. The research presented involved developing algorithms for the implementation of linear regression for estimating CVaR as a … function of some factors. Such regression is called CVaR (superquantile) regression. The main statement of this paper is: CVaR … linear regression can be reduced to minimizing the Rockafellar error function with linear programming. The theoretical basis …

their relationship to business productivity in the context of the Kingdom of Saudi Arabia. This study was conducted in … response to the limited literature in this context. A new code of corporate governance was issued by the Saudi Arabian Capital … firms. Rigorous empirical studies are practical not only for Saudi Arabia and its policy makers but also potentially for …

trust, and the mediating function of customer trust in the knowledge-loyalty and satisfaction-loyalty in the Saudi banking …, loyalty, and satisfaction. Data came from 600 consumers who responded to an online survey. By using regression analysis and … influence customer loyalty, CKM engagement, satisfaction, and trust in the context of the Saudi banking industry. These research …

This study aims to test the causal relationship between Saudi stock market index (TASI) and sectoral indices throughout … relationships between TASI and sectoral indices, and that TASI effectively mirrors all the changes that occur in the Saudi stock … the period from 2016-2020. The study data were extracted through the main index of the Saudi market and the indices of the …

This study investigates the effectiveness of six of the key international indices in estimating Saudi financial market … (TADAWUL) index (TASI) movement. To investigate the relationship between TASI and other variables, six equations were built … using two independent variables of time and international index, while TASI was the dependent variable. Linear, logarithmic …

set is divided into two samples of equal length, gives evidence for a structural break in the expectation of returns being … investors who expect a significant increase in stock returns would allocate a higher weight to stocks even though they would …

market into the Canadian and Mexican equity markets. We model the conditional volatility of the returns in each of the three … has a significant impact on the returns in the Canadian and Mexican markets. However, the findings for Canada vary …

Nach dem Ende des Börsenbooms macht sich auf dem Aktienmarkt eine große Unsicherheit breit. Von welchen Determinanten … hängt die langfristige Entwicklung der Aktienkurse ab? Mit welchen Renditen ist zukünftig am Aktienmarkt zu rechnen? …