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Mutual funds industry has been sought by French politicians as mediation between the popular savings and company?s investments through the financial markets. Questioning the link between finance and industry requires analyzing the effectiveness of this mediation. This article intends firstly to...
Persistent link: https://www.econbiz.de/10011020554
The literature on the investment technology of foreign versus domestic investors has inconclusive results. This paper …
Persistent link: https://www.econbiz.de/10010790259
) the level of countries portfolio investment concentration (those who invest evenly among counterparties versus those who … invest more heavily in some counterparties); (2) the share of total portfolio investment assets invested at the destination …; and (3) pre- and during the crisis periods. We find that portfolio investment positions respond differently to …
Persistent link: https://www.econbiz.de/10011242335
This paper (i) provides evidence on the procyclical investment behavior of major institutional investors during the … implications of procyclical behavior; and (iv) proposes a framework for sound investment practices for long-term investors. Such … procyclical investment behavior is understandable and may be considered rational from an individual institution’s perspective …
Persistent link: https://www.econbiz.de/10011242388
Mutual funds industry has been sought by French politicians as mediation between the popular savings and company’s investments through the financial markets. Questioning the link between finance and industry requires analyzing the effectiveness of this mediation. This article intends firstly...
Persistent link: https://www.econbiz.de/10011199615
Environmental, Social and Governance (ESG) challenges have changed the world of business and investment altogether. The … and investment houses nowadays. Several studies and research surveys have been conducted in developed markets relating to … factors for the purpose. This paper is an attempt to study the state of ESG Investment in developing economies vis-à-vis the …
Persistent link: https://www.econbiz.de/10011207356
We propose a linear bi-objective optimization approach to the problem of finding a portfolio that maximizes average excess return with respect to a benchmark index while minimizing underperformance over a learning period. We establish some theoretical results linking classical No Arbitrage...
Persistent link: https://www.econbiz.de/10010835988
The present paper examines productivity and profitability in pre and post e-banking period and highlights the emerging issues and new strategies to enhance the performance of bank groups in liberalised, globalised and IT era. The paper concludes that there is a paradigm shift in performance of...
Persistent link: https://www.econbiz.de/10008755439
Extracting sentiment from text is a hard semantic problem. We develop a methodology for extracting small investor sentiment from stock message boards. The algorithm comprises different classifier algorithms coupled together by a voting scheme. Accuracy levels are similar to widely used Bayes...
Persistent link: https://www.econbiz.de/10009197464
Persistent link: https://www.econbiz.de/10005345664