Narrow search
Showing 1 - 10 of 2,189
Cover Image
Company valuation under risk and flexibility : discrete models comparsion
Culík, Miroslav - In: International journal of risk assessment and management … 17 (2014) 4, pp. 268-282
Persistent link: https://www.econbiz.de/10010489778
Cover Image
Neuronale Netze als Hilfsmittel zur Rendite- und Risikoschätzung von Aktien
Wittkemper, Hans-Georg - 1994
Persistent link: https://www.econbiz.de/10013428639
Cover Image
Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors?
Teng, Huei-Wen; Li, Yu-Hsien - In: Digital finance : smart data analytics, investment … 5 (2023) 1, pp. 149-182
Persistent link: https://www.econbiz.de/10014251571
Cover Image
New evidence to assess the asset pricing model : an empirical investigation based on Bayesian network
Hachicha, Fatma; Charfi, Sahar; Hachicha, Ahmed - In: Review of Pacific Basin financial markets and policies 23 (2020) 3, pp. 2050021-1-2050021-29
Persistent link: https://www.econbiz.de/10012422509
Cover Image
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang; … - In: Quantitative finance 22 (2022) 10, pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Cover Image
Cross-sectional forecasts of the equity premium
Polk, Christopher; Thompson, Samuel B.; Vuolteenaho, Tuomo - In: Journal of financial economics 81 (2006) 1, pp. 101-141
Persistent link: https://www.econbiz.de/10003340669
Cover Image
Back to the future betas : empirical asset pricing of US and Southeast Asian markets
French, Jordan - In: International Journal of Financial Studies : open … 4 (2016) 3, pp. 1-13
The study adds an empirical outlook on the predicting power of using data from the future to predict future returns. The crux of the traditional Capital Asset Pricing Model (CAPM) methodology is using historical data in the calculation of the beta coefficient. This study instead uses a battery...
Persistent link: https://www.econbiz.de/10011526799
Cover Image
Weak-form market efficiency of the Brazilian exchange rate : evidence from an artificial neural network model
Palma, Andreza Aparecida; Sartoris, Alexandre - In: Latin American business review : journal of the … 17 (2016) 2, pp. 163-176
Persistent link: https://www.econbiz.de/10011533040
Cover Image
Forecasting the market risk premium with artificial neural networks
Oikonomikou, Leoni Eleni - 2016 - Revised version: November 2015
This paper aims to forecast the Market Risk premium (MRP) in the US stock market by applying machine learning …). Furthermore, Univariate ARMA and Exponential Smoothing models are also tested. The Market Risk Premium is defined as the … forecast the Market Risk Premium in a daily basis using Artificial Neural Networks (ANNs). Second, it is not based on a …
Persistent link: https://www.econbiz.de/10011454074
Cover Image
Estimating the Turkish sectoral market returns via arbitrage pricing model under neural network approach
Gökgöz, Fazıl; Alp, Ozge Sezgin - In: International journal of economics and finance 7 (2015) 1, pp. 154-166
Persistent link: https://www.econbiz.de/10010471686