Risk-return profile of environmentally friendly assets: Evidence from the NASDAQ OMX green economy index family
The COVID-19 pandemic, geopolitical risks and net-zero targets have created not only
pressures but incentives for energy investors. The renewable energy has become the …
pressures but incentives for energy investors. The renewable energy has become the …
Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach
D Newton, E Platanakis, D Stafylas, C Sutcliffe… - The British accounting …, 2021 - Elsevier
Abstract For 5500 North American hedge funds following 11 different strategies, we analyse
the stand-alone performance of these strategies using a stochastic discount factor approach …
the stand-alone performance of these strategies using a stochastic discount factor approach …
Performance evaluation of equity unit trusts in South Africa
BM Thobejane, BD Simo-Kengne… - Managerial …, 2017 - emerald.com
Purpose The purpose of this paper is to evaluate the performance of 191 equity unit trusts in
an emerging market, South Africa over the period from February 2006 to January 2016 …
an emerging market, South Africa over the period from February 2006 to January 2016 …
[BOOK][B] Инновации на финансовых рынках
НИ Берзон, АО Солдатова, ВВ Мезенцев, ВД Газман… - 2013 - elibrary.ru
В коллективной монографии кафедры фондового рынка и рынка инвестиций НИУ ВШЭ
представлены результаты научных исследований по развитию инновационных …
представлены результаты научных исследований по развитию инновационных …
[PDF][PDF] The entrepreneur's cost of capital: Incorporating downside risk in the buildup method
J Chong, Y Jin, M Phillips - … . com/wpcontent/uploads/2013/04/MRA …, 2013 - macrorisk.com
Abstract Capital Asset Pricing Model (CAPM) suggests that an investor's cost of equity
capital is determined by beta, a measure of systematic risk based on how returns co-move …
capital is determined by beta, a measure of systematic risk based on how returns co-move …
Инвестиции на рыночных неэффективностях и поведенческих искажениях
ТВ Теплова, ЕС Микова - 2019 - elibrary.ru
Книга представляет собой первое на российском рынке систематическое изложение
ценовых аномалий на рынке акций с демонстрацией приемов и методов эмпирического …
ценовых аномалий на рынке акций с демонстрацией приемов и методов эмпирического …
Explaining the Model of Mental Accounting for the Selection of Portfolios of Shares of Companies in the Tehran Stock Exchange with Investment Horizon Approach
H Valiyan, MR ABDOLI, GM SAFARI, J Ghilichli - 2019 - sid.ir
The purpose of this research is Explaining the model of the Mental Accounting Framework
with the Investment Horizon approach to optimal portfolio selection. The period of research …
with the Investment Horizon approach to optimal portfolio selection. The period of research …
Ranking of mutual funds in Tehran Stock Exchange
MM Pashaki, R Tehrani, H Zarea, H Khanifar… - International Letters of …, 2014 - ceeol.com
Performance evaluation is one the most important point in investment. therefore, in this
research we tried to compute and compare the performance of mutual funds by different …
research we tried to compute and compare the performance of mutual funds by different …
[PDF][PDF] UNSURE-A Machine Learning Approach to Cryptocurrency Trading
Although cryptocurrency trading can be highly profitable, it carries significant risks due to
extreme price fluctuations and high degree of market noise. To increase profits and minimize …
extreme price fluctuations and high degree of market noise. To increase profits and minimize …
Ponzi Finance And The Hedge Fund Industry
W Semmler, R Chappe - Advances in Complex Systems, 2012 - World Scientific
This paper presents a stochastic dynamic model that can be used to describe situations in
asset management where hedge funds may inadvertently find themselves running a Ponzi …
asset management where hedge funds may inadvertently find themselves running a Ponzi …