Results 131 to 140 of about 343,694 (202)

Factor-based deep reinforcement learning for asset allocation: Comparative analysis of static and dynamic beta reward designs. [PDF]

PLoS One
Jung NH, Oh T.
europepmc   +1 more source

Dynamic interdependence between consumer confidence and housing prices: Evidence from bootstrap rolling window causality tests. [PDF]

PLoS One
Guan Y, Su C, Wang Y.
europepmc   +1 more source

The Impact of Digital Currency Innovation: Risk Spillover Effects Between the Cryptocurrency and Traditional Financial Markets. [PDF]

Entropy (Basel)
Zhuang L, Liu Y.
europepmc   +1 more source

The Conditional CAPM and the Cross-Section of Expected Returns.

Most empirical studies of the static capital asset pricing model (CAPM) assume that betas remain constant over time and that the return on the value-weighted portfolio of all stocks is a proxy for the return on aggregate wealth.
Jagannathan, Ravi, Wang, Zhenyu
core  

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

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

Charting a "Green Path" for Recovery from COVID-19. [PDF]

Environ Resour Econ (Dordr), 2020
Mukanjari S, Sterner T.
europepmc   +1 more source

Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors

This paper tests the conditional and non-conditional versions of the Capital Asset Pricing Model (CAPM) in Gulf Cooperation Council GCC capital markets -wide equity sectors upon daily data during the period from February 22ed 2007 to February 22ed 2012 ...
Mohamed CHIKHI, Fatma BENNACEUR, Ali BENDOB   +2 more
core  

A Quasi-Monte Carlo Method Based on Neural Autoregressive Flow. [PDF]

Entropy (Basel)
Wei Y, Xi W.
europepmc   +1 more source