Results 21 to 30 of about 10,140,944 (335)
Stepwise Green Investment under Policy Uncertainty [PDF]
, 2016 We analyse how market price and policy uncertainty, in the form of random provision or retraction of a subsidy, interact to affect the optimal time of investment and the size of a renewable energy (RE) project that can be completed in either a single ...
Chronopoulos, M. +2 more
core +3 more sources
Robust optimal reinsurance–investment strategy with price jumps and correlated claims
Insurance, Mathematics & Economics, 2020 This paper considers the robust optimal reinsurance–investment strategy selection problem with price jumps and correlated claims for an ambiguity-averse insurer (AAI).
Zhiping Chen, Peng Yang
semanticscholar +1 more source
On The Investment Strategies in Occupational Pension Plans [PDF]
SSRN Electronic Journal, 2021 Demographic changes increase the necessity to base the pension system more and more on the second and the third pillar, namely the occupational and private pension plans; this paper deals with Target Date Funds (TDFs), which are a typical investment opportunity for occupational pension planners. TDFs are usually identified with a decreasing fraction of
Bosserhoff, Frank +3 more
openaire +2 more sources
Does FDI Really Matter to Economic Growth in India?
Economies, 2017 The main contribution of this article is to examine the productivity spillover effects from India’s inward foreign direct investment (FDI), controlling for trade, in the framework of the cointegrated vector autoregression (CVAR).
Yoon Jung Choi, Jungho Baek
doaj +1 more source
Investment Strategies Based on Technical Indicators: Evidence of Investor Behavioural Reactions [PDF]
Journal of Asset Management and Financing, 2021 Effectiveness and efficiency of investment is related to the use of technical analysis tools to maximize returns and minimize trading risks as the two challenges researchers commonly face.
Sirous Keshavarz +3 more
doaj +1 more source
IIMB Management Review, 2011 This paper seeks to expand the efficiency paradigm of the eclectic theory in multinational banking within the context of a developing country banking sector.
Fadzlan Sufian
doaj +1 more source
A Bayesian Approach to Measurement of Backtest Overfitting
Risks, 2021 Quantitative investment strategies are often selected from a broad class of candidate models estimated and tested on historical data. Standard statistical techniques to prevent model overfitting such as out-sample backtesting turn out to be unreliable in
Jiří Witzany
doaj +1 more source
Market overreaction and investment strategies [PDF]
Applied Economics, 2015 We investigated the overreaction of the Korean market in response to shocks in the US stock market, and analysed the dynamic relationship between these two markets since 1996. We found that the KOSPI 200 index futures overreacted to the S&P 500 index returns during the period from 2000 to 2009 when the Korean market was in its growth stage.
Han, C., Hwang, S., Ryu, D.
openaire +2 more sources
Journal of Computational and Applied Mathematics, 2020 We propose a new interaction mechanism for n ≥ 2 competitive insurers, under which we investigate the time-consistent equilibrium reinsurance–investment strategy for n insurers. Each insurer can purchase reinsurance for reducing the claim risk and invest
Peng Yang, Zhiping Chen, Ying Xu
semanticscholar +1 more source
Economies, 2017 This article sets out to study the FDI–environment nexus within a dynamic panel data framework. To that end, the pooled mean group (PMG) method of Pesaran et al.
Jungho Baek, Yoon Jung Choi
doaj +1 more source