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subject:"USA"
subject:"Portfolio-Management"
~source:"econis"
~subject:"Time series analysis"
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Patent protection and the composition of multinational activity : evidence from US multinational firms
Ivus, Olena
;
Park, Walter Ginn
;
Saggi, Kamal
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Technology transfer, foreign direct investment, and the …
,
(pp. 317-345)
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2024
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Monetary utility functions and risk functionals
Floros, Christos
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Gillas, Konstantinos Gkillas
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Essays on Financial Analytics : Applications and Methods
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.
2023
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An answer to Roll's critique (1977) 45 years later
Desban, Marc
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Diyarbakirlioglu, Erkin
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Lajili Jarjir, Souad
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Essays on Financial Analytics : Applications and Methods
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2023
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VaR model for managing market risk of portfolio
Pribadi, Firman
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Surwanti, Arni
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Shih, Wen-Chung
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Macroeconomic risk and growth in the Southeast Asian …
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2023
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Got crypto? : evidence from Markowitz, Kataoka, and conditional value-at-risk models
Du, Lanqing
;
Lee, Jinwook
;
Kim, Namjong
;
Choi, Paul Moon Sub
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Fintech, pandemic, and the financial system : …
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.
2023
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Agency, activism, and the expansion of the regulatory state
Topel, Robert H.
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50th celebratory volume
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(pp. 255-283)
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2023
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Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
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(pp. 3-71)
.
2023
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Powerful self-normalizing tests for stationarity against the alternative of a unit root
Hassler, Uwe
;
Hosseinkouchack, Mehdi
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Essays in honor of Joon Y. Park : econometric theory
,
(pp. 97-114)
.
2023
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Markov switching rationality
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
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Essays in honor of Joon Y. Park : econometric …
,
(pp. 35-64)
.
2023
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10
Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung
;
Lee, Ji Hyung
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Essays in honor of Joon Y. Park : econometric …
,
(pp. 99-131)
.
2023
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Zero-investment portfolio strategy and excess returns in ESG100 stocks
Parichat Sinlapates
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Thawaree Chinnasaeng
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Comparative analysis of trade and finance in emerging …
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2023
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Determining the impact of different forms of stationarity on financial time series analysis
Greunen, Jan van
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Heymans, André
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Business research : an illustrative guide to practical …
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(pp. 61-76)
.
2023
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Grey model as a tool in dynamic portfolio selection : simple applications
Škrinjarić, Tihana
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Artificial intelligence and big data for financial risk …
,
(pp. 1-16)
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2023
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Optimization algorithms for multiple-asset portfolios with machine learning techniques : theoretical foundations of optimum and coherent economic capital structures
Janabi, Mazin A. M. al
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Artificial intelligence and big data for financial risk …
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(pp. 92-122)
.
2023
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Random forest and grey methodology in dynamic portfolio selection
Škrinjarić, Tihana
;
Vlah Jerić, Silvija
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Artificial intelligence and big data for financial risk …
,
(pp. 123-139)
.
2023
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Optimization algorithms for multiple-asset portfolios with machine learning techniques : practical applications with forecasting of optimum and coherent economic capital structures
Janabi, Mazin A. M. al
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Artificial intelligence and big data for financial risk …
,
(pp. 179-213)
.
2023
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Incorporating external factors into time series forecasts
Baets, Shari de
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Harvey, Nigel
- In:
Judgment in Predictive Analytics
,
(pp. 265-287)
.
2023
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On the evolution of product portfolio of cooperatives versus IOFs : an agent-based analysis of the single origin constraint
Deng, Wendong
;
Hendrikse, George W. J.
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Networks in International Business : Managing …
,
(pp. 25-42)
.
2023
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19
Risk and return dynamics in portfolio theory
Gupta, Vikas
;
Srivastava, Sripal
- In:
Analytics in finance and risk management
,
(pp. 300-309)
.
2023
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Portfolio optimization : an application on the BIST-30 index
Madenoğlu, Fatma Selen
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Ünlüsoy, Ömer Faruk
-
2023
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21
Comments on "Robots and labour : implications for inflation dynamics"
Chang, Yongsung
- In:
Inflation dynamics in Asia and the Pacific
,
(pp. 51-53)
.
2020
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Comments on "The pass-through from short-horizon to long-horizon inflation expectations"
Hattori, Masazumi
- In:
Inflation dynamics in Asia and the Pacific
,
(pp. 67-72)
.
2020
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23
Portfolio construction with climate risk measures
Le Guenedal, Théo
;
Roncalli, Thierry
- In:
Climate investing : new strategies and implementation …
,
(pp. 49-86)
.
2022
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24
Risk management challenges in sustainability themed portfolios: an application to GHG-constrained portfolios
Brown, Ryan M.
;
DeSilva, Harindra
;
Krider, David W.
- In:
Climate investing : new strategies and implementation …
,
(pp. 245-266)
.
2022
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25
The role of big data research methodologies in describing investor risk attitudes and predicting stock market performance : deep learning and risk tolerance
Heo, Wookjae
;
Kwak, Eun Jin
;
Grable, John E.
- In:
Handbook of research on new challenges and global …
,
(pp. 293-315)
.
2022
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26
Scanner data, elementary price indexes and the chain drift problem
Diewert, Walter E.
- In:
Advances in Economic Measurement : A Volume in Honour …
,
(pp. 445-606)
.
2022
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27
An algorithmic trading strategy to balance profitability and risk
Peña, Guillermo
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Big Data in Finance : Opportunities and Challenges of …
,
(pp. 35-53)
.
2022
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28
Asset pricing in digital assets
Günther, Steffen
;
Glas, Tobias
;
Poddig, Thorsten
- In:
Diginomics Research Perspectives : The Role of …
,
(pp. 125-143)
.
2022
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29
Statistical arbitrage using cointegration and principal component analysis approach
Bartkoviak, Oleksandr
;
Shpyrko, Viktor
;
Chernyak, Oleksandr
- In:
Business Development and Economic Governance in …
,
(pp. 167-182)
.
2022
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30
Heterogeneous switching in FAVAR models
Guérin, Pierre
;
Leiva-León, Danilo
- In:
Essays in honour of Fabio Canova
,
(pp. 65-98)
.
2022
Persistent link: https://www.econbiz.de/10013443910
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31
The relationship between interest rates and inflation : time series evidence from Canada
Fazlollahi, Negar
;
Ebrahimijam, Saeed
- In:
New Dynamics in Banking and Finance : 5th International …
,
(pp. 191-205)
.
2022
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32
The asymmetric response of equity markets to sentiment risk : a new asset pricing model
Dhaoui, Abderrazak
;
Bourouis, Saad
- In:
Financial Market Dynamics after COVID 19 : The …
,
(pp. 37-55)
.
2022
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33
On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
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34
Gains from switching between forecasts
Timmermann, Allan
;
Zhu, Yinchu
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 99-116)
.
2022
Persistent link: https://www.econbiz.de/10013201834
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35
Smooth robust multi‐horizon forecasts
Martinez, Andrew B.
;
Castle, Jennifer
;
Hendry, David F.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 143-165)
.
2022
Persistent link: https://www.econbiz.de/10013201849
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36
Portfolio entrepreneurs : the role of risk
Fierro, Antonio Malfense
;
Rosa, Peter
- In:
De Gruyter handbook of entrepreneurial finance
,
(pp. 75-85)
.
2022
Persistent link: https://www.econbiz.de/10013201990
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37
Implications of the permanent-transitory confusion for new Keynesian modeling, inflation forecasts, and the postcrisis era
Cukierman, Alex
- In:
Karl Brunner and monetarism
,
(pp. 373-400)
.
2022
Persistent link: https://www.econbiz.de/10013203180
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38
Is gold a hedge or safe haven against oil and currency market movements? : a revisit using multifractal approach
Madani, Mohamed Arbi
;
Ftiti, Zied
- In:
Financial modeling and risk management of energy and …
,
(pp. 367-400)
.
2022
Persistent link: https://www.econbiz.de/10013350020
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39
Portfolio optimization of financial commodities with energy futures
Wang, Lu
;
Ahmad, Ferhana
;
Luo, Gong-li
;
Umar, Muhammad
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 401-439)
.
2022
Persistent link: https://www.econbiz.de/10013350080
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40
Tail nonlinearly transformed risk measure as a capital constraint : a better choice for bank regulation than conditional value-at-risk?
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 197-218)
.
2022
Persistent link: https://www.econbiz.de/10013336233
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41
Model risk as multiplicative risk factor
Huschens, Stefan
;
Stahl, Gerhard
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 247-267)
.
2022
Persistent link: https://www.econbiz.de/10013336238
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42
Risk management decisions and value under uncertainty
Barone-Adesi, Giovanni
;
Clark, Ephraim
;
Prigent, Jean-Luc
- In:
Risk management decisions and value under uncertainty
,
(pp. 603-604)
.
2022
Persistent link: https://www.econbiz.de/10013341955
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43
Concurrent neural network : a model of competition between times series
Garnier, Rémy
- In:
Risk management decisions and value under uncertainty
,
(pp. 945-964)
.
2022
Persistent link: https://www.econbiz.de/10013342077
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44
Network models to improve robot advisory portfolios
Giudici, Paolo
;
Polinesi, Gloria
;
Spelta, Alessandro
- In:
Risk management decisions and value under uncertainty
,
(pp. 965-989)
.
2022
Persistent link: https://www.econbiz.de/10013342079
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45
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
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46
Spatial contagion between financial markets : new evidence of asymmetric measures
Miled, Wafa
;
Ftiti, Zied
;
Sahut, Jean-Michel
- In:
Risk management decisions and value under uncertainty
,
(pp. 1183-1220)
.
2022
Persistent link: https://www.econbiz.de/10013342100
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47
Optimal feedback control of stock prices under credit risk dynamics
Shao, Jinghai
;
Mitra, Sovan
;
Karathanasopoulos, Andreas
- In:
Risk management decisions and value under uncertainty
,
(pp. 1285-1318)
.
2022
Persistent link: https://www.econbiz.de/10013342116
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48
Long term optimal investment with regime switching : inflation, information and short sales
Bellalah, Mondher
;
Hakim, Akeb
;
Si, Kehan
;
Zhang, Detao
- In:
Risk management decisions and value under uncertainty
,
(pp. 1373-1386)
.
2022
Persistent link: https://www.econbiz.de/10013342122
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49
How does the entropy function explain the distribution of high-frequency data?
Moriya, Hiroyuki
- In:
Digital Designs for Money, Markets, and Social Dilemmas
,
(pp. 363-383)
.
2022
Persistent link: https://www.econbiz.de/10013363391
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50
Determinants of the ratchet effect
Brück, Christian
;
Knauer, Thorsten
;
Nikiforow, Nicole
; …
- In:
New perspectives on incentive and control Systems for …
,
(pp. 145-190)
.
2019
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