Using regime-switching models in Sharia-compliant stocks: performance assessment of investors with discriminated risk-appetite
HMN Saleem, NA Ahmad-Zaluki - Nankai Business Review …, 2021 - emerald.com
Purpose The paper aims to assess the performance of investors that are discriminated
based on their risk-appetite who intend to invest in listed Sharia-compliant (SC) stocks to …
based on their risk-appetite who intend to invest in listed Sharia-compliant (SC) stocks to …
[PDF][PDF] Risk-Appetite Discriminated Investors' Portfolio Optimization: Lessons from Pakistan Stock Exchange Listed Fertilizer Industry
AN Sajid, HMN Saleem, J Iqbal - 2022 - researchgate.net
The main aim of this research is to assess the performance of risk-appetite discriminated
investors in the PSX listed fertilizers industry, using RSM and non-RSM, to maximize their …
investors in the PSX listed fertilizers industry, using RSM and non-RSM, to maximize their …
Prototyping Growth in Technology Ventures: A Practical Approach
LE Pereiro - Journal of Corporate Accounting & Finance, 2016 - Wiley Online Library
A prototype is a plausible growth model that can be parameterized precisely in terms of time
and money. Prototypes can be used to determine how much money is needed to fund a start …
and money. Prototypes can be used to determine how much money is needed to fund a start …
Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms
A Ocejo - Nonlinear Analysis: Hybrid Systems, 2018 - Elsevier
We study the problem of utility maximization from terminal wealth in which an agent
optimally builds her portfolio by investing in a bond and a risky asset. The asset price …
optimally builds her portfolio by investing in a bond and a risky asset. The asset price …
The predictive power of regime-switching models for stock market returns.
Α Νιτσάκου - dspace.lib.uom.gr
Nowadays, nonlinearity plays an important role in predicting economic and financial
variables. The objective of this paper is to investigate the out-of-sample forecasting …
variables. The objective of this paper is to investigate the out-of-sample forecasting …