Portfolio Optimization: A Return-on-Equity Network Analysis
This article proposes return-on-equity (ROE) networks for portfolio optimization, which
integrate the DuPont analysis and graph theory. Portfolio diversification is interpreted as …
integrate the DuPont analysis and graph theory. Portfolio diversification is interpreted as …
Asymmetric effect of monetary policy on Indian stock market sectors: Do monetary policy stimulus transpire the same effect on all sectors?
KS Tomar, S Kesharwani - Cogent Economics & Finance, 2022 - Taylor & Francis
Most studies for the monetary policy effect on stock markets have concentrated on using the
primary index to proxy the stock market. The present paper, avoiding “aggregation bias” …
primary index to proxy the stock market. The present paper, avoiding “aggregation bias” …
EBITDA vs. cash flows in bankruptcy prediction on the Polish capital market
J Welc - European Financial and Accounting Journal, 2017 - papers.ssrn.com
One of the elements of company's evaluation is an analysis of bankruptcy risk metrics. In this
study, the accuracy of bankruptcy predictions generated by EBITDA-based and cash flow …
study, the accuracy of bankruptcy predictions generated by EBITDA-based and cash flow …
Risk management in student-managed funds: Earnings announcements and the collar strategy
JC Hughen, PP Lung - Managerial Finance, 2020 - emerald.com
Purpose Student-managed investment funds typically pursue “plain vanilla” objectives. The
purpose of this paper is to demonstrate the value of adding option strategies to reduce the …
purpose of this paper is to demonstrate the value of adding option strategies to reduce the …
Adding value in student-managed funds: benchmark and sector selection
JC Hughen, J Strauss, JP Tremblay - Journal of Trading, 2018 - pm-research.com
Student-managed portfolios allow universities to offer college credit for implementing
investment decisions in a university's endowment fund. Such funds are an increasingly …
investment decisions in a university's endowment fund. Such funds are an increasingly …
A Data Envelopment Analysis Approach to Portfolio Selection: An Application to the Blue Chip Stocks in the Philippine Stock Exchange (2010-2019)
V Bhagia, CMK Chiu, PJ Castillo, RB Raymundo… - 2021 - animorepository.dlsu.edu.ph
There has been a growing interest in the application of data envelopment analysis (DEA) as
a nonparametric approach in portfolio optimization due to its flexibility in overcoming the …
a nonparametric approach in portfolio optimization due to its flexibility in overcoming the …
[PDF][PDF] ONLINE JOURNAL
VOFT MAJOR - Journal: Vol, 2019 - hesmfc.extension.harvard.edu
ONLINE JOURNAL Page 1 Source: Management and Finance Online Journal: Vol. 3, No. 2 (November
2019) Published by: Harvard Extension Student Management and Finance Club (HESMFC) …
2019) Published by: Harvard Extension Student Management and Finance Club (HESMFC) …
深度學習在 Smart Beta 交易策略之應用
吳錦文， 王昭文， 謝育展 - 台灣管理學刊, 2020 - airitilibrary.com
本研究使用Smart Beta 因子與技術指標作為輸入特徵(features), 並搭配深度學習中的多層感知
器(multilayer perceptron, MLP) 和卷積類神經網路(convolutional neural networks, CNN) …
器(multilayer perceptron, MLP) 和卷積類神經網路(convolutional neural networks, CNN) …