Results 111 to 120 of about 131,433 (278)
Implications of Quasi-Geometric Discounting on the Observable Sharpe Ratio [PDF]
In this paper, we study implications of quasi-geometric discounting for stochastic properties of asset returns that can be observed in the financial market data.
Tack Yun, Wooheon Rhee
core
Journal of the European Academy of Dermatology and Venereology, EarlyView.A meta‐analysis was conducted comparing the efficacy of biologics for the treatment of hidradenitis suppurativa (HS) for 12–16 weeks. Based on the SUCRA, bimekizumab was ranked the most efficacious treatment compared with secukinumab and adalimumab for all assessed efficacy outcomes, positioning it as the best treatment across biologic‐naïve and ...
Haley B. Naik +9 more
wiley +1 more source
NAVIGATING EXTREME VOLATILITY: RISK-ADJUSTED PERFORMANCE OF INDONESIAN SHARIA FUNDS (2020-2024)
I-FinanceThis study aims to analyze the development of Net Asset Value (NAV) and evaluate the performance of Islamic equity mutual funds in Indonesia during the 2020–2024 period using the Sharpe Ratio method as a risk-adjusted performance measure.
Nur Sifa Ulida, Farhadi Arifiansyah
doaj +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
Journal of the European Academy of Dermatology and Venereology, EarlyView.A matching‐adjusted indirect treatment comparison (MAIC) was conducted, comparing approved biologics for long‐term (48–52 weeks) treatment of moderate‐to‐severe hidradenitis suppurativa (HS). Using weighted patient‐level trial data allowed re‐estimation of relative bimekizumab efficacy compared with aggregate secukinumab and adalimumab trial data ...
Thrasyvoulos Tzellos +9 more
wiley +1 more source
Time and risk diversification in real estate investements: Assessing the ex post economic value [PDF]
, 2009 Welfare gains to long-horizon investors may derive from time diversification that exploits non-zero intemporal return correlations associated with predictable returns.
Fugazza, Carolina +2 more
core
The Effects of Regulatory Office Closures on Bank Behavior
Journal of Money, Credit and Banking, EarlyView.Abstract We investigate if the decentralized structure of regulatory office networks influences supervisory outcomes and bank behavior. Following the closure of an office, banks previously supervised by that office increase their lending and risk‐taking.
IVAN LIM, JENS HAGENDORFF, SETH ARMITAGE
wiley +1 more source
Institutional Investor Attention
The Journal of Finance, EarlyView.ABSTRACT Using data on Internet news reading, we measure fund‐level attention to both aggregate and firm‐specific news and relate it to fund portfolio allocation decisions. In the time series, we find that funds shift attention toward macroeconomic news during periods of high aggregate volatility.
ALAN KWAN, YUKUN LIU, BEN MATTHIES
wiley +1 more source
Time and risk diversification in real estate investments: assessing the ex post economic value [PDF]
Welfare gains to long-horizon investors may derive from time diversification that exploits non-zero intertemporal return correlations associated with predictable returns.
Carolina Fugazza +2 more
core
Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice
The Journal of Finance, EarlyView.ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT +2 more
wiley +1 more source