik, Stig
openaire   +1 more source

ESTIMASI PARAMETER PADA STANDARD CAPM (CAPITAL ASSETS PRICING MODEL) DENGAN METODE GMM (GENERALIZED METHOD OF MOMENTS)

, 2014
Tujuan utama dari analisis regresi adalah menduga parameter yang tidak diketahui dalam model. Tiga metode estimasi populer yang banyak digunakan adalah kuadrat terkecil (Least-Squares) dan likelihood maksimum (Maximumum Likelihood) dan metode momen ...
ESTIMASI PARAMETER PADA STANDARD CAPM (CAPITAL ASSETS PRICING MODEL) DENGAN METODE GMM (GENERALIZED METHOD OF MOMENTS)
core  

Smart betas, return models and the tangency portfolio weights. [PDF]

PLoS One
Lennartsson J, Ekman C.
europepmc   +1 more source