Results 11 to 20 of about 1,599,930 (369)
Portfolio Flows and Household Portfolios
SSRN Electronic Journal, 2023 In this paper, we show that cross-border portfolio flows around the peak of the European Crisis induced households to rebalance their portfolios toward housing. Estimating difference-in-differences regressions around Draghi’s “Whatever It Takes” speech in July 2012 with household data from the ECB’s Household Finance and Consumption Survey, we find ...
Dominik Boddin +3 more
openaire +2 more sources
Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio [PDF]
Mathematical Finance, 2018 AbstractCover's celebrated theorem states that the long‐run yield of a properly chosen “universal” portfolio is almost as good as that of the best retrospectively chosen constant rebalanced portfolio. The “universality” refers to the fact that this result is model‐free, that is, not dependent on an underlying stochastic process.
Cuchiero, Christa +2 more
openaire +6 more sources
SSRN Electronic Journal, 2021 COVID-19 has taught us that a pandemic can significantly increase biometric risk and at the same time trigger crashes of the stock market. Taking these potential co-movements of financial and non-financial risks into account, we study the portfolio problem of an agent who is aware that a future pandemic can affect her health and personal finances.
Kraft, Holger, Weiss, Farina
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SSRN Electronic Journal, 2000 Capital flows to developing countries are small and are mostly take the form of loans rather than direct foreign investment. We build a simple model of North-South capital flows that highlights the interplay between diminishing returns, production risk and sovereign risk.
Kraay, Aart +3 more
openaire +5 more sources
IEEE Photonics Journal, 2014 We tested the imaging capabilities for variants of a 1550-nm swept-source fiber-based optical coherence tomography system with a telecentric system incorporated at the end of its sample arm. The system was designed for in vivo imaging of burns; therefore,
Dan P. Popescu +2 more
doaj +1 more source
Deep Learning for Portfolio Optimization
The Journal of Financial Data Science, 2020 In this article, the authors adopt deep learning models to directly optimize the portfolio Sharpe ratio. The framework they present circumvents the requirements for forecasting expected returns and allows them to directly optimize portfolio weights by ...
Zihao Zhang +2 more
semanticscholar +1 more source
Reverse quantum annealing approach to portfolio optimization problems [PDF]
Quantum Machine Intelligence, 2018 We investigate a hybrid quantum-classical solution method to the mean-variance portfolio optimization problems. Starting from real financial data statistics and following the principles of the Modern Portfolio Theory, we generate parametrized samples of ...
D. Venturelli, A. Kondratyev
semanticscholar +1 more source
Microbiome, 2019 The National Institutes of Health (NIH) is the primary federal government agency for biomedical research in the USA. NIH provides extensive support for human microbiome research with 21 of 27 NIH Institutes and Centers (ICs) currently funding this area ...
NIH Human Microbiome Portfolio Analysis Team
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From a Pathophysiological Concept to a New Drug
European Psychiatry, 2022 Although antipsychotics were discovered over fifty years ago, it took another decade until dopamine antagonism was demonstrated as central to their clinical effectiveness.
G. Németh
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Ultrasonics Sonochemistry, 2022 Propelled by enormous increase in demand for fuel sources, Canadian oil sands are becoming increasingly important as a fuel source due to their abundance and upgrading capability.
Rija Ansari, Deepak M. Kirpalani
doaj +1 more source