Risk-adjusted performance measures at bank holding companies with section 20 subsidiaries [PDF]
This paper examines risk-adjusted performance measures in banking, which are used as a guide for efficient asset allocation, performance evaluation, and capital structure decisions in complex, multidivisional financial institutions.
Victoria Geyfman
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H3O-LGBM: hybrid Harris hawk optimization based light gradient boosting machine model for real-time trading. [PDF]
Artif Intell Rev, 2023 Gupta V, Kumar E.
europepmc +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
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Does sustainable competitive advantage make a difference in stock performance during the Covid-19 pandemic? [PDF]
Financ Res Lett, 2022 Yu H.
europepmc +1 more source
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach [PDF]
This paper examines the market efficiency of oil spot and futures prices by using both mean-variance (MV) and stochastic dominance (SD) approaches. Based on the West Texas Intermediate crude oil data for the sample period 1989-2008, we find no evidence ...
Hooi Hooi Lean +2 more
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ANALISIS KINERJA PORTOFOLIO REKSA DANA SYARIAH DAN REKSA DANA KONVENSIONAL YANG TERDAFTAR DIBURSA EFEK INDONESIA (BEI) [PDF]
, 2015 ABSTRAKPenelitian ini bertujuan untuk melihat perbedaan dari kinerja reksa dana syariah dan reksa dana konvensional menggunakan metode Treynor. Populasi pada penelitian in adalah reksa dana syariah dan konvensional yang terdaftar di Bursa Efek Indonesia ...
RAIHANI AMALIA
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Thalamo-cortical circuits associated with trait- and state-repetitive negative thinking in major depressive disorder. [PDF]
J Psychiatr Res, 2023 Tsuchiyagaito A +5 more
europepmc +1 more source
Heterogeneity, Bounded Rationality and Market Dysfunctionality [PDF]
As the main building blocks of the modern finance theory, homogeneity and rational expectation have faced difficulty in explaining many market anomalies, stylized factors, and market inefficiency in empirical studies.
Lei Shi, Xue-Zhong He
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The performance evaluation of hedge funds: a comparison of different approaches using European data [PDF]
The standard approach to the evaluation of funds assumes a normal return distribution and uses the variance as a measure of the funds risk. A few characteristics of hedge funds, such as the remuneration mechanism of the portfolio manager, make this ...
Carretta, Alessandro +1 more
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Pension fund finance and sponsoring companies: Empirical evidence on theoretical hypotheses [PDF]
, 2007 This study presents empirical evidence on the influence of sponsoring companies on the funding and portfolio allocation of pension funds, an issue on which most extant literature is theoretical.
Davis, EP, De Haan, L, Grob, S
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