Search Results - subject:"Economic Significance"

On the economic significance of stock return predictability

Cederburg, Scott; Johnson, Travis L.; O'Doherty, Michael - In: Review of finance : journal of the European Finance … 27 (2023) 2, pp. 619-657

Persistent link: https://www.econbiz.de/10014317955

Machine Learning and the Implementable Efficient Frontier

Jensen, Theis Ingerslev; Kelly, Bryan T.; Malamud, Semyon; … - 2022

We propose that investment strategies should be evaluated based on their net-of-trading-cost return for each level of risk, which we term the "implementable efficient frontier." While numerous studies use machine learning return forecasts to generate portfolios, their agnosticism toward trading...

Persistent link: https://www.econbiz.de/10013492674

Terrorist attacks and corporate investment in Indonesia

Dat Thanh Nguyen; Dinh Hoang Bach Phan; Van Ky Long Nguyen - In: Bulletin of monetary economics and banking 24 (2021) 1, pp. 53-70

Persistent link: https://www.econbiz.de/10012584246

Scope elasticity of willingness to pay in discrete choice experiments

Dugstad, Anders; Grimsrud, Kristine M.; Kipperberg, Gorm; … - In: Environmental and resource economics 80 (2021) 1, pp. 21-57

Persistent link: https://www.econbiz.de/10012615888

The agricultural exodus in the Philippines : are wage differentials driving the process?

Cerutti, Eugenio M.; Li, Yiliang - 2021

Lagging labor reallocations outside agriculture amid sustained low agricultural productivity have been a key feature in the Philippines over the past 15 years. An analysis of the labor adjustments in and out of agriculture shows that a variety of factors have influenced this process. We find...

Persistent link: https://www.econbiz.de/10012796816

Scope elasticity and economic significance in discrete choice experiments

Dugstad, Anders; Grimsrud, Kristine M.; Kipperberg, Gorm; … - 2020

, researchers have begun to differentiate between statistical and economic significance. This paper contributes to this line of … determining the economic significance of scope impacts, we deem these estimates to be of an adequate and plausible order of … willingness-to-pay (WTP) concept. We first formalize the scope elasticity concept in a DCE context and relate it to economic …

Persistent link: https://www.econbiz.de/10012801090

Scope elasticity and economic significance in discrete choice experiments

Dugstad, Anders; Grimsrud, Kristine M.; Kipperberg, Gorm; … - 2020

Persistent link: https://www.econbiz.de/10012307409

Economic significance of commodity return forecasts from the fractionally cointegrated VAR model

Dolatabadi, Sepideh; Narayan, Paresh Kumar; Nielsen, … - 2015

based on statistical metrics of forecast comparison. We then analyze the economic significance of the forecasts through a …

Persistent link: https://www.econbiz.de/10011380833

Economic significance of commodity return forecasts from the fractionally cointegrated VAR model

Dolatabadi, Sepideh; Narayan, Paresh Kumar; Nielsen, … - Economics Department, Queen's University - 2015

based on statistical metrics of forecast comparison. We then analyze the economic significance of the forecasts through a …

Persistent link: https://www.econbiz.de/10011147853

Economic significance of commodity return forecasts from the fractionally cointegrated VAR model

Dolatabadi, Sepideh; Narayan, Paresh Kumar; Nielsen, … - 2015

based on statistical metrics of forecast comparison. We then analyze the economic significance of the forecasts through a …

Persistent link: https://www.econbiz.de/10010464770