Results 61 to 70 of about 133,508 (308)
Performance Evaluation of Mutual Funds Via Single Valued Neutrosophic Set (SVNS) Perspective: A Case Study in Turkey [PDF]
Neutrosophic Sets and Systems, 2018 The aim of this study was to use the Single-Valued Neutrosophic Set (SVNS) to analyze 58 mutual funds, traded at the Istanbul Stock Exchange, under incomplete, indeterminate and inconsistent information.
Serpil Altinirmak +3 more
doaj +1 more source
Journal of Forecasting, EarlyView.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 +2 more
wiley +1 more source
Procedural separation of appetitive and consummatory behaviors in operant ethanol self-administration: A review and open-source analytical framework. [PDF]
Alcohol Clin Exp Res (Hoboken)This review highlights the biphasic sipper model pioneered by Dr. Hank Samson's laboratory, which separates appetitive and consummatory behaviors in rodent ethanol self‐administration. Over two decades of research using this paradigm reveals that alcohol‐directed behaviors are dynamic, shaped by internal states, cues, and experience.
Colarusso OA, Weiner JL.
europepmc +2 more sources
Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
Journal of Forecasting, EarlyView.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
International Journal of Finance &Economics, EarlyView.ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang +3 more
wiley +1 more source
Critical Analysis of the Sharpe Ratio: Assessing Performance and Risk in Financial Portfolio Management [PDF]
Ovidius University Annals: Economic Sciences SeriesThe Sharpe Ratio, serves as a crucial tool in assessing the relationship between return and risk. This study proposes a critical analysis of the Sharpe Ratio, addressing not only its practical applicability but also its involvement in the decision ...
Alexandrina Brinza +2 more
doaj
Mergers and Acquisitions and Brexit: A Natural Experiment
International Journal of Finance &Economics, EarlyView.ABSTRACT We study the impact of Brexit uncertainty on one of the most important forms of corporate investment: mergers and acquisitions (M&As). Brexit provides us with an ideal natural experiment to explore the real effects of economic uncertainty and understand the underlying transmission mechanism. We document a significant decline in the number of M&
Di Luo +3 more
wiley +1 more source
Predictive power of Brazilian equity fund performance using R2 as a measure of selectivity
Revista Contabilidade & Finanças, 2017 This paper aimed to investigate the impact of levels of selectivity on the performance of equity funds using a methodology applied for the first time ever (as far as we know) in the Brazilian market.
Marcelo dos Santos Guzella +1 more
doaj +1 more source
Sharp Lipschitz Constants for the Distance Ratio Metric [PDF]
MATHEMATICA SCANDINAVICA, 2015 We study expansion/contraction properties of some common classes of mappings of the Euclidean space $\mathsf{R}^n$, $n\ge 2$, with respect to the distance ratio metric. The first main case is the behavior of Möbius transformations of the unit ball in $\mathsf{R}^n$ onto itself.
Simic, S, Vuorinen, M, Wang, GD
openaire +3 more sources
Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment
International Journal of Finance &Economics, EarlyView.ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani +4 more
wiley +1 more source