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Should Investors Include Bitcoin in Their Portfolios? A Portfolio Theory Approach
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
Background Non-pharmaceutical interventions (NPIs) are used to reduce transmission of SARS coronavirus 2 (SARS-CoV-2) that causes coronavirus disease 2019 (COVID-19). However, empirical evidence of the effectiveness of specific NPIs has been inconsistent.
Yang Liu+5 more
doaj +1 more source
Cryptocurrency portfolio management with deep reinforcement learning [PDF]
Portfolio management is the decision-making process of allocating an amount of fund into different financial investment products. Cryptocurrencies are electronic and decentralized alternatives to government-issued money, with Bitcoin as the best-known ...
Zhengyao Jiang, Jinjun Liang
semanticscholar +1 more source
Municipal Compost as a Nutrient Source for Organic Crop Production in New Zealand
About 1% of New Zealand farmland is managed organically. Nitrogen is the nutrient most likely to limit organic crop production. A potential solution is incorporation of compost to supply N.
Abie Horrocks+3 more
doaj +1 more source
Machine Learning and Portfolio Optimization
The portfolio optimization model has limited impact in practice because of estimation issues when applied to real data. To address this, we adapt two machine learning methods, regularization and cross-validation, for portfolio optimization.
Gah-Yi Ban, N. Karoui, Andrew E. B. Lim
semanticscholar +1 more source
Complex Valued Risk Diversification [PDF]
Risk diversification is one of the dominant concerns for portfolio managers. Various portfolio constructions have been proposed to minimize the risk of the portfolio under some constrains including expected returns. We propose a portfolio construction method that incorporates the complex valued principal component analysis into the risk diversification
arxiv +1 more source
Wage arbitrage through skilled emigration: Evidence from the Pacific Islands
Abstract Skilled workers in poor countries earn wages a fraction of that of their counterparts in rich nations. Here, we estimate the opportunities for wage arbitrage from emigration of workers from the Pacific Islands into Australia and New Zealand. Our calculations, based on wages earned by graduate accountants, computer science graduates and cooks ...
Satish Chand+2 more
wiley +1 more source
Abstract The valuation effects on international investment position induced by the exchange rate volatility are not uniform or easily manageable in small and vulnerable economies when compared with larger developing or developed countries. To investigate the underlying dynamics, we developed a foreign currency exposure index over the period 2006–2019 ...
Devendra Kumar Jain+4 more
wiley +1 more source
Optimum Risk Portfolio and Eigen Portfolio: A Comparative Analysis Using Selected Stocks from the Indian Stock Market [PDF]
Designing an optimum portfolio that allocates weights to its constituent stocks in a way that achieves the best trade-off between the return and the risk is a challenging research problem. The classical mean-variance theory of portfolio proposed by Markowitz is found to perform sub-optimally on the real-world stock market data since the error in ...
arxiv
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks [PDF]
Portfolio optimization has been an area of research that has attracted a lot of attention from researchers and financial analysts. Designing an optimum portfolio is a complex task since it not only involves accurate forecasting of future stock returns and risks but also needs to optimize them.
arxiv +1 more source