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The impact of lease structures on the optimal holding period for a commercial real estate portfolio
Amédée-Manesme, Charles-Olivier; Baroni, Michel; … - In: Journal of property investment & finance 33 (2015) 2, pp. 121-139
Persistent link: https://www.econbiz.de/10010533308
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Rise of the machines : factor investing with artificial neural networks and the cross-section of expected stock returns
Aw, Edward N. W.; Jiang, Joshua; Jiang, John Q. - In: The journal of investing : JOI 29 (2019) 1, pp. 6-17
Persistent link: https://www.econbiz.de/10013177237
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How to increase the odds of owning the few stocks that drive returns
Tidmore, Chris; Kinniry, Francis M.; Renzi-Ricci, Giulio; … - In: The journal of investing : JOI 29 (2019) 1, pp. 43-60
Persistent link: https://www.econbiz.de/10013177251
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Modelling the Shiller CAPE ratio, mean reversion, and return forecasts
Waser, Otto - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 155-171
Persistent link: https://www.econbiz.de/10012423072
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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
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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
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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
In this paper, we propose multifactor models for the pan-European Equity Market using a block-bootstrap method and compare the results with those of traditional inferential techniques. The new factors are built from statistical measurements on stock prices - in particular, coefficient of...
Persistent link: https://www.econbiz.de/10012392578
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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
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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
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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