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Machine learning-based analysis of volatility quantitative investment strategies for American financial stocks

Yan, Keyue; Li, Ying - In: Quantitative finance and economics 8 (2024) 2, pp. 364-386

Persistent link: https://www.econbiz.de/10015133088

Hybrid ML models for volatility prediction in financial risk management

Kumar, Satish; Rao, Amar; Dhochak, Monika - In: International review of economics & finance : IREF 98 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015331616

Exploiting the low-risk anomaly using machine learning to enhance the Black-Litterman framework : evidence from South Korea

Pyo, Sujin; Lee, Jaewook - In: Pacific-Basin finance journal 51 (2018), pp. 1-12

Persistent link: https://www.econbiz.de/10012035052

Asymmetric volatility, skewness, and downside risk in different asset classes : evidence from futures markets

Tse, Yiuman - In: The financial review : the official publication of the … 51 (2016) 1, pp. 83-111

Persistent link: https://www.econbiz.de/10011436801

"Leverage Effect" in country betas and volatilities?

Synyavska, Alina; Ülkü, Numan - In: Applied economics letters 22 (2015) 10/12, pp. 848-853

Persistent link: https://www.econbiz.de/10011286056

Time-varying momentum return in Indian stock market

Tripathy, Trilochan; Ranajee; Mishra, Ajay Kumar - In: International journal of behavioural accounting and … 5 (2015) 3/4, pp. 203-241

Persistent link: https://www.econbiz.de/10011550102

Momentum, asymmetric volatility and idiosyncratic risk-momentum relation : does technology-sector matter?

Ahmed, Mohamed S.; Alhadab, Mohammad - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 355-371

Persistent link: https://www.econbiz.de/10012431325

An analysis of volatility and risk-adjusted returns of ESG indices in developed and emerging economies

Gupta, Hemendra; Chaudhary, Rashmi - In: Risks : open access journal 11 (2023) 10, pp. 1-18

The importance of Environmental, Social, and Governance (ESG) aspects in investment decisions has grown significantly in today's volatile financial market. This study aims to answer the important question of whether investing in ESG-compliant companies is a better option for investors in both...

Persistent link: https://www.econbiz.de/10014393124

Recurrent neural network GO-GARCH model for portfolio selection

Burda, Martin; Schroeder, Adrian K. - In: Journal of time series econometrics 16 (2024) 2, pp. 67-81

Persistent link: https://www.econbiz.de/10015117680

Portfolio optimization using novel EW-MV method in conjunction with asset preselection

Singh, Priya; Jha, Manoj - In: Computational economics 64 (2024) 6, pp. 3683-3712

Persistent link: https://www.econbiz.de/10015144258