Search Results - subject:"Portfolio balancing"

Scaling, unwinding and greening QE in a calibrated portfolio balance model

Riedler, Jesper; Koziol, Tina - 2021

We develop a portfolio balance model to analyze the impact of euro area quantitative easing (QE) on asset yields. Our model features two countries each populated by two agents representing their respective banking and mututal fund sectors. Agents, which differ in their preferences for assets,...

Persistent link: https://www.econbiz.de/10012698579

Scaling, unwinding and greening QE in a calibrated portfolio balance model

Riedler, Jesper; Koziol, Tina - 2021

Persistent link: https://www.econbiz.de/10012671882

Portfolio rebalancing based on a combined method of ensemble machine learning and genetic algorithm

Faridi, Sanaz; Madanchi Zaj, Mahdi; Daneshvar, Amir; … - In: Journal of financial reporting & accounting : JFRA 21 (2023) 1, pp. 105-125

Persistent link: https://www.econbiz.de/10014304839

Echo over the great wall : spillover effects of QE announcements on Chinese yield curve

Lin, Mucai; Niu, Linlin - In: Journal of international money and finance 111 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012796740