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Unifying portfolio diversification measures using Rao's quadratic entropy

Carmichael, Benoît; Koumou, Gilles Boevi; Moran, Kevin - In: Journal of quantitative economics 21 (2023) 4, pp. 769-802

Persistent link: https://www.econbiz.de/10014518461

Idiosyncratic asymmetry in stock returns : an entropy measure

Chen, Yan; Liu, Yakun - In: Finance research letters 64 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014531737

The impact of uncertainty in the oil and gold market on the cross-section of stock returns

Bams, Dennis; Blanchard, Gildas; Honarvar, Iman; … - 2015

Persistent link: https://www.econbiz.de/10011547101

Dynamic functional regression with application to the cross-section of returns

Kokoszka, Piotr; Miao, Hong; Reimherr, Matthew; … - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 461-485

Persistent link: https://www.econbiz.de/10011987795

Comovement among returns of the private Chilean pension system

Vallejos, Ronny; Gárate, Angelo; Gómez, Marcos - In: International review of applied economics 33 (2019) 2, pp. 228-240

Persistent link: https://www.econbiz.de/10012182319

Machine learning treasury yields

Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 7 (2020) 1, pp. 1-65

Persistent link: https://www.econbiz.de/10012807008

Models for expected returns with statistical factors

Cueto, José Manuel; Grané, Aurea; Cascos, Ignacio - In: Journal of risk and financial management : JRFM 13 (2020) 12/314, pp. 1-17

nearly 2000 EU companies, and span from January 2008 to February 2018. Regarding methodology, we propose a non-parametric …

Persistent link: https://www.econbiz.de/10012392578

Oil prices and stock market returns among emerging seven economies : empirical evidence from the recent decade

Dar, Mearaj Ud Din; Butt, Khursheed A. - In: International journal of business competition and … 8 (2022) 1/2, pp. 112-127

Persistent link: https://www.econbiz.de/10014234385

The modeling of earnings per share of Polish companies for the post-financial crisis period using random walk and ARIMA models

Kuryłek, Wojciech - In: Journal of banking and financial economics 19 (2023) 1, pp. 26-43

The proper forecasting of listed companies' earnings is crucial for their appropriate pricing. This paper compares forecast errors of different univariate time-series models applied for the earnings per share (EPS) data for Polish companies from the period between the last financial crisis of...

Persistent link: https://www.econbiz.de/10014285928

Exchange rate forecasting using economic models and technical trading rules

Zarrabi, Nima; Snaith, Stuart; Coakley, Jerry - In: The European journal of finance 28 (2022) 10, pp. 997-1018

Persistent link: https://www.econbiz.de/10013373357