Results 91 to 100 of about 6,534 (244)
Functional Ecology, EarlyView.Read the free Plain Language Summary for this article on the Journal blog. Abstract Heatwaves are becoming increasingly frequent across the Mediterranean and pose critical challenges for small passerines, yet the physiological and morphological limits to their resilience remain poorly understood.
Erick González‐Medina +6 more
wiley +1 more source
The importance of considering regimes in long‐term asset allocation to real estate
Real Estate Economics, EarlyView.Abstract We investigate the long‐term, regime‐dependent asset allocation of an investor's wealth in a mixed‐asset portfolio that includes publicly traded real estate. We show that augmenting standard VAR models with Markov‐switching features not only improves predictive power for asset returns but also introduces economically meaningful horizon effects
Massimo Guidolin +2 more
wiley +1 more source
Effect of the microbiome on pathogen susceptibility across four Drosophilidae species
Insect Science, EarlyView.Four Drosophilidae species were used to investigate how variation in the host microbiome influences susceptibility to infection. Microbial composition and abundance differed among species and treatments. The effects of microbiome manipulation on host survival were both species‐ and pathogen‐specific.
Hongbo Sun, Ben Longdon, Ben Raymond
wiley +1 more source
Optimizing Investment Portfolios with Bacterial Foraging and Robust Risk Management
AlgorithmsThis study introduces a novel portfolio optimization approach that combines Bacterial Foraging Optimization (BFO) with risk management techniques and Sharpe ratio analysis. BFO, a nature-inspired algorithm, is employed to construct diversified portfolios,
Hubert Zarzycki
doaj +1 more source
Alternative measures and decomposition of mutual funds portfolio performance [PDF]
Bankarstvo, 2018 In addition to the well-established and most commonly used portfolio performance measures, both in theory and practice - the Sharpe ratio, the Treynor ratio and the Jensen's or alpha index, the financial literature also includes other alternative ...
Leković Miljan
doaj
The Statistical Properties of Hedge Fund Index Returns [PDF]
he monthly return distributions of many hedge fund indices exhibit highly unusual skewness and kurtosis properties as well as first-order serial correlation. This has important consequences for investors.
Chris Brooks, Harry. M Kat
core
Bootstrap-based bias correction for the out-of-sample Sharpe ratio
, 2023 Looking for making an investment, one objective could be to find a portfolio where the Sharpe ratio for in the future, known as the out-of-sample Sharpe ratio, is maximized.
Karjadi, Delvin (author)
core
The Value of Financial Advice and Portfolio Rebalancing for Retirement Savings
Accounting &Finance, EarlyView.ABSTRACT Utilising a sample of over 55,000 retirement portfolio rebalances, we examine (i) who seeks financial advice prior to rebalancing, and (ii) compare portfolio outcomes between advised and self‐directed rebalances. We find that wealthier, older, and female members are more likely to receive financial advice prior to rebalancing, and that advice ...
Kirsten L. MacDonald +3 more
wiley +1 more source
Market timing with aggregate and idiosyncratic stock volatilities [PDF]
Guo and Savickas [2005] show that aggregate stock market volatility and average idiosyncratic stock volatility jointly forecast stock returns. In this paper, we quantify the economic significance of their results from the perspective of a portfolio ...
Hui Guo, Jason Higbee
core
Addiction, EarlyView.Abstract Background and aim In a randomised open‐label trial among hospitalised patients with atherosclerotic vascular disease, motivational smoking cessation counselling with proactive referral to community‐based follow‐up was more effective than brief cessation advice and written information, with 6‐month continuous abstinence rates of 49.5% vs. 24.5%
Karin Pleym +9 more
wiley +1 more source