Results 131 to 140 of about 513,531 (373)
Hydrogen Halide Gas Sensors: Active Materials, Operation Principles, and Emerging Technologies
Interdisciplinary Materials, EarlyView.This review considers hydrogen halide (HX) gas sensors across functional materials and principles: acoustic, chemical, optical and nanophotonic. The strong acidity and reactivity of HX gases are discussed as constraints for stability and selectivity of these devices.
Xiuzhen Liu +12 more
wiley +1 more source
Capital Markets and Foreign Ownership Restrictions: An Empirical Analysis of Emerging Stock Markets [PDF]
In the 1990s, the hot issue in international finance was the growing interest of portfolio managers in the emerging stock markets. The interest in the emerging markets gained rapid attention, which is evident from the global trends, towards the opening ...
Javed Anwar, M. Tariq Javed
core
Eligible assets, investment strategies and investor protection in light of modern portfolio theory: Towards a risk-based approach for UCITS. ECMI Policy Briefs No. 2, 18 September 2006 [PDF]
, 2006 As the European Commission is currently in the process of preparing its White Paper on the enhancement of the EU framework for investment funds (scheduled for November 2006), now is a good time to reflect on whether the UCITS framework needs a radical ...
Casey, Jean-Pierre.
core
Climate Change Laws and European Stock Markets: An Event Analysis
International 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
On the Use of a Cash Flow Time-Series to Measure Property Performance [PDF]
Modern portfolio theory is increasingly being used to guide real estate portfolio decisions. However, to obtain meaningful results from complex mathematical techniques, the input data must meet at least two conditions: property values must be measured ...
Jesse M. Abraham
core
Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment
International Journal of Finance &Economics, EarlyView.ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani +4 more
wiley +1 more source
Markowitz Random Forest: Weighting Random Forest Trees with Modern Portfolio Theory
, 2022 Eleftherios Kouloumpris +1 more
openalex +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT Big data and financial innovations are vital to enhancing the performance of banking institutions. However, limited evidence exists on the effects of big data applications and financial innovation on bank performance. This study addresses this gap by constructing a theoretical framework linking big data applications and financial innovations ...
Mandella Osei‐Assibey Bonsu +1 more
wiley +1 more source
Asset Pricing - A Brief Review [PDF]
I first introduce the early-stage and modern classical asset pricing and portfolio theories. These include: the capital asset pricing model (CAPM), the arbitrage pricing theory (APT), the consumption capital asset pricing model (CCAPM), the intertemporal
Li, Minqiang
core +1 more source
The conditional performance of UK property funds [PDF]
, 1999 The evaluation of investment fund performance has been one of the main developments of modern portfolio theory. Most studies employ the technique developed by Jensen (1968) that compares a particular fund's returns to a benchmark portfolio of equal risk.
Lee, Stephen
core