Similar Search Results

Socially Responsible Investing : Combining ESG Ratings with News Sentiment Generates Alpha

Hafez, Peter; Gomez, Francisco - 2021

ESG ratings as a stock screener for downside protection can be significantly improved when combined with sentiment indicators derived from news and social media. Following a statistical approach, consisting in evaluating thousands of long-only monthly-rebalanced random portfolios, we find...

Persistent link: https://www.econbiz.de/10013241318

Student Managed Investment Funds in Religiously Affiliated and Independent Colleges and Universities

Saunders, Kent T. - 2016

Many colleges and universities now offer student-managed investment fund (SMIF) courses where students simultaneously …

Persistent link: https://www.econbiz.de/10013005346

Rebalancing of exchange traded funds in stock market using option trading strategies

Elegeti, Vinaykumar - In: Ekonomia i prawo 20 (2021) 3, pp. 497-511

Persistent link: https://www.econbiz.de/10012876161

Capital market anomalies and quantitative research

Birru, Justin; Gokkaya, Sinan; Liu, Xi - 2018

Quantitative research analysts (Quants) produce in-depth quantitative and econometric modeling of market anomalies to assist sell-side analysts and institutional clients with stock selection strategies. Quants are associated with more efficient analyst forecasting behavior on anomaly predictors...

Persistent link: https://www.econbiz.de/10011969132

One Semester, Two Languages : How to Teach R and Python to Business School Students?

Yan, Yuxing - 2021

It is crazy to teach business students both R and Python at the same time! It was my thought when asked to teach such a … course in 2020. However, after one-semester’s heavy struggle together with my students, I found that such a course is not … own lecture notes; 2) use concepts and formulae suitable for business students; 3) tons of in-class exercises; 4) use the …

Persistent link: https://www.econbiz.de/10013219362

Teaching programming skills to finance students: how to design and teach a great course

Yan, Yuxing - In: Financial innovation : FIN 3 (2017) 32, pp. 1-14

A motivated finance-major student should master at least one programming language. This is especially true for students …

Persistent link: https://www.econbiz.de/10011772273

Teaching Programming Skills to Finance Students : How to Design and Teach a Great Course?

Yan, Yuxing - 2016

is especially true for students from quantitative-finance, MSF, business analytics or financial engineering programs … students at 3 schools, the following 7 factors are critical for designing and teaching such a course: strong motivation, a good …

Persistent link: https://www.econbiz.de/10013002039

Teaching Methods and Assessment Techniques Used for the Introductory Level Undergraduate Finance Course in British and Irish Universities

Saunders, Kent T. - 2016

most commonly used (non-assessed) out-of-class assignment and in-class exams taken by individual students are the primary …

Persistent link: https://www.econbiz.de/10012979399

Information Ratio Analysis of Momentum Strategies

Ferreira, Fernando - 2015

In the past 20 years, momentum or trend following strategies have become an established part of the investor toolbox. We introduce a new way of analyzing momentum strategies by looking at the information ratio (IR, average return divided by standard deviation). We calculate the theoretical IR of...

Persistent link: https://www.econbiz.de/10013034189

Dynamic Asset Allocation Based on Valuation and Momentum Applied to a Global All-Equity Portfolio

White, James - 2020

There has been considerable research into dynamic global tactical asset allocation (GTAA) strategies driven by simple measures of Valuation and Momentum applied to a baseline balanced portfolio of equities and fixed income (see Blitz and van Vliet 2008, Wang and Kochard 2011, Gnedenko and Yelnik...

Persistent link: https://www.econbiz.de/10012838940