Results 101 to 110 of about 6,534 (244)
EconometricsThis study empirically investigates a central tension in quantitative finance: the divergence between theoretically optimal and robust portfolio construction under real-world estimation uncertainty.
Anaclet K. Kitenge +2 more
doaj +1 more source
Archaeometry, EarlyView.ABSTRACT Geochemical data compiled from dried sediments from three water reservoirs at the ancient Maya city of Ucanal, Petén, Guatemala, reveal low to undetectable fecal biomarker concentrations. These low concentrations may be the result of the aerobic decay of sterols combined with well‐managed waste disposal practices.
Jean D. Tremblay +3 more
wiley +1 more source
To vary or not to vary: A flexible empirical Bayes factor for testing variance components
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Random effects are the gold standard for capturing structural heterogeneity, such as individual differences or temporal dependence. Yet testing their presence is difficult because variance components are constrained to be non‐negative, creating a boundary problem. This paper introduces a flexible empirical Bayes factor (EBF) for testing random
Fabio Vieira, Hongwei Zhao, Joris Mulder
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Economics of Transition and Institutional Change, EarlyView.ABSTRACT This article investigates the changes in the structure of employment in Central and Eastern European firms between 2001 and 2007, before the Global Financial Crisis and following the reforms in the labour and credit markets in these economies.
Elisabetta Magnani
wiley +1 more source
PERSISTENCE IN PERFORMANCE FOR MUTUAL FUNDS IN PERIODS OF CRISIS [PDF]
Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, 2012 The study investigates the persistence in performance for a sample of South European funds, domiciled in Portugal, Italy, Greece and Spain. Employing the Sharpe ratio, risk adjusted performance is measured in an attempt to judge the influence of the 2008
Theodoros KARGIDIS, Chris GROSE
doaj
Spanish stock returns, growth, and inflation, 1900–2020
The Economic History Review, EarlyView.Abstract This paper studies equity returns in the Madrid Stock Exchange and their connections with the macroeconomy from the emergence of a stock market around 1900 to its ‘big bang’ at the turn of the twenty‐first century. Using high‐quality data from primary sources and the methodology of the modern IBEX35 (published since 1987), we constructed an ...
Stefano Battilossi +2 more
wiley +1 more source
Managing agency business groups, elite directors, and the rubber boom, 1897–1913
The Economic History Review, EarlyView.Abstract We identify a new organizational form, the Managing Agency Business Group (MABG), demonstrating how agency houses used interlocking directorships to build groups on the basis of commercial and plantation expertise to access finance on London stock markets and local capital markets in the pre‐1914 rubber boom.
David Higgins, Steven Toms
wiley +1 more source
Comparative study between the performances of two Islamic indices
Jurnal Akuntansi, Manajemen dan Ekonomi, 2018 This study aims to analyze the differences in the performance of FTSE Bursa Malaysia EMAS Shariah (FBMS) in Malaysia and Indonesia Sharia Stock Index (ISSI) in Indonesia by using Sharpe, Treynor, and Jensen ratio.
Rama Gardika +2 more
doaj
SensorsAccurate prediction of the Sharpe ratio, a key metric for risk-adjusted returns in financial markets, remains a significant challenge due to the complex and stochastic nature of stock price movements.
Jingyun Yang +4 more
doaj +1 more source
Remote investing in Latin America, 1869–1929
The Economic History Review, EarlyView.Abstract Substantial amounts of British capital flowed to Latin America during the first era of globalization. Companies financed by this capital were typically headquartered in the United Kingdom, but operated thousands of miles away. This paper asks how this geographic separation between governance and business activities affected the valuation of ...
Gareth Campbell +2 more
wiley +1 more source