Showing 1 - 10 of 87
In asset management, the portfolio leverage affects performance, and can be subject to constraints and operational limitations. Due to the possible leverage aversion of the investors, the comparison between portfolio performances can be incomplete or misleading. We propose a procedure to...
Persistent link: https://www.econbiz.de/10012795929
The new economy and the knowledge-based society brought significant changes in all the areas of our daily lives. Also, the COVID-19 pandemic and the COVID-19 crisis implicated tremendous transformations in all the domains, on the one hand, threatening the balance of our society and, on the other...
Persistent link: https://www.econbiz.de/10012795044
This paper introduces Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data of unknown underlying distribution. The moments with conditional heteroscedasticity have been discussed. In a Monte Carlo experiment, it was found that the QML estimator performs as well as CLS and...
Persistent link: https://www.econbiz.de/10012022130
Mathematics plays a vital role in many areas of finance and provides the theories and tools that have been widely used … in all areas of finance. In this editorial, we tell authors the ideas on what types of papers we will accept for … publication in the area of mathematical finance. We will discuss some well-cited papers of mathematical finance. …
Persistent link: https://www.econbiz.de/10012173994
Different forecasting behaviors affect investors’ trading decisions and lead to qualitatively different asset price trajectories. It has been shown in the literature that the weights that investors place on observed asset price changes when forecasting future price changes, and the nature of...
Persistent link: https://www.econbiz.de/10011854982
The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance …
Persistent link: https://www.econbiz.de/10011855163
In this study we examine the volatility-adjusted 60/40 rule at the individual company level. We document that strong diversification benefits exist over the long-term, and that both the equity and corporate bonds exhibit positive expected drifts. For our sample of 30 large-cap companies, given...
Persistent link: https://www.econbiz.de/10012386869
, finance, marketing, management and psychology, factors, outcome, and the solutions of supply chain finance, with a review and …
Persistent link: https://www.econbiz.de/10012321338
This paper endeavors to understand the research landscape of finance research in Vietnam during the period 2008 to 2020 … publications in social sciences and humanities, we extract a dataset of 314 papers on finance topics in Vietnam from 2008 to 2020 … Financial psychology and behavior. Overall, there have been three noticeable trends within finance research in Vietnam: (1 …
Persistent link: https://www.econbiz.de/10012534675
Presently, one of the most critical challenges for e-government and e-banking is the accurate and correct realization of factors that have a significant impact on customer behavior. Without appropriate knowledge of these factors, it would be impossible to predict the level of welcoming toward...
Persistent link: https://www.econbiz.de/10012309217