Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent. [PDF]
PLoS Onede-la-Rica-Escudero A +2 more
europepmc +1 more source
Brexit and Its Impact on EU Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin +3 more
wiley +1 more source
TARFA: A Novel Approach to Targeted Accounting Range Factor Analysis for Asset Allocation. [PDF]
Entropy (Basel)de Leon JJ, Medda F.
europepmc +1 more source
The Archway Investment Fund Semi Annual Report, Spring 2014 [PDF]
, 2013 Bryant University, Archway Investment Fund
core +2 more sources
International Journal of Finance &Economics, EarlyView.ABSTRACT This study draws on framing theory to investigate how microfinance institutions (MFIs) strategically construct a vulnerability‐oriented organisational identity and how this framing influences their funding decisions during the pre‐campaign phase of prosocial crowdfunding.
Ana Paula Matias Gama +3 more
wiley +1 more source
Designing a Smart Product-Service System to support digital crowdfunding platforms. [PDF]
Sci RepSalwin M, Waszkiewicz AE.
europepmc +1 more source
Household Consumption Intentions by Income Group During Monetary Policy Easing and Tightening
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate how the monetary policy interest rate affects Brazilian households' consumption intentions under two distinct regimes: monetary easing and tightening cycles. Using data from low‐ and high‐income households, we assess both the magnitude and the dynamics of this relationship.
Helder Ferreira de Mendonça +1 more
wiley +1 more source
Strategic equity compensation: A delphi-AHP approach to industry-specific governance design for RSUs. [PDF]
PLoS OnePark WA, Sernova E, Park CY.
europepmc +1 more source
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
An integrated TOPSIS and ARAS method multi-criteria decision-making approach for optimizing investment portfolios using goal programming and genetic algorithm model. [PDF]
Sci RepPisal P +6 more
europepmc +1 more source