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Beta has been a controversial measure of risk ever since it was proposed almost half a century ago, and we do not pretend to settle with this article what decades of research has not. We do, however, take advantage of the recent trend of investing in countries and industries through index funds...
Persistent link: https://www.econbiz.de/10013137032
In this paper we examine unanticipated outliers of stock market. Weather these outliers are truly Black Swans that can … simple strategy not only removes outliers from portfolio but also increases average daily returns from 0.05% to 0.35%. To …
Persistent link: https://www.econbiz.de/10013113322
Beta has been a controversial measure of risk ever since it was proposed almost half a century ago, and we do not pretend to settle with this article what decades of research has not. We do, however, take advantage of the recent trend of investing in countries and industries through index funds...
Persistent link: https://www.econbiz.de/10013101032
Beta has been a controversial measure of risk ever since it was proposed almost half a century ago, and we do not pretend to settle with this article what decades of research has not. We do, however, take advantage of the recent trend of investing in countries and industries through index funds...
Persistent link: https://www.econbiz.de/10013012162
Beta has been a controversial measure of risk ever since it was proposed almost half a century ago, and we do not pretend to settle with this article what decades of research has not. We do, however, take advantage of the recent trend of investing in countries and industries through index funds...
Persistent link: https://www.econbiz.de/10013079081
From biased lending algorithms to chatbots that spew violent hate speech, AI systems already pose many risks to society. While policymakers have a responsibility to tackle pressing issues of algorithmic fairness, privacy, and accountability, they also have a responsibility to consider broader,...
Persistent link: https://www.econbiz.de/10014254401
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