Results 21 to 30 of about 1,450,728 (379)
AlbuCORE: an albumin-based molecular scaffold for multivalent biologics design
mAbs, 2020 As biologics have become a mainstay in the development of novel therapies, protein engineering tools to expand on their structural advantages, namely specificity, affinity, and valency are of interest.
Mario Sanches +13 more
doaj +1 more source
SSRN Electronic Journal, 2020 ABSTRACTWe propose a new asset pricing framework in which all securities' signals predict each individual return. While the literature focuses on securities' own‐signal predictability, assuming equal strength across securities, our framework includes cross‐predictability—leading to three main results.
Kelly, Bryan +2 more
openaire +2 more sources
Portfolio selection: a fuzzy-ANP approach
Financial Innovation, 2020 This study developed specific criteria and a fuzzy analytic network process (FANP) to assess and select portfolios on the Tehran Stock Exchange (TSE).
Masoud Rahiminezhad Galankashi +2 more
semanticscholar +1 more source
On the microeconomic problems studied by portfolio theory [PDF]
, 2012 In the paper we consider economically motivated problems, which are treated with the help of methods of portfolio theory that goes back to the papers by H. Markowitz [1] and J. Tobin [2].
Medvedeva, Marina, Nikonov, Oleg
core +1 more source
An examination of Child and Adolescent Mental Health Services for Māori rangatahi [youth]
International Journal of Adolescence and Youth, 2016 This article offers a review of the literature illustrating factors that can contribute to responsive Child and Adolescent Mental Health Services (CAMHS) for Māori (indigenous population of Aotearoa/New Zealand) rangatahi [12–19-year-old youths].
Kahu McClintock +2 more
doaj +1 more source
Bitcoin and Portfolio Diversification: Portfolio Optimization Approach [PDF]
SSRN Electronic Journal, 2020 This study investigates the performance of Bitcoin as a diversifier under different constraining portfolio optimization frameworks. The study employs different constraining optimization frameworks that seek to maximize risk-adjusted returns (Sharpe ratio) of the portfolio by optimizing allocations to each asset class (asset allocation). The performance
Walid Bakry +3 more
openaire +5 more sources
Fundamental Portfolio Outperforms the Market Portfolio [PDF]
arXiv, 2022 There is substantial empirical evidence showing the fundamental portfolio outperforming the market portfolio. Here a theoretical foundation is laid that supports this empirical research. Assuming stock prices revert around fundamental prices with sufficient strength and symmetry, the fundamental portfolio outperforms the market portfolio in expectation.
arxiv
Can Google Trends search queries contribute to risk diversification? [PDF]
, 2013 Portfolio diversification and active risk management are essential parts of financial analysis which became even more crucial (and questioned) during and after the years of the Global Financial Crisis.
Kristoufek, Ladislav
core +2 more sources
A Test of the Efficiency of a Given Portfolio
, 1989 A test for the ex ante efficiency of a given portfolio of assets is analyzed. The relevant statistic has a tractable small sample distribution. Its power function is derived and used to study the sensitivity of the test to the portfolio choice and to the
M. Gibbons, S. Ross, Jay Shanken
semanticscholar +1 more source
Should Investors Include Bitcoin in Their Portfolios? A Portfolio Theory Approach
The British Accounting Review, 2019 Many papers in recent years have examined the benefits of adding alternative assets to traditional portfolios containing stocks and bonds. Bitcoin has emerged as a new alternative investment for investors which has attracted much attention from the media
Emmanouil Platanakis, Andrew Urquhart
semanticscholar +1 more source