Results 161 to 170 of about 13,953 (241)

A dynamic conditional regime-switching GARCH CAPM for energy and financial markets

, 2019
Christian Urom, Julien Chevallier, Bangzhu Zhu   +2 more
openalex   +2 more sources

Out-of-Sample Industry Return Predictability: Evidence from A Large Number of Predictors [PDF]

, 2011
Rapach, David E., Strauss, Jack K., TU, Jun, Zhou, Guofu   +3 more
core   +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

Can We Resurrect the CAPM in Japan? Evaluating Conditional Asset Pricing Models by Incorporating Time-varying Price of Risk

, 2009
Chikashi Tsuji
openalex   +2 more sources

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

Entropy (Basel)
Wei Y, Xi W.
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

Graph attention-based heterogeneous multi-agent deep reinforcement learning for adaptive portfolio optimization. [PDF]

Sci Rep
Zhang B.
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

Ph.D. Dissertation - Empirical Derivation of the Optimal Informed Investors’ Portfolio and Test of the Conditional CAPM

, 2016
Alain Guéniche
openalex   +1 more source