Results 231 to 240 of about 165,145 (313)

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková   +4 more
wiley   +1 more source

Tracking decarbonization of multilateral development banks' electricity generation investments.

open access: yesCell Rep Sustain
Egli F   +5 more
europepmc   +1 more source

Time Integrals Under the Black–Scholes–Merton and Margrabe Economies

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT The problem of integrating the Black, Scholes, and Merton (BSM) formula with respect to the time variable is paramount for an economist. Inspired by the real options literature, Shackleton and Wojakowski offer analytic formulae for valuing finite maturity (profit) caps and floors that are contingent on continuous flows following a lognormal ...
José Carlos Dias   +3 more
wiley   +1 more source

Strategic Delay and Bargaining Over Public Insurance Coverage for Drugs in Australia

open access: yesHealth Economics, EarlyView.
ABSTRACT Public funding for pharmaceuticals often follows repeated negotiation between manufacturers and a public agency, yet little empirical work examines how the timing of agreement reflects the economic structure of these interactions. Using a duration model of negotiations in Australia from 2005 to 2018, we assess whether observed patterns of ...
Jing Jing Li, Anthony Harris
wiley   +1 more source

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