Search Results - subject:"Financial Forecasting and Simulation"

Agent expectations and news sentiment in the dynamics of price in a financial market

Silver, Steven D. - In: Review of behavioral finance : RBF 16 (2024) 5, pp. 836-859

Persistent link: https://www.econbiz.de/10015069609

A Markowitz-based alternative model : hedging market shocks under endowment constraints

Martin, Brett; Swanson, Adam - In: Review of financial economics : RFE 40 (2022) 4, pp. 335-347

Persistent link: https://www.econbiz.de/10013461473

The use of the sustainable investment against the broad market one. A first test in the Mexican stock market

De la Torre, Oscar; Galeana, Evaristo; Aguilasocho, Dora - In: European Research on Management and Business Economics … 22 (2016) 3, pp. 117-123

The present paper studies the mean–variance efficiency of the sustainable investment (SI) practice in Mexico by proving the existence of a statistical equality in the performance levels ofthe IPC sustainability (IPCS)index againstthe broad marketIPCcomp one. Using daily standard deviation and...

Persistent link: https://www.econbiz.de/10012115899

An actual position benchmark for Mexican pension funds performance

De la Torre Torres, Óscar V.; Figueroa, Evaristo Galeana; … - In: Economía teoría y práctica 43 (2015), pp. 133-154

Persistent link: https://www.econbiz.de/10011583043

Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans : a test for Michoacán

Torre Torres, Oscar de la - In: Economía teoría y práctica 39 (2013), pp. 119-144

Persistent link: https://www.econbiz.de/10010403345

Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013)

Allen, D.; Lizieri, C.; Satchell, S. - Faculty of Economics, University of Cambridge - 2012

Mean-variance optimisation has been roundly criticised by financial economists and practitioners alike, leading many to advocate a simple 1/N weighting heuristic. We investigate the performance of the Markowitz technique conditional on investor forecasting ability. Using a novel analytical...

Persistent link: https://www.econbiz.de/10010740268

A VÁLLALATOK PÉNZÜGYI TÍPUSJELENSÉGEINEK TÖBBVÁLTOZÓS ANALÍZISE

Kriszt, Katalin; Zakár, Tivadar - In: Acta Carolus Robertus 02 (2012) 1

Tudományos kutatásunkat azzal a céllal készítettük el, hogy befektetésre alkalmas vállalatok váljanak felismerhetővé, amelyek képesek tartós és fenntartható értéknövekedést produkálni, ami megjelenik a piaci árakban is, tehát lekereskedhetőek legyenek. Vizsgálatunkat...

Persistent link: https://www.econbiz.de/10011070287

Likelihood of financial distress in Canadian oil and gas market : an optimized hybrid forecasting approach

Mahbobi, Mohammad; Sukhmani, Rashmit Singh G. - In: Review of applied economics 13 (2017) 1/2, pp. 67-84

Persistent link: https://www.econbiz.de/10011889241

Trading networks

Adamic, Lada; Brunetti, Celso; Harris, Jeffrey H.; … - In: The econometrics journal 20 (2017) 3, pp. 126-149

Persistent link: https://www.econbiz.de/10011804985

Big data and the dot com bubble

Cicon, James - In: International journal of economics and finance 6 (2014) 8, pp. 15-22

Persistent link: https://www.econbiz.de/10010399359