Search Results - subject:"Asset allocation."

Predicting mutual fund stress levels utilizing SEBI's stress test parameters in MidCap and SmallCap funds using deep learning models

Maheshwari, Suneel; Naik, Deepak Raghava - In: Risks : open access journal 12 (2024) 11, pp. 1-17

The Association of Mutual Funds of India (AMFI), under the direction of the Securities and Exchange Board of India (SEBI), provided open access to various risk parameters with respect to MidCap and SmallCap funds for the first time from February 2024. Our study utilizes AMFI datasets from...

Persistent link: https://www.econbiz.de/10015135934

Impacts of population aging on bank loan portfolios : evidence from China

Li, Zeguang; Huang, Yuanbiao; Hou, Keqiang - In: International review of economics & finance : IREF 95 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015137774

Does social pension insurance increase the efficiency of household financial portfolios?

Liu, Xueying; Zhao, Zhong - 2024

This study investigates the impact of social pension insurance on the efficiency of household financial portfolios, utilizing data from the 2019 wave of the China Household Finance Survey. Our findings indicate that social pension insurance significantly enhances the efficiency of household...

Persistent link: https://www.econbiz.de/10015137803

Market predictability before the closing bell rings

Zhang, Lu; Hua, Lei - In: Risks : open access journal 12 (2024) 11, pp. 1-21

This study examines the predictability of the last 30 min of intraday stock price movements within the US financial market. The analysis encompasses several potential explanatory variables, including returns from each 30 min intraday trading session, overnight returns, the federal reserve fund...

Persistent link: https://www.econbiz.de/10015137895

Challenging the linearity assumption of intra-brand image confusion

Grimm, Malek Simon; Wagner, Ralf - In: Journal of marketing analytics : JMA 12 (2024) 2, pp. 355-374

Persistent link: https://www.econbiz.de/10015137915

Downward pressure, investment style and performance persistence of institutional investors

Sha, Yezhou; Wu, Xi - In: International review of economics & finance : IREF 95 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015141730

Asset allocation models for big tech stocks : the importance of lower partial moments and short length windows

Miralles-Quirós, José Luis; Miralles-Quirós, María … - In: Borsa Istanbul Review 24 (2024) 5, pp. 966-983

as the SPY ETF or a naïve portfolio. To this end, we developed a total of 20 asset allocation models and constructed … a short window length for estimating the parameters of the asset allocation models and a procedure that takes downside …

Persistent link: https://www.econbiz.de/10015141776

The dynamic connectedness between collateralized loan obligations and major asset classes : a TVP-VAR approach and portfolio hedging strategies for investors

Papathanasiou, Spyros; Kenourgios, Dimitris; … - In: Empirical economics : a quarterly journal of the … 67 (2024) 3, pp. 1063-1089

Persistent link: https://www.econbiz.de/10015141907

Downside risk connectedness between Islamic sectors and green bond markets : implications for hedging and investment strategies

Syed Mabruk Billah; Mohammad Enamul Hoque; Balli, Faruk; … - In: Applied economics 56 (2024) 59, pp. 8900-8933

Persistent link: https://www.econbiz.de/10015141971

Is it a boy or a girl? : newborn gender and household portfolio decisions

Arnaboldi, Francesca; Beccalli, Elena; Gioia, Francesca - In: European financial management : the journal of the … 30 (2024) 4, pp. 2095-2134

Persistent link: https://www.econbiz.de/10015141993