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Portfoliooptimierung auf der Grundlage eines Marktneutralen Zweifaktormodells - eine theoretische Ableitung mit Beispielen - Theory of Optimizing Portfolios by Eliminating the Impa...

Scholtz, Hellmut D. - 2022

The approach shows the scientific background of eliminating the market risk of an optimized portfolio and the use of marginal probabilities of ruin for optimized amounts of investments.For this reason the mathematical expectations of the parameters of the market model in the portfolio result to...

Persistent link: https://www.econbiz.de/10014235784

Recursive portfolio selection with decision trees

Andriyashin, Anton (contributor); … - 2008

A great proportion of stock dynamics can be explained using publicly available information. The relationship between dynamics and public information may be of nonlinear character. In this paper we offer an approach to stock picking by employing so-called decision trees and applying them to XETRA...

Persistent link: https://www.econbiz.de/10003636039

Stock picking via nonsymmetrically pruned binary decision trees

Andriyashin, Anton V. (contributor) - 2008

Stock picking is the field of financial analysis that is of particular interest for many professional investors and researchers. In this study stock picking is implemented via binary classification trees. Optimal tree size is believed to be the crucial factor in forecasting performance of the...

Persistent link: https://www.econbiz.de/10003727376

The Influence of Strategic Patenting on Companies' Patent Portfolios

Blind, Knut; Cremers, Katrin; Mueller, Elisabeth - 2014

This paper analyses whether strategic motives for patenting influence the characteristics of companies' patent … survey and patent data from German companies. We find clear evidence that the companies' patenting strategies explain the … characteristics of their patent portfolios. First, companies using patents to protect their technological knowledge base receive a …

Persistent link: https://www.econbiz.de/10014052157

Technology and innovation : patent-based evidence

Zloczysti, Petra - 2010

Persistent link: https://www.econbiz.de/10009125292

Do nonfinancial firms hold risky financial assets? Evidence from Germany

Hoang, Daniel; Silbereis, Fabian; Stengel, Raphael - 2021

Recent empirical evidence suggests that US industrial firms invest heavily in noncash, risky financial assets. Using hand-collected data on financial portfolios of German firms, we show that risky asset holdings are not an anomaly unique to the US. We find that industrial firms in Germany invest...

Persistent link: https://www.econbiz.de/10012490916