Results 251 to 260 of about 55,729 (303)

Portfolio Optimization: A Neurodynamic Approach Based on Spiking Neural Networks. [PDF]

Biomimetics (Basel)
Khan AH, Mohammed AM, Li S.
europepmc   +1 more source

Revisiting price linkages between London and Shanghai base metal futures markets: A time-frequency connectedness analysis. [PDF]

PLoS One
Pan C, Shen W.
europepmc   +1 more source

Advanced investing with deep learning for risk-aligned portfolio optimization. [PDF]

PLoS One
Nguyen MD.
europepmc   +1 more source

Consumption in asset returns

Svetlana Bryzgalova, Jiantao Huang, Christian Julliard   +2 more
openaire   +3 more sources

Parametric portfolio policy with momentum-based sentiment trading strategy. [PDF]

PLoS One
Lee WY, Lin YH, Yu JR, Lien D.
europepmc   +1 more source

Asset-light business model: An examination of investment-cash flow sensitivities and return on invested capital

International Journal of Hospitality Management, 2019
The purpose of this study is to investigate the effects of the asset-light business model on investment-cash flow sensitivities and return on invested capital in the lodging industry.
Kwanglim Seo
exaly   +2 more sources

Disclosures and Asset Returns [PDF]

Econometrica, 2003
Public information in financial markets often arrives through the disclosures of interested parties who have a material interest in the reactions of the market to the new information. When the strategic interaction between the sender and the receiver is formalized as a disclosure game with verifiable reports, equilibrium prices can be given a simple ...
openaire   +3 more sources

Demographic Structure and Asset Returns [PDF]

Review of Economics and Statistics, 2001
This paper investigates the association between population age structure, particularly the share of the population in the ‘prime saving years’ (40 to 64), and the returns on stocks and bonds. The paper is motivated by recent claims that the aging of the ‘baby boom’ cohort is a key factor in explaining the recent rise in asset values, and by predictions
openaire   +1 more source

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ON THE SHAPE OF ASSET RETURN DISTRIBUTION

Communications in Statistics: Simulation and Computation, 2002
ABSTRACT In this paper we investigate the shape of the asset return distribution using all shares index of Helsinki Stock Exchange and Standard & Poor's 500 index of New York Stock Exchange. In both cases the power exponential distribution is used to model the shape of the return distribution and the inference is cross-checked with Student t ...
Juuso Töyli, Kimmo Kaski, Antti Kanto
openaire   +1 more source