Results 151 to 160 of about 6,534 (244)

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, Volume 45, Issue 4, Page 1579-1600, July 2026.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach

Journal of Forecasting, Volume 45, Issue 4, Page 1652-1664, July 2026.
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley   +1 more source

Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes

Journal of Futures Markets, Volume 46, Issue 7, Page 1275-1297, July 2026.
ABSTRACT This paper uses GARCH‐MIDAS to predict US natural gas futures volatility using national and state‐level Climate Concern Indexes (CCIs). We find that both national and state‐level CCIs positively affect price volatility. Notably, models using state‐level data—specifically those utilizing least‐squares (LS) weighting combinations—surpass the ...
Afees A. Salisu, Ahamuefula E. Ogbonna, Rangan Gupta, Onur Polat   +3 more
wiley   +1 more source

Diel dynamics of zooplankton fecal pellet flux revealed by integrated in situ imaging observations and modeling

Limnology and Oceanography Letters, Volume 11, Issue 4, July 2026.
Abstract The contribution of sinking fecal pellets to the biological carbon pump depends on pellet properties, producer abundance, and the depth and timing of pellet production, which can be modulated by diel vertical migration. We examined diel variability in zooplankton fecal pellet flux in the subarctic Northeast Pacific using two image‐based tools:
Yixuan Song, Melissa Omand, Colleen A. Durkin, Margaret L. Estapa, Deborah K. Steinberg   +4 more
wiley   +1 more source

Optimal portfolio choice using the maximum Sharpe ratio

, 2010
Choosing a portfolio from among the enormous range of assets now available to an investor would be facilitated if we could locate the return–risk ratio of a particular allocation along a spectrum of possibilities.
Jafarpour, H., Durand, Robert, Maller, R.   +2 more
core  

Effects of Norbixin on Growth Performance, Immunomodulation, Antioxidant Systems, and Metabolic Alterations in the Oriental River Prawn (Macrobrachium nipponense): An Integrative Analysis

Veterinary Medicine and Science, Volume 12, Issue 4, July 2026.
Dietary norbixin (0.15 g/kg) optimally promotes growth, immunocompetence, antioxidant defence, gut microbial balance, carotenoid accumulation, and overall nutritional quality in Macrobrachium nipponense. ABSTRACT Background Natural carotenoids have gained considerable attention in aquaculture due to their potential to enhance growth performance ...
Mohammad Ettefaghdoost, Hossein Haghighi, Adeleh Haghdoost   +2 more
wiley   +1 more source

Sharpening Sharpe Ratios

It is now well known that the Sharpe ratio and other related reward-to-risk measures may be manipulated with option-like strategies. In this paper we derive the general conditions for achieving the maximum expected Sharpe ratio.
Matthew I. Spiegel, Ivo Welch, William N. Goetzmann, Jonathan E. Ingersoll Jr.   +3 more
core  

Low‐Carbon Transition and Active Management: Evidence From Emerging Market Funds

Business Ethics, the Environment &Responsibility, Volume 35, Issue 3, Page 1886-1906, July 2026.
ABSTRACT Previous literature finds mixed evidence on the performance of emerging mutual funds and how investors are becoming more aware of investing in companies involved in low‐carbon emission activities. Given the opportunities that emerging markets and sustainable investing offer to active management, this study aims to fill a gap in the literature ...
Juan Carlos Matallín‐Sáez, Amparo Soler‐Domínguez, Diego Víctor de Mingo‐López   +2 more
wiley   +1 more source

What if the expected is not the most likely outcome? Four examples giving pause for thought and reconsideration

Economica, Volume 93, Issue 371, Page 839-862, July 2026.
Abstract The foundational nature of expectations‐based theories and the prominence of symmetric unimodal stochastic assumptions in economic research render the expected outcome the go to locational focus throughout its many realms. When symmetric unimodality prevails, expected and most likely outcomes are identical; however, when it does not, they are ...
Gordon Anderson
wiley   +1 more source

Advancing Marine Bioacoustics With Deep Generative Models: A Hybrid Augmentation Strategy for Southern Resident Killer Whale Detection

Marine Mammal Science, Volume 42, Issue 3, July 2026.
ABSTRACT Automated detection and classification of marine mammal vocalizations is critical for conservation and management efforts but is hindered by limited annotated datasets and the acoustic complexity of real‐world marine environments. Data augmentation has proven to be an effective strategy to address this limitation by increasing dataset ...
Bruno Padovese, Fabio Frazao, Michael Dowd, Ruth Joy   +3 more
wiley   +1 more source