Results 221 to 230 of about 982,306 (342)
Hedge Fund Performance, Classification with Machine Learning, and Managerial Implications
British Journal of Management, EarlyView.Abstract Prior academic research on hedge funds focuses predominantly on fund strategies in relation to market timing, stock picking and performance persistence, among others. However, the hedge fund industry lacks a universal classification scheme for strategies, leading to potentially biased fund classifications and inaccurate expectations of hedge ...
Emmanouil Platanakis +3 more
wiley +1 more source
Portfolio Choice with Market-Credit Risk Dependencies [PDF]
, 2018 Lijun Bo, Agostino Capponi
openalex +1 more source
Risk and return prediction for pricing portfolios of non-performing consumer credit
, 2021 Siyi Wang +6 more
openalex +2 more sources
Housing as the Fifth Pillar of the Welfare State: Why Spain Needs Structural Reform
The Political Quarterly, EarlyView.Abstract Spain's ongoing housing crisis reflects the cumulative effects of fragmented governance, underinvestment and financialisation. Despite recent reforms, structural challenges persist, threatening affordability and social inclusion. This article diagnoses the roots of Spain's housing failures, explores pathways for systemic reform and argues that
Montserrat Pareja‐Eastaway
wiley +1 more source
Ratings Migration and the Business Cycle, with Application to Credit Portfolio Stress Testing
, 2000 A. Bangia, F. Diebold, Til Schuermann
semanticscholar +1 more source
Methods of economic assessment of credit risks by loan portfolio [PDF]
, 2019 Irina Kuzmina
openalex +1 more source
International Journal of Urban and Regional Research, EarlyView.Abstract This article examines how modern class dynamics become intertwined with automated classifications and data‐driven regimes of value creation under digital capitalism by demonstrating how housing markets shape asset inequalities and middle‐class formation in South Africa.
Julien Migozzi
wiley +1 more source
The British Journal of Sociology, EarlyView.ABSTRACT How are capital and the family interconnected in contemporary capitalism? In this article, we argue that they come together in owning relations. By owning capital across generations, families bridge the temporal gap between the durability of capital and the finite lifespan of private property holders and thus resolve the problem of bona ...
Jens Beckert, Isabell Stamm
wiley +1 more source
A fast wavelet expansion technique for Vasicek multi-factor model of portfolio credit risk
, 2012 Kensuke Ishitani
openalex +2 more sources