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Expert systems in finance : smart financial applications in big data environments

Hassan, M. Kabir - 2019 - 1 edition

Theoretical and practical foundations of liquidity-adjusted value-at-risk (lvar) : optimization algorithms for portfolios selection and management / Mazin A. M. Al Janabi -- Financial analysis for mobile and cloud applications / Jennifer Brodmann and Makeen Huda -- Eye movement study of...

Persistent link: https://www.econbiz.de/10012026616

NELION: a non-linear stock prediction and portfolio management system [=NEOLION: ein nicht-lineares Aktien-Prognose- und Portfolio-Management-System]

Schwerk, Thomas (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001643519

The performance evaluation of the value investing strategy in Taiwan

Tsung-Yu, Hsieh; Zai-Yuan; Huang, Siao; Wan-Ting, Wang; … - In: The empirical economics letters : a monthly … 14 (2015) 7, pp. 669-675

Persistent link: https://www.econbiz.de/10011419254

Optimal strategies under Omega ratio

Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: European journal of operational research : EJOR 275 (2019) 2, pp. 755-767

Persistent link: https://www.econbiz.de/10011993573

Performance measurement of UCITS investment funds in Croatia

Curkovic, Marko; Kristo, Jaksa - In: UTMS journal of economics / University of Tourism and … 8 (2017) 1, pp. 11-18

UCITS investment funds represent an important investment opportunity for retail, as well for institutional investors in the European Union. The aim of this paper is to analyse the performance of the UCITS investment funds in Croatia and to detect relatively homogeneous groups among the UCITS...

Persistent link: https://www.econbiz.de/10011644015

Hedge fund performance using scaled Sharpe and Treynor measures

Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 6, pp. 1261-1300

Persistent link: https://www.econbiz.de/10011279837

Performance characteristics of hedge fund indices

Kapil, Sheeba; Gupta, Jayesh - In: Theoretical economics letters 9 (2019) 6, pp. 2176-2197

Persistent link: https://www.econbiz.de/10012241398

Factor investing : from traditional to alternative risk premia

Jurczenko, Emmanuel (ed.) - 2017

Persistent link: https://www.econbiz.de/10011708895

Socially responsible : are they profitable?

Syed, Ali Murad - In: Research in international business and finance 42 (2017), pp. 1504-1515

Persistent link: https://www.econbiz.de/10011761099

The price of factors and the implications for active investing

Fraser-Jenkins, Inigo - In: Factor investing : from traditional to alternative risk …, (pp. 1-23). 2017

Persistent link: https://www.econbiz.de/10011794901