Results 111 to 120 of about 133,508 (308)
Maternal anorexia nervosa and risk of mental and neurodevelopmental morbidity in offspring
Background Anorexia nervosa has the potential to affect fetal neurodevelopment. We examined the association between maternal anorexia nervosa and mental, substance‐related, and neurodevelopmental morbidity in offspring. Methods We conducted a retrospective cohort study of 1,269,370 children in Quebec, Canada, between 2006 and 2022.
Sam Amar +8 more
wiley +1 more source
Abstract Human development is a driver of global change and a major threat to biodiversity. Protected areas maintain and support biodiversity, but outside stressors, such as climate change and land use change, can negatively influence natural resources within protected areas.
Leah J. Rudge +2 more
wiley +1 more source
PERSISTENCE IN PERFORMANCE FOR MUTUAL FUNDS IN PERIODS OF CRISIS [PDF]
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
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices [PDF]
We analyze a general equilibrium exchange economy with a continuum of agents who have 'catching up with the Joneses' preferences and differ only with respect to the curvature of their utility functions. While individual risk aversion does not change over
Leonid Kogan, Yeung Lewis Chan
core
Race‐related research in economics
Abstract Issues of racial justice and economic inequalities between racial and ethnic groups have risen to the top of public debate. Economists' ability to contribute to these debates is based on the body of race‐related research. We study the volume and content of race‐related research in economics.
Arun Advani +4 more
wiley +1 more source
The necessity to correct hedge fund returns: empirical evidence and correction method [PDF]
We study two principal mechanisms suggested in the literature to correct the serial correlationin hedge fund returns and the impact of this correction on financial characteristics of their returnsas well as on their risk level and on their performances ...
Georges Gallais-Hamonno +1 more
core
Spanish stock returns, growth, and inflation, 1900–2020
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
Comparative study between the performances of two Islamic indices
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
Portfolio Optimization Using Conditional Sharpe Ratio [PDF]
Meena Baweja +2 more
openalex +1 more source
Closed‐Form Optimal Investment Under Generalized GARCH Models
ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel +2 more
wiley +1 more source

