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A recursive core for cooperative games with overlapping coalitions
Agbaglah, Messan - Département d'économique, Faculté d'administration - 2014
This paper develops an extension of the recursive core to the setting of overlapping coalitions. We show that the cooperative game theoretical traditional way of separating a deviant coalition from the game played by the ones left behind is no more satisfactory. We therefore introduce a new...
Persistent link: https://www.econbiz.de/10010942760
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Formalization of Indistinct Expert Representations about the Object of Research
PELIN, Nicolae - In: Informatica Economica XII (2008) 3, pp. 17-22
the factors considering a "pessimistic" or "optimistic" spirit of the expert and providing in next automated correction of …
Persistent link: https://www.econbiz.de/10009416610
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The asymmetric effect of COVID-19 on investor sentiment : evidence from NARDL model
Mili, Mehdi; Al Amoodi, Asma Yahiya; Bawazir, Hana - In: Review of behavioral finance : RBF 16 (2024) 1, pp. 60-84
Persistent link: https://www.econbiz.de/10014471751
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When Elon Musk changes his tone, does Bitcoin adjust its tune?
Toan Luu Duc Huynh - In: Computational economics 62 (2023) 2, pp. 639-661
Persistent link: https://www.econbiz.de/10014382742
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Managerial sentiment, consumer confidence and sector returns
Salhin, Ahmed; Sherif, Mohamed; Jones, Edward - In: International review of financial analysis 47 (2016), pp. 24-38
Persistent link: https://www.econbiz.de/10011624031
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Managerial sentiment and employment
Montone, Maurizio; Zhu, Yuhao; Zwinkels, Remco C. J. - In: Journal of behavioral and experimental finance 43 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015077217
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Portfolio analysis based on the example of Zagreb Stock Exchange
Bogdan, Sinisa; Baresa, Suzana; Ivanovic, Sasa - In: UTMS Journal of Economics 1 (2010) 1, pp. 39-52
In this paper we analyze the portfolio that was selected from the Zagreb Stock Exchange and also try to assess its … individual stocks within the portfolio and the systemic risk of the given portfolio and explain its importance. Through … end we will explain the correlation in the selected portfolio and point out the importance of the correlation and …
Persistent link: https://www.econbiz.de/10010285702
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An empirical investigation into the applicability of Fama-French Three Factor Model in explaining portfolio returns : evidence from non-financial firms on the Ghana stock exchange
Acheampong, Prince; Swanzy, Sydney Kwesi - In: International journal of financial research 7 (2016) 1, pp. 75-85
Persistent link: https://www.econbiz.de/10011560885
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Trading frequency anomalies in infant markets : the test for returns and sensitivity of shares and portfolios
Shamis Moh'd; Ravindran Ramasamy; Zulkifflee Mohamed - In: Inventi impact: emerging economies (2020) 2, pp. 107-122
Persistent link: https://www.econbiz.de/10012648495
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PORTFOLIO ANALYSIS BASED ON THE EXAMPLE OF ZAGREB STOCK EXCHANGE
Bogdan, Sinisa; Baresa, Suzana; Ivanovic, Sasa - In: UTMS Journal of Economics 1 (2010) 1, pp. 39-52
In this paper we analyze the portfolio that was selected from the Zagreb Stock Exchange and also try to assess its … individual stocks within the portfolio and the systemic risk of the given portfolio and explain its importance. Through … end we will explain the correlation in the selected portfolio and point out the importance of the correlation and …
Persistent link: https://www.econbiz.de/10009143460