Results 11 to 20 of about 324,991 (340)
SSRN Electronic Journal, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nicole Branger +2 more
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Quantitative Finance and Economics, 2021 In this study, we exploit the information contained in financial innovations in precious metals for hedging the risks associated with the Asia-Pacific equities during the current pandemic.
Abdulsalam Abidemi Sikiru +1 more
doaj +1 more source
Mathematics, 2022 This paper estimates the comovement between two leading cryptocurrencies and the G7 stock markets. It then attempts to explain the comovement with the rational investment theory by examining whether it is driven by market uncertainty measures, public ...
Ruzita Abdul-Rahim +3 more
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Disentangling the effects of hedge fund activism on firm financial and social performance
Strategic Management Journal, 2020 Research Summary We investigate how hedge fund activism affects firms' financial and social performance. So far, research has examined either the impact of hedge fund activism on firms' short‐term financial performance, or how other types of shareholder ...
Mark R. DesJardine, Rodolphe Durand
semanticscholar +1 more source
The Dollar and Gold: Which is the Safest Haven? COVID-19 Evidence
Economics and Business, 2023 This paper examines the dynamic correlation between the US dollar and gold prices during the coronavirus pandemic to determine which of the two assets is a safer haven from an investor’s perspective.
Bousbia Salah Rahima +2 more
doaj +1 more source
INFAD, 2014 Introducción. Tradicionalmente, la investigación sobre engagement-bournout ha relacionado esta emoción bipolar académica con otras características del alumnado, ya enumeradas en anteriores comunicaciones.
Jesús de la Fuente +3 more
doaj +1 more source
Hedging performance of multiscale hedge ratios [PDF]
Journal of Futures Markets, 2019 AbstractIn this study, the wavelet multiscale model is applied to selected assets to hedge time‐dependent exposure of an agent with a preference for a certain hedging horizon. Based on the in‐sample and out‐of‐sample portfolio variances, the wavelet‐based generalized autoregressive conditional heteroskedasticity (GARCH) model produces the lowest ...
Jahangir Sultan +3 more
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Rewrite Closure and CF Hedge Automata [PDF]
, 2012 We introduce an extension of hedge automata called bidimensional context-free hedge automata. The class of unranked ordered tree languages they recognize is shown to be preserved by rewrite closure with inverse-monadic rules.
A. Bouajjani +6 more
core +6 more sources
Effective Basemetal Hedging: The Optimal Hedge Ratio and Hedging Horizon [PDF]
Journal of Risk and Financial Management, 2008 This study investigates optimal hedge ratios in all base metal markets. Using recent hedging computation techniques, we find that 1) the short-run optimal hedging ratio is increasing in hedging horizon, 2) that the long-term horizon limit to the optimal hedging ratio is not converging to one but is slightly higher for most of these markets, and 3) that
Dewally, Michael, Marriott, Luke
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Stock selection with random forest: An exploitation of excess return in the Chinese stock market
Heliyon, 2019 In recent years, a variety of research fields, including finance, have begun to place great emphasis on machine learning techniques because they exhibit broad abilities to simulate more complicated problems.
Zheng Tan, Ziqin Yan, Guangwei Zhu
doaj +1 more source