An overview of machine learning for asset management
…, FA Fabozzi, FJ Fabozzi, J Musumeci… - The Journal of …, 2023 - pm-research.com
… Jim Musumeci … Jim Clayton | Cornerstone Real EstateAdvisors LLC and University of
Connecticut … Jim Kyung-Soo Liew | Johns Hopkins Carey Business School …
Connecticut … Jim Kyung-Soo Liew | Johns Hopkins Carey Business School …
From ELIZA to ChatGPT: The Evolution of Natural Language Processing and Financial Applications
AW Lo, M Singh, J Musumeci, Z Nagy… - The Journal of …, 2023 - pm-research.com
… Jim Musumeci … Jim Clayton | Cornerstone Real EstateAdvisors LLC and University of
Connecticut … Jim Kyung-Soo Liew | Johns Hopkins Carey Business School …
Connecticut … Jim Kyung-Soo Liew | Johns Hopkins Carey Business School …
Rationales for real estate leasing versus owning
…, C de la Torre, J Musumeci - Journal of Real Estate …, 1998 - Taylor & Francis
In this article, rationales for the widespread existence of commercial real estate leasing are
examined. Given the tendency of tenants to abuse property to their own advantage, there …
examined. Given the tendency of tenants to abuse property to their own advantage, there …
Controlling the incentive problems in real estate leasing
JD Benjamin, C de la Torre, J Musumeci - The Journal of Real Estate …, 1995 - Springer
This paper develops a formal model that characterizes potential conflicts of interest between
real-estate landlords and tenants. The model demonstrates a tenant's incentive to …
real-estate landlords and tenants. The model demonstrates a tenant's incentive to …
Misspecification in event studies
JM Marks, J Musumeci - Journal of Corporate Finance, 2017 - Elsevier
We examine the statistical error and efficiency associated with two commonly used event-study
techniques when applied to samples of various sizes. Previous research has established …
techniques when applied to samples of various sizes. Previous research has established …
A dynamic-programming approach to multiperiod asset allocation
J Musumeci, J Musumeci - Journal of Financial Services Research, 1999 - Springer
Academicians and practitioners recently have focused a great deal of attention on the issue
of retirement asset allocation. However, research on the academic side typically has …
of retirement asset allocation. However, research on the academic side typically has …
BE/ME and E/P work better than ME/BE or P/E in regressions
J Musumeci, M Peterson - Journal of Corporate Finance, 2011 - Elsevier
Researchers often form ratios of variables to measure firm characteristics, but which ratios
create the most powerful tests? For example, if we use ratios of book value of equity (BE) and …
create the most powerful tests? For example, if we use ratios of book value of equity (BE) and …
Lease vs buy: clarifying the impact of tax and borrowing rates
J Musumeci, T O'Brien - Managerial Finance, 2019 - emerald.com
Purpose The purpose of this paper is to survey the lease vs buy coverage in leading
managerial finance textbooks and to clarify the impact of tax rates and borrowing rates. Design/…
managerial finance textbooks and to clarify the impact of tax rates and borrowing rates. Design/…
Information Ratio= Selection× Breadth+ Sizing
…, AW Lo, M Singh, J Musumeci… - The Journal of …, 2023 - pm-research.com
… Jim Musumeci … Jim Clayton | Cornerstone Real EstateAdvisors LLC and University of
Connecticut … Jim Kyung-Soo Liew | Johns Hopkins Carey Business School …
Connecticut … Jim Kyung-Soo Liew | Johns Hopkins Carey Business School …
The Use and Misuse of Tracking Error
…, AW Lo, M Singh, J Musumeci… - The Journal of …, 2023 - pm-research.com
… Jim Musumeci … Jim Clayton | Cornerstone Real EstateAdvisors LLC and University of
Connecticut … Jim Kyung-Soo Liew | Johns Hopkins Carey Business School …
Connecticut … Jim Kyung-Soo Liew | Johns Hopkins Carey Business School …