An Analysis of Behavioral Biases in Investment Decision-Making
Individual investor’s behavior is extensively influenced by various biases that highlighted in the growing discipline of behavior finance. Therefore, this study is also one of another effort to assess the impact of behavioral biases in investment ...
G. Madaan, Sanjeet Singh
semanticscholar +1 more source
Optimal Investment with Transaction Costs under Cumulative Prospect Theory in Discrete Time [PDF]
We study optimal investment problems under the framework of cumulative prospect theory (CPT). A CPT investor makes investment decisions in a single-period financial market with transaction costs. The objective is to seek the optimal investment strategy that maximizes the prospect value of the investor's final wealth.
arxiv
Interdependence between Green Financial Instruments and Major Conventional Assets: A Wavelet-Based Network Analysis [PDF]
This paper examines the interdependence between green financial instruments, represented by green bonds and green stocks, and a set of major conventional assets, such as Treasury, investment-grade and high-yield corporate bonds, general stocks, crude oil, and gold. To that end, a novel wavelet-based network approach that allows for assessing the degree
arxiv +1 more source
Analysis of the determinants of foreign direct investment in Ghana
Purpose The factors that determine foreign direct investment (FDI) are important to policy-makers, investors, the banking industry and the public at large.
Michael Asiamah, D. Ofori, Jacob Afful
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Commitment in relationships: An updated meta‐analysis of the Investment Model
This article provides a systematic review and updated meta-analysis of the extant literature on Rusbult's Investment Model of Commitment. This meta-analysis aimed to determine the strength of the associations between commitment and its antecedents and to
Peter Tran, Madeline Judge, Y. Kashima
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Optimal Control of Investment for an Insurer in Two Currency Markets [PDF]
In this paper, we study the optimal investment problem of an insurer whose surplus process follows the diffusion approximation of the classical Cramer-Lundberg model. Investment in the foreign market is allowed, and therefore, the foreign exchange rate model is considered and incorporated.
arxiv
Foreign Portfolio Investment and Economy: The Network Perspective [PDF]
The European Union and Eurozone present an inquisitive case of strongly interconnected network with high degree of dependence among nodes. This research focused on investment network of European Union and its major trading partners for specific time period 2001 to 2014. The changing investment patterns within Eurozone suggest strong financial and trade
arxiv
Long Term Optimal Investment in Matrix Valued Factor Models [PDF]
Long term optimal investment problems are studied in a factor model with matrix valued state variables. Explicit parameter restrictions are obtained under which, for an isoelastic investor, the finite horizon value function and optimal strategy converge to their long-run counterparts as the investment horizon approaches infinity.
arxiv
Investment behavior and firms' financial performance: A comparative analysis using firm-level data from the wine industry [PDF]
This paper assesses the role of financial performance in explaining firms' investment dynamics in the wine industry from the three European Union (EU) largest producers. The wine sector deserves special attention to investigate firms' investment behavior given the high competition imposed by the latecomers.
arxiv
Foreign Direct Investment, Trade, and Economic Growth: An Empirical Analysis of Bangladesh
The study reveals that there is a relationship between foreign direct investments, trade, and growth rate of per capita GDP for Bangladesh with the help of annual time series data for 1973 to 2014.
M. E. Hussain, M. Haque
semanticscholar +1 more source