Results 271 to 280 of about 9,321,197 (330)
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Applied Energy, 2019
With increasing prosumers employed with flexible resources, advanced demand-side management has become of great importance. To this end, integrating demand-side flexible resources into electricity markets is a significant trend for smart energy systems ...
Kaixuan Chen, Jin Lin, Yonghua Song
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With increasing prosumers employed with flexible resources, advanced demand-side management has become of great importance. To this end, integrating demand-side flexible resources into electricity markets is a significant trend for smart energy systems ...
Kaixuan Chen, Jin Lin, Yonghua Song
semanticscholar +1 more source
The Journal of Alternative Investments, 2001
Merger arbitrage has been one of the most consistent performing of hedge fund strategies. However, recent issues related to U.S. and European regulatory action on potential mergers have increased both interest and concern about the potential of this strategy. In this issue, two experts answer questions regarding their views as to the benefits of merger
Peter Drippé, Dwight Eyrick
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Merger arbitrage has been one of the most consistent performing of hedge fund strategies. However, recent issues related to U.S. and European regulatory action on potential mergers have increased both interest and concern about the potential of this strategy. In this issue, two experts answer questions regarding their views as to the benefits of merger
Peter Drippé, Dwight Eyrick
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SSRN Electronic Journal, 2014
In this article, the authors provide some new tools to evaluate trading strategies. When it is known that many strategies and combinations of strategies have been tried, it is necessary to adjust our evaluation method for these multiple tests. Sharpe Ratios and other statistics will be overstated. The methods provided by the authors in this article are
Campbell R. Harvey, Yan Liu
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In this article, the authors provide some new tools to evaluate trading strategies. When it is known that many strategies and combinations of strategies have been tried, it is necessary to adjust our evaluation method for these multiple tests. Sharpe Ratios and other statistics will be overstated. The methods provided by the authors in this article are
Campbell R. Harvey, Yan Liu
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Momentum or contrarian trading strategy: Which one works better in the Chinese stock market
International Review of Economics and Finance, 2019This study investigates short-horizon momentum-reversal patterns in Chinese stock markets since 2010, when investors were first permitted to engage in short sales of stocks.
Linan Yu, Hung-Gay Fung, W. Leung
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The Journal of Alternative Investments, 2000
Within the traditional and alternative investment areas, debt in general and emerging market debt in particular have experienced declining investor interest during the past several years. The reduction of investors9 interest in a trading strategy after that strategy has a poor relative performance compared to investors9 other investment classes (e.g ...
Hans Humes, Bruce Richards
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Within the traditional and alternative investment areas, debt in general and emerging market debt in particular have experienced declining investor interest during the past several years. The reduction of investors9 interest in a trading strategy after that strategy has a poor relative performance compared to investors9 other investment classes (e.g ...
Hans Humes, Bruce Richards
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Empirical Investigation of an Equity Pairs Trading Strategy
Management Sciences, 2017We show that an equity pairs trading strategy generates large and significant abnormal returns. We find that this return is not driven purely by the short-term reversal of returns.
Huafeng (Jason) Chen +3 more
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A High-Frequency Algorithmic Trading Strategy for Cryptocurrency
Journal of Computational Information Systems, 2018Cryptocurrency such as Bitcoin is a rapidly developing phenomenon in financial technology with considerable research interest but is understudied. In this research article, we use a Design Science Research paradigm to create a high-frequency trading ...
Au Vo, Chris Yost-Bremm
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Replicating a Trading Strategy by Means of LSTM for Financial Industry Applications
IEEE Transactions on Industrial Informatics, 2018This paper investigates the possibility of learning a trading rule looking at the relationship between market indicators and decisions undertaken regarding entering or quitting a position.
L. Troiano, E. M. Villa, V. Loia
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CFA Institute Magazine, 2003
This article addresses the following key points: Being aware of the big picture is key to avoiding behavioral trading traps. Traders can cut down losers by studying why they keep them. Emotions often distort our perception of trades. Behavioral models help take advantage of insights on investor psychology.
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This article addresses the following key points: Being aware of the big picture is key to avoiding behavioral trading traps. Traders can cut down losers by studying why they keep them. Emotions often distort our perception of trades. Behavioral models help take advantage of insights on investor psychology.
openaire +1 more source
International Journal: Canada's Journal of Global Policy Analysis, 1954
strengthen our trade relations not only with the United States but also with any country that can be persuaded to trade with us has been, and is, the steady objective of the strategy of Canadian commercial policy. The tactics have naturally varied with changing circumstances.
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strengthen our trade relations not only with the United States but also with any country that can be persuaded to trade with us has been, and is, the steady objective of the strategy of Canadian commercial policy. The tactics have naturally varied with changing circumstances.
openaire +1 more source