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A new strategy for short-term stock investment using Bayesian approach

Tai Vo-Van; Ha Che-Ngoc; Nghiep Le-Dai; Thao Nguyen-Trang - In: Computational economics 59 (2022) 2, pp. 887-911

Persistent link: https://www.econbiz.de/10013169109

Financial evaluation of Tadawul All Share Index (TASI) listed stocks using capital asset Pricing Model

Vinodkumar, Nisa; AlJasser, Hadeel Khalid - In: Investment management and financial innovations 17 (2020) 2, pp. 69-75

Persistent link: https://www.econbiz.de/10012303063

A portfolio return definition coherent with the investors' preferences

Ortobelli Lozza, Sergio; Petronio, Filomena; Lando, Tommaso - In: IMA journal of management mathematics 28 (2017) 3, pp. 451-466

Persistent link: https://www.econbiz.de/10011774288

Performance measures and investment decisions : evidence from international stock markets

Pasricha, Laurel; Dhanda, Neelam - In: International Journal of Financial Markets and … 8 (2022) 3, pp. 290-313

Persistent link: https://www.econbiz.de/10013255836

Professor Efthymios (Mike) Tsionas' asset pricing model groundbreaking contributions

Arakelian, Veni - In: Tourism economics : the business and finance of tourism … 31 (2025) 1, pp. 24-31

Persistent link: https://www.econbiz.de/10015191921

Bayesian portfolio selection under a multifactor asset return model with predictive model selection

Ando, Tomohiro - In: Global business & economics review 14 (2012) 1/2, pp. 77-101

Persistent link: https://www.econbiz.de/10009489602

Momentum portfolios and the capital asset pricing model : a Bayesian approach

Turner, James - In: Quarterly journal of finance & accounting : QJFA 49 (2010) 3/4, pp. 43-59

Persistent link: https://www.econbiz.de/10009413720

Risk and beta anatomy in the hedge fund industry

Savona, Roberto - In: The European journal of finance 20 (2014) 1/3, pp. 1-32

Persistent link: https://www.econbiz.de/10010462222

Bayesian nonparametric measurement of factor betas and clustering with application to hedge fund returns

Garay, Urbi; Horst, Enrique ter; Molina, German; … - In: Econometrics : open access journal 4 (2016) 1, pp. 1-23

We define a dynamic and self-adjusting mixture of Gaussian Graphical Models to cluster financial returns, and provide a new method for extraction of nonparametric estimates of dynamic alphas (excess return) and betas (to a choice set of explanatory factors) in a multivariate setting. This...

Persistent link: https://www.econbiz.de/10011505836

The explanatory power of representative agent earnings momentum models

Forbes, William P.; Igboekwu, Aloysius Obinna - In: Review of quantitative finance and accounting 44 (2015) 3, pp. 473-492

Persistent link: https://www.econbiz.de/10011327601