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Statistical studies over the last forty-five years show that, although there are success stories, very many mergers and acquisitions do not result in the increased operating profits that economics textbooks would lead one to expect. As consultancy McKinsey have put it, 'Anyone who has researched...
Persistent link: https://www.econbiz.de/10014458162
Due to a fast market development in volume and innovation on the structured products (certificates) side, critics are finding fault regarding a lack in transparency and comparability. However, certificates can provide characteristics for every market scenario as its explicit strength. The aim of...
Persistent link: https://www.econbiz.de/10010298925
We extend the continuous Cumulative Prospect Theory (CPT) by considering piecewise con-tinuous distributions with a … Theory (PT), CPT, and expected utility theory to a set of different real-life certificates with piecewise continuous and … discrete distributions in order to analyze whether there are any significant differences between the theories, and which theory …
Persistent link: https://www.econbiz.de/10010307959
Purpose: Along with mutual funds' scale and quantity expanding for our country, it is common for fund management companies hiring new managers or the original fund managers mobilizing from one to another. The high liquidity of fund managers makes different managers regroup to manage the funds...
Persistent link: https://www.econbiz.de/10011939119
innovation. To this end, we extend Boz and Mendoza (2014) by explicitly modelling the credit markets and by modifying the …
Persistent link: https://www.econbiz.de/10011804383
A motivated finance-major student should master at least one programming language. This is especially true for students from quantitative finance, business analytics, those attending a Master of Science in Finance or other financial engineering programs. Among the preferred languages, R holds...
Persistent link: https://www.econbiz.de/10011808267
Financial data are expensive and highly sensitive with limited access. We aim to generate abundant datasets given the original prices while preserving the original statistical features. We introduce the Wasserstein Generative Adversarial Network with Gradient Penalty (WGAN-GP) into the field of...
Persistent link: https://www.econbiz.de/10013201330
A brief overview on the 10th International Scientific Conference "Business and Management" organised by the Faculty of Business Management of Vilnius Gediminas Technical University (Vilnius, Lithuania) on May 3-4, 2018.
Persistent link: https://www.econbiz.de/10012598229
This study developed specific criteria and a fuzzy analytic network process (FANP) to assess and select portfolios on the Tehran Stock Exchange (TSE). Although the portfolio selection problem has been widely investigated, most studies have focused on income and risk as the main decision-making...
Persistent link: https://www.econbiz.de/10012602853
Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics...
Persistent link: https://www.econbiz.de/10012606038