Search Results - subject:"Portfolio"

Navigating inflation challenges : AI-based portfolio management insights

Bareith, Tibor; Tatay, Tibor; Vancsura, László - In: Risks : open access journal 12 (2024) 3, pp. 1-16

portfolio reallocation decisions to protect against inflation. The forecasting literature does not address the importance of … examined which database partition gives the most accurate prediction. This information can be used to re-balance the portfolio … returns. If we obtain a reliable estimate of the inflation forecast, we have time to rebalance the portfolio until the …

Persistent link: https://www.econbiz.de/10014497442

Stock picking with machine learning

Wolff, Dominik; Echterling, Fabian - In: Journal of forecasting 43 (2024) 1, pp. 81-102

Persistent link: https://www.econbiz.de/10014443186

Dynamic robust portfolio selection under market distress

Jiang, Yifu; Olmo, Jose; Atwi, Majed - In: The North American journal of economics and finance : a … 69 (2024) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10014445636

The resilience of Shariah-compliant investments : probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets

Ali, Shoaib; Naveed, Muhammad; Hanif, Hasan; Gubareva, … - In: International review of financial analysis 91 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014447051

A càdlàg rough path foundation for robust finance

Allan, Andrew L.; Liu, Chong; Prömel, David Johannes - In: Finance and stochastics 28 (2024) 1, pp. 215-257

Persistent link: https://www.econbiz.de/10014447739

Gradual portfolio adjustment, foreign exchange intervention, and open market operations

Li, Rong; Mei, Dongzhou; Tong, Bing - 2024

Persistent link: https://www.econbiz.de/10014526633

Determinants of bank performance : evidence from replicating portfolios

Altavilla, Carlo; Begenau, Juliane; Burlon, Lorenzo; … - 2024

-based benchmark portfolio that mimics individual banks' interest rate and credit risk exposure. From 2015 to mid-2022, euro area banks …

Persistent link: https://www.econbiz.de/10014528253

Does the case for private equity still hold?

Lietz, Nori Gerardo; Chvanov, Philipp - 2024

Persistent link: https://www.econbiz.de/10014529856

Constructing Bayesian tangency portfolios under short-selling restrictions

Bodnar, Olha; Bodnar, Taras; Niklasson, Vilhelm - In: Finance research letters 62 (2024) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014530749

The integration of environmental, social and governance criteria in portfolio optimization : an empirical analysis

Abate, Guido; Basile, Ignazio; Ferrari, Pierpaolo - In: Corporate social responsibility and environmental management 31 (2024) 3, pp. 2054-2065

Persistent link: https://www.econbiz.de/10014531130