Results 131 to 140 of about 24,814 (240)

Using Deep Learning Conditional Value‐at‐Risk Based Utility Function in Cryptocurrency Portfolio Optimisation

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang   +3 more
wiley   +1 more source

Risk Aversion and Economic Policy Uncertainty Impacts on Investor Attention: Evidence From International Stock Markets Indices

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the relationship between economic policy uncertainty, risk aversion, and investors' attention for 15 equity indices across Asia, Europe, and North America. Our empirical results indicate that both risk aversion and economic uncertainty significantly increase the Google Search Volume across all equity indices.
Stephanos Papadamou   +2 more
wiley   +1 more source

Climate Change Laws and European Stock Markets: An Event Analysis

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis   +2 more
wiley   +1 more source

Detection and evaluation of clusters within sequential data. [PDF]

open access: yesData Min Knowl Discov
Van Werde A   +3 more
europepmc   +1 more source

A Comparative Study on the Irrigation Suitability of Kerala's Rivers Using Fuzzy AHP and Conventional Methods

open access: yesIrrigation and Drainage, EarlyView.
ABSTRACT Food security in Kerala depends on effective irrigation, but poor‐quality irrigation water poses threats such as salinity, sodicity and reduced soil productivity. Although past assessments have been localised, this study presents the first comprehensive, statewide evaluation of irrigation water suitability across 44 major rivers in Kerala.
Raji Karuna   +2 more
wiley   +1 more source

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