Results 141 to 150 of about 503,543 (339)
Reconciling mean-variance portfolio theory with non-Gaussian returns
, 2021 Nathan Lassance
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Universal portfolios in stochastic portfolio theory
, 2015 Consider a family of portfolio strategies with the aim of achieving the asymptotic growth rate of the best one. The idea behind Cover's universal portfolio is to build a wealth-weighted average which can be viewed as a buy-and-hold portfolio of portfolios. When an optimal portfolio exists, the wealth-weighted average converges to it by concentration of
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British Educational Research Journal, EarlyView.Abstract Bourdieu's sociological concept of social capital highlights its significance in enabling individuals to access other forms of capital for personal advantage. In the literature on university students' employability, particularly that concerning international and non‐local students, social capital is widely recognised as a key asset, alongside ...
Fang Gao, Thanh Pham
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Backtesting Portfolio Value-at-Risk with Estimated Portfolio Weights [PDF]
This paper theoretically and empirically analyzes backtesting portfolio VaR with estimation risk in an intrinsically multivariate framework. For the first time in the literature, it takes into account the estimation of portfolio weights in forecasting ...
Pei Pei
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Restoring Trust: Rebuilding the Forest Carbon Credit System Through Scientific Rigor
Biological Diversity, EarlyView.ABSTRACT As pivotal nature‐based climate solutions (NbCS), forests are increasingly recognized for their climate mitigation potential. However, this potential is undermined by fundamental flaws in current carbon credit systems. Our analysis identifies four interconnected systemic challenges: (1) subjective additionality assessments arising from ...
Xiaoqian Che, Shaokun Li
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Construct an Empirical Study on the Concept, Modern Portfolio Theory Using Markowitz Model
, 2023 Shshank Chaube
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Media Attention to Climate Change and Investor Flows in US Equity Mutual Funds
Business Strategy and the Environment, EarlyView.ABSTRACT This paper investigates how climate‐related news influences mutual fund investor behaviour in the United States. Although prior research has documented the financial relevance of climate risks, little is known about how media attention to climate change shapes capital allocation across mutual funds.
Laura Andreu +3 more
wiley +1 more source
Differences in audit quality between audit firms: The impact of audit-firm portfolio characteristics. [PDF]
Companies generate financial statements that are used for decision making by various stakeholders and the quality of those financial statements depends on the quality of the external auditor.
Gaeremynck, Ann +2 more
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Applications of Modern Portfolio Theory in Resource Allocation and Asset Management for Institutional Investors: A Review [PDF]
Chang Wu
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