Similar Search Results

The term structures of coentropy in international financial markets

Chabi-Yo, Fousseni; Colacito, Riccardo - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3541-3558

Persistent link: https://www.econbiz.de/10012062682

On the Bayesian interpretation of Black-Litterman

Kolm, Petter; Ritter, Gordon - In: European journal of operational research : EJOR 258 (2017) 2, pp. 564-572

Persistent link: https://www.econbiz.de/10011644155

Editorial statement for mathematical finance

Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 2/18, pp. 1-3

Mathematics plays a vital role in many areas of finance and provides the theories and tools that have been widely used … in all areas of finance. In this editorial, we tell authors the ideas on what types of papers we will accept for … publication in the area of mathematical finance. We will discuss some well-cited papers of mathematical finance. …

Persistent link: https://www.econbiz.de/10012173994

Comparing large-sample maximum Sharpe ratios and incremental variable testing

Hanke, Michael; Penev, Spiridon - In: European journal of operational research : EJOR 265 (2018) 2, pp. 571-579

Persistent link: https://www.econbiz.de/10011811449

Data science and intelligence

Tapiero, Charles S. - In: Risk and decision analysis 6 (2017) 4, pp. 291-298

Persistent link: https://www.econbiz.de/10011925106

The use of predictive analytics in finance

Broby, Daniel - In: The Journal of finance and data science : JFDS 8 (2022), pp. 145-161

professionals to achieve better outcomes. This review brings the various predictive analytic methods in finance together under one …

Persistent link: https://www.econbiz.de/10014433748

Non-parametric statistic for testing cumulative abnormal stock returns

Pynnönen, Seppo - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-13

Due to the non-normality of stock returns, nonparametric rank tests are gaining accceptance relative to parametric tests in financial economics event studies. In rank tests, financial assets’ multiple day cumulative abnormal returns (CARs) are replaced by cumulated ranks. This paper proposes...

Persistent link: https://www.econbiz.de/10013168738