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Tobin's q and firm performance : MCDM and clustering-based approach for Indian companies

Kumari, Roma; Chaudhuri, Tamal D.; Ghosh, Indranil - In: International journal of business information systems : … 45 (2024) 4, pp. 564-590

Persistent link: https://www.econbiz.de/10015061816

Accounting for non-marketed capital

Cairns, Robert D.; Davis, Graham A. - In: Review of income and wealth 70 (2024) 3, pp. 639-660

Persistent link: https://www.econbiz.de/10015048908

Word portfolio optimization in the environment of zero interest rate

Demcenko, Darja - In: Mokslo darbai / Vilniaus Universitetas 100 (2021) 1, pp. 156-174

presented. Furthermore, a risk analysis of created portfolios is evaluated in terms of historical VaR and CVaR applying … confidence interval 95%. The main results of this paper reveal that the portfolio, which is optimized to minimize VaR produces …

Persistent link: https://www.econbiz.de/10012887928

Testing the fiscal theory of the price level In Türkiye by using structural balance data

Masatçi, Kaan; Buzluca, Asuman Oktayer - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 74-95

Persistent link: https://www.econbiz.de/10013531926

Impact of uncertainty and exchange rate shocks : theory and global empirics

Jing Lian Suah - In: Journal of Asian economics 82 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013549979

Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation

Hassani, Samir Saissi; Dionne, Georges - 2023

Persistent link: https://www.econbiz.de/10014234014

Evaluation of the quantiles and superquantiles of the makespan in interval valued activity networks

Meloni, Carlo; Pranzo, Marco - In: Computers & operations research : and their … 151 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014234845

Confiance et activité économique : analyse d'impact sur l'économie canadienne

Moran, Kevin; Stevanović, Dalibor; Touré, Adam Kader - 2023

Persistent link: https://www.econbiz.de/10014416066

Order flow-based microstructure analysis of the spot exchange rate in Zambia

Phiri, Sydney Chauwa; Chisha, Keegan; Chipili, Jonathan M. - 2023

Persistent link: https://www.econbiz.de/10014416176

A new model for forecasting VaR and ES using intraday returns aggregation

Song, Shijia; Li, Handong - In: Journal of forecasting 42 (2023) 5, pp. 1039-1054

Persistent link: https://www.econbiz.de/10014338800

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