Results 71 to 80 of about 133,508 (308)
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the impact of regulatory controls on Bitcoin's excess returns and volatility. The paper innovates by proxying changes in the regulatory environment using global Google search volume intensity data. The generated regulatory indices accurately identify episodes of regulatory tightening within cryptocurrency markets.
Robert Mullings
wiley +1 more source
Diversifying Environmental, Social and Governance Portfolios: Evidence From China
International Journal of Finance &Economics, EarlyView.ABSTRACT This study extends traditional portfolio optimization methods by incorporating Environmental, Social and Governance (ESG) performance measures into diversification strategies, specifically focusing on data from the Chinese stock market. By integrating ESG scores and their constituent components (E, S and G), the study examines portfolio ...
Danyang Li +3 more
wiley +1 more source
Adjusted Sharpe Ratio: Some Caveats [PDF]
SSRN Electronic Journal, 2018 Researchers and investors are concerned with the shortcomings of various measures of portfolio management performances, among them the famous Sharpe ratio. In particular, the Sharpe ratio does not give due consideration to tail risk: negative skewness and fat tails, which justly are a matter of concern for investors.
openaire +1 more source
Doubtful Receivables' Risk and Its Impact on Stock Returns
Journal of Corporate Accounting &Finance, EarlyView.ABSTRACT The current research proposes a previously unknown source of risk in relation to companies’ doubtful receivables. Higher relative doubtful receivables present a risk for companies' future cash flows. Hence, the article discusses an innovative risk measure associated with companies’ doubtful receivables.
Roi D. Taussig
wiley +1 more source
Investment portfolio optimization with supervised learning and attention mechanism
Egyptian Informatics JournalPortfolio optimization is a process that involves distribution of capital with the purpose of maximizing returns and at the same time minimizing risks.
Zetao Yan
doaj +1 more source
Methodology of measuring performance in alternative investment [PDF]
The development of alternative investment has highlighted the limitations of standard performance measures like the Sharpe ratio, primarily because alternative strategies yield returns distributions which can be far from gaussian.
Alexis Bonnet, Isabelle Nagot
core
Wild‐Derived House Mice (Mus musculus) Are Able to Cope With a Constant Light Environment
Journal of Experimental Zoology Part A: Ecological and Integrative Physiology, EarlyView.ABSTRACT Exposure to altered nighttime lighting conditions has become common in today's modern world. Light at night disrupts circadian processes that govern feeding patterns, sleep/wake cycles, and metabolic homoeostasis, increasing the risk of developing pathologies associated with cardiometabolic disease. Yet, the underlying mechanism(s) responsible
Kevin Pham +4 more
wiley +1 more source
PERFORMANCE EVALUATION OF LQ45 STOCKS IN THE INDONESIA STOCK EXCHANGE DURING PERIOD OF 2016-2018
Journal of Management and Entrepreneurship Research, 2020 Objective: This study investigates the performance evaluation of each LQ45 stock in the Indonesia Stock Exchange conducted by using the Sharpe Index, Treynor Ratio, Jensen Alpha, Sortino Ratio, and Information Ratio.
Happy Catherine, Robiyanto Robiyanto
doaj +1 more source
Stochastic Dominance Analysis of iShares [PDF]
Country indices as represented by iShares exhibit non-normal return distributions with both skewness and kurtosis. Davidson and Duclos (2000) and Memmel (2003) provide procedures for determining the statistical significance of stochastic dominance ...
Dominic Gasbarro +2 more
core
Polymer Composites, EarlyView.Development of a ternary blend composite based on PBAT/PBSA/PHVB with improved mechanical properties. ABSTRACT This study explores a ternary biodegradable blend of bio‐based poly(butylene succinate‐co‐adipate) (bio‐PBSA), poly(butylene adipate terephthalate) (PBAT), and poly(3‐hydroxybutyrate‐co‐3‐hydroxyvalerate) (PHBV).
Sasha Paquette +5 more
wiley +1 more source