Results 61 to 70 of about 4,917 (191)

Factors influencing SRI fund performance [PDF]

Journal of Capital Markets Studies, 2019
Purpose – The purpose of this paper is to examine socially responsible investment (SRI) fund performance and investigate the factors influencing fund performance.
Halil Kiymaz
doaj   +1 more source

Technical trading and cryptocurrencies [PDF]

, 2019
This paper carries out a comprehensive examination of technical trading rules in cryptocurrency markets, using data from two Bitcoin markets and three other popular cryptocurrencies.
A Brauneis, A Kajtazi, A Shynkevich, A Shynkevich, A Timmermann, A Urquhart, A Urquhart, A Urquhart, A Urquhart, AC Szakmary, AF Bariviera, AH Dyhrberg, AH Dyhrberg, AK Tiwari, Andrew Urquhart, BR Marshall, BR Marshall, BR Marshall, C Harvey, CJ Neely, CJ Neely, CR Harvey, D Olson, D Politis, DG Baur, DM Smith, E Bouri, E Platanakis, ET Cheah, F Allen, H Bessembinder, H White, J Fry, J Miffre, JA Batten, L Menkhoff, M Brandvold, M Brière, M Qi, MP Taylor, N Zarrabi, P Bajgrowicz, P Ciaian, P-H Hsu, PK Narayan, PS Lintilhac, R Gencay, R Hudson, R Sullivan, R Yamamoto, RD McLean, RJ Sweeney, RM Levich, Robert Hudson, S Corbet, S Corbet, S Corbet, S Nadarajah, TJ Moskowitz, TW Young, TW Young, W Brock, W Poole, Y Benjamini, Y Benjamini, Y Han, Y Han   +66 more
core   +2 more sources

FinRL Contests: Data‐Driven Financial Reinforcement Learning Agents for Stock and Crypto Trading

Artificial Intelligence for Engineering, Volume 1, Issue 1, Page 44-68, 29 September 2025.
FinRL Contests 2023–2025 explore the application of reinforcement learning in financial tasks, which are modelled as the Markov decision process (MDP). Participants specify state, reward and action to train the FinRL agents in stable market environments, advancing the development of RL‐based trading strategies in real‐world financial markets.
Keyi Wang, Nikolaus Holzer, Ziyi Xia, Yupeng Cao, Jiechao Gao, Anwar Walid, Kairong Xiao, Xiao‐Yang Liu Yanglet   +7 more
wiley   +1 more source

Cross‐asset time‐series momentum strategy: A new perspective

Accounting &Finance, Volume 65, Issue 3, Page 2387-2419, September 2025.
Abstract We propose a new investment strategy, the improved cross‐asset time‐series momentum (I‐XTSM) strategy, to predict future returns and make investments. Using data on 25 investment portfolios and common commodities for the period from January 1990 to December 2023, we find that the I‐XTSM strategy increases profitability substantially in the ...
Dezhong Xu, Bin Li, Tarlok Singh, Jung Chul Park   +3 more
wiley   +1 more source

Fabrication Optimization of van der Waals Metasurfaces: Inverse Patterning Boosts Resonance Quality Factor

Advanced Optical Materials, Volume 13, Issue 22, August 5, 2025.
An optimized fabrication approach for the nanostructuring of optical metasurfaces from van der Waals materials like hexagonal boron nitride is presented. The resonator geometries show enhanced geometric homogeneity, resulting in a significant increase in quality factors of symmetry‐protected bound states in the continuum resonances.
Jonas Biechteler, Connor Heimig, Thomas Weber, Dmytro Gryb, Luca Sortino, Stefan A. Maier, Leonardo de S. Menezes, Andreas Tittl   +7 more
wiley   +1 more source

Forecasting Digital Asset Return: An Application of Machine Learning Model

International Journal of Finance &Economics, Volume 30, Issue 3, Page 3169-3186, July 2025.
ABSTRACT In this study, we aim to identify the machine learning model that can overcome the limitations of traditional statistical modelling techniques in forecasting Bitcoin prices. Also, we outline the necessary conditions that make the model suitable.
Vito Ciciretti, Alberto Pallotta, Suman Lodh, P. K. Senyo, Monomita Nandy   +4 more
wiley   +1 more source

Assessing Hedge Fund Performance: Does the Choice of Measures Matter? [PDF]

In this paper, we conducted a comparative study of ten measures documented as the most used by researchers and practionners: Sharpe, Sortino, Calmar, Sterling, Burke, modified Stutzer, modified Sharpe, upside potential ratio, Omega and AIRAP.
Huyen Nguyen-Thi-Thanh
core  

Light‐Activatable Hyaluronic Acid‐Derivatives Releasing Nitric Oxide and Their Delivery in the Skin

Advanced Healthcare Materials, Volume 14, Issue 15, 10 June, 2025.
This work explores the development of photoactivatable hyaluronic acid (HA) derivatives functionalized with nitric oxide (NO) photodonors for light‐controlled therapeutic applications. The HA derivatives demonstrate enhanced keratinocyte proliferation and migration, effective NO release, and skin penetration when formulated as microemulsions.
Giuseppe Longobardi, Cristina Parisi, Federica Sodano, Ovidio Catanzano, Anna Di Porzio, Antonio Randazzo, Salvatore Sortino, Fabiana Quaglia   +7 more
wiley   +1 more source

Perbandingan Kinerja Reksa Dana Saham dan Campuran dengan Metode Sharpe, Treynor, Jensen, Information, dan Sortino Ratio (2021-2023)

Jurnal Manajemen
The significant growth of mutual fund investors underscores the importance of meticulous fund selection based on performance. This study compares the performance of equity and balanced funds using various metrics including Sharpe, Treynor, Jensen's Alpha, Information, and Sortino ratios to determine their relative strengths.
Nathanael Sutjipto, Bonnie Mindosa
openaire   +1 more source

A Cross-Sectional Performance Measure for Portfolio Management [PDF]

Sharpe-like ratios have been traditionally used to measure the performances of portfolio managers. However, they are known to suffer major drawbacks. Among them, two are intricate : (1) they are relative to a peer's performance and (2) the best score is ...
Dominique Guegan, Ludovic Calès, Monica Billio   +2 more
core