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Is Commodity Index Investing Profitable? [PDF]
The Journal of Index Investing, 2018 Using a comprehensive dataset of first-, second-, and third-generation commodity indices, we investigate the potential diversification benefits in equity-bond portfolios. The results show that first-generation commodity indices are outperformed by enhanced indices.
Tobias Fethke, Marcel Prokopczuk
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Journal of Dairy Science, 1980 Abstract A profitability index for evaluation of sires on predicted lifetime production of daughters and their progeny was developed from sire evaluations for milk yield, fat yield, and stay ability. Indexes of milk and stayability for first lactations were used to calculate proofs for stayability in later lactations.
Jorn Bakker +2 more
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A New Look on the Profitability of Fixed and Indexed Mortgage Products [PDF]
Mathematics, 2023 This study presents a novel approach to analyzing the present value of total profit for fixed and indexed mortgage products in order to determine the optimal mortgage interest rate that would maximize the bank’s expected total profit based on applying the approach used in operations research to the field of finance.
Paoyu Huang +3 more
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Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence [PDF]
SSRN Electronic Journal, 2010 ABSTRACTAmerican options on the S&P 500 index futures that violate the stochastic dominance bounds of Constantinides and Perrakis (2009) from 1983 to 2006 are identified as potentially profitable trades. Call bid prices more frequently violate their upper bound than put bid prices do, while violations of the lower bounds by ask prices are ...
George A. Constantinides +3 more
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A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability
The Journal of Finance, 1991 ABSTRACTThis paper investigates the efficiency of the market for stock index futures and the profitability of index arbitrage for The Chicago Board of Trade's Major Market Index contracts. The spot value of the index is computed with transactions prices for the component shares of the index obtained from the Fitch database.
Y. Peter Chung
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THE STUDY OF IMPACT OF FACTORS ON PROFITABILITY INDEX OF RECONSTRUCTION OF THE DWELLINGS
Municipal economy of cities, 2020 The article deals with the study of impact of organizational and technological factors on the index of recon-struction profitability of dwellings of first mass series on condition of habitants’ eviction while doing operations. We find lack of information on the methodology of the study of such objects in informative sources . Factual dwellings’
Т. Dubelt
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Profitability of simple technical trading rules of Chinese stock exchange indexes [PDF]
Physica A: Statistical Mechanics and its Applications, 2015 Although technical trading rules have been widely used by practitioners in financial markets, their profitability still remains controversial. We here investigate the profitability of moving average (MA) and trading range break (TRB) rules by using the Shanghai Stock Exchange Composite Index (SHCI) from May 21, 1992 through December 31, 2013 and ...
Hong Zhu +3 more
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Association between technical and economic performance indexes and dairy farm profitability [PDF]
Revista Brasileira de Zootecnia, 2020 ABSTRACT This study aimed to evaluate the determinant profitability indexes of typical dairy farms located in Brazil. The empirical sample included detailed technical and financial information of 61 Brazilian dairy farms across a longitudinal data set (10 years).
Rodrigo de Andrade Ferrazza +4 more
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A holistic approach to enhance reliability and profitability through reliable efficiency index optimization and renewable energy integration. [PDF]
Sci RepAlizadeh H +3 more
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Study of Factors That Affect Hospital’s Profitability Index
Korea International Accounting Review, 2008 조덕영
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