В статье раскрывается роль инвестиционной деятельности как одного из действенных рычагов интенсивного роста операторов сотовой связи. Показаны новые...

В статье рассмотрены проблемы управления предприятиями алмазообработки в условиях мирового финансового кризиса. Приведена краткая характеристика отрасли и...

In the context of modern portfolio theory, we compare the out-of-sample performance of 8 investment strategies which are based on statistical methods with the out-of-sample performance of a family of trivial strategies. A wide range of approaches is considered in this work, including the...

Summary Combination of asset allocation models is rewarding if (i) the applied risk function is concave and (ii) there is no dominating model. We show that most common risk functions are either concave or at least concave in common applications. In a comprehensive empirical study using standard...

Three Essays on Stock Market SeasonalityHyung-Suk Choi136 pagesDirected by Dr. Cheol S. EunIn chapter 1, we examine seasonality in returns to style portfolios, which serve as important benchmarks for asset allocation, and investigate its implications for investment. In doing so, we consider...

This work focuses on the development of a technical breakout trading strategy based on the Donchian Channel approach, aiming to the construction of profitable portfolios. In this direction, the Modified Renko Bars (MRBs) were developed first; that proved to be a useful trading tool that...