Results 121 to 130 of about 513,531 (373)
Statistical inference for the EU portfolio in high dimensions
, 2020 In this paper, using the shrinkage-based approach for portfolio weights and modern results from random matrix theory we construct an effective procedure for testing the efficiency of the expected utility (EU) portfolio and discuss the asymptotic behavior
Bodnar, Taras +4 more
core
Energy Science &Engineering, EarlyView.A new energy paradigm assisted by AI. ABSTRACT The tremendous penetration of renewable energy sources and the integration of power electronics components increase the complexity of the operation and power system control. The advancements in Artificial Intelligence and machine learning have demonstrated proficiency in processing tasks requiring ...
Balasundaram Bharaneedharan +4 more
wiley +1 more source
A New Approach in Rentability and Capital Risk Management [PDF]
Theoretical and Applied Economics, 2006 The paper deals with an analytical manner with the financial analysis of the decisions of investments, concentrating on the analysis of the profitableness and the risk of financial titles as part of a portfolio on the Romanian market of capital.
Leonardo Badea
doaj +1 more source
Proceedings of the 12th Economics & Finance Conference, Dubrovnik, 2019 Modern Portfolio Theory (MPT) and the Efficient Markets Hypothesis (EMH) have had considerable influence over portfolio management strategies for the last forty years. This is also the time that the bulk of the baby boom generation entered and started to
J. Fischer
semanticscholar +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, EarlyView.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Construct an Empirical Study on the Concept, Modern Portfolio Theory Using Markowitz Model
, 2023 Shshank Chaube
openalex +2 more sources
Portfolio advice before modern portfolio theory: The Belle Epoque of French analyst Alfred Neymarck
Business History, 2019 In this article, we propose an original analysis of advice given by financial analysts prior to WW1. Our article focuses on the writings of A. Neymarck, one of the most popular French analysts in the early 20th Century.
Maxime Merli +2 more
semanticscholar +1 more source
Can Finance Really Become a Strategic Partner to the Business? [PDF]
Much has been written about how finance organizations can become strategic partners with the businesses they support. While purported experts point to a variety of frameworks, scorecards and key performance indicators, etc.
Sanwal, Anand
core +1 more source
Evaluation of Risk Reduction for Portfolio in Islamic Investment Using Modern Portfolio Theory [PDF]
, 2018 Main objective of this study is to maximize expected return and in the same time lowering investment risk. The methodology implemented in this study is modern portfolio theory through diversification assets that has low or negative correlation factor ...
Bakar, N. A. (Nashirah) +1 more
core
The Case of Fleeting Orders and Flickering Quotes
Journal of Futures Markets, EarlyView.ABSTRACT The literature controversially discusses the ambiguous motives and driving forces behind quickly cancelled limit orders (fleeting orders), which are characteristic of high‐frequency markets. In particular, manipulative and dysfunctional characteristics are feared. We analyze top‐of‐book fleeting orders—so‐called flickering quotes—and show with
Markus Ulze +2 more
wiley +1 more source