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With one shot, which bullet would you use? : market versus accounting data in bankruptcy prediction : part III (the strong case of the use of neural networks in bankruptcy prediction)

Fernandez, Giovanni; Prakash, Arun J.; Mishra, Suchismita - In: The international journal of finance 26 (2014) 4, pp. 415-483

Persistent link: https://www.econbiz.de/10011634216

Selecting a portfolio with skewness : recent evidence from US, European, and Latin American equity markets

Prakash, Arun J.; Chang, Chun-hao; Pactwa, Therese E. - In: Journal of banking & finance 27 (2003) 7, pp. 1375-1390

Persistent link: https://www.econbiz.de/10001769046

An application in experiential learning : developing an intercollegiate investment research competition

Pactwa, Therese E.; Wong, Kwokfai M.; Moore, Keith M. - In: Journal of financial education 33 (2007) 2, pp. 1-21

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Skewness preference and the measurement of abnormal returns

Mishra, Suchismita; Prakash, Arun J.; Karels, Gordon V.; … - In: Applied economics 39 (2007) 4/6, pp. 739-757

Persistent link: https://www.econbiz.de/10003462025

Selecting a Portfolio with Skewness : Recent Evidence from US, European, and Latin American Equity Markets

Prakash, Arun J. - 2015

Polynomial goal programming, in which investor preferences for skewness can be incorporated, is utilized to determine the optimal portfolio from Latin American, US and European capital markets.The empirical findings suggest that the incorporation of skewness into an investors portfolio decision...

Persistent link: https://www.econbiz.de/10013015118