Time series momentum: Evidence from the European equity market by Darko B. Vukovic, Salvatore Ingenito, Moinak Maiti

Subjects: Get full text

Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection by Giulio Mattera, Raffaele Mattera

Subjects: Get full text

Z-score vs minimum variance preselection methods for constructing small portfolios by Francesco Cesarone, Fabiomassimo Mango, Gabriele Sabato

Subjects: “…asset allocation…”
Get full text

Probability distortion of truncated quantile critics for stock trading environment by Foo, Marcus Jun Rong

Subjects: “…Business::Finance::Asset allocation…”
Get full text

Time-varying correlations between asset returns and implications to risk management. by Liao, Fengyi.

Subjects: “…DRNTU::Business::Finance::Asset allocation…”
Get full text

Forecasting the equity premium: Do deep neural network models work? by Xianzheng Zhou, Hui Zhou, Huaigang Long

Subjects: Get full text

Mapping the global Islamic equity market vis-à-vis the COVID-19 turbulence by Muhamad Rizky Rizaldy, Siti Rahayu

Subjects: Get full text

Centrality-Based Equal Risk Contribution Portfolio by Shreya Patki, Roy H. Kwon, Yuri Lawryshyn

Subjects: Get full text

When Do Investors Freak Out? Machine Learning Predictions of Panic Selling by Elkind, Daniel, Kaminski, Kathryn, Lo, Andrew W., Siah, Kien Wei, Wong, Chi Heem

Subjects: “…deep learning, freaking out, panic selling, stop-loss, tactical asset allocation…”
Get full text

Optimising the Investor's Portfolio through Modern Portfolio Theory: Empirical Evidence from Pakistan by Faisal Maqbool, Muhammad Husnain

Subjects: “…Asset Allocations…”
Get full text

Effects of Private Pension Funds to Emergent Markets by Iulia Ban

Subjects: “…emerging markets; asset allocation; investment regulations; defined benefit plans…”
Get full text

The impact of the investment expectation gap on households’ risky financial asset investment by Xinzhe Xu

Subjects: “…asset allocation…”
Get full text

Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios by Nolan Alexander, William Scherer

Subjects: Get full text

Portfolio Preferences Across Markets: Evidence from Mutual Fund Ownership by Wen-Hsiu Chou

Subjects: Get full text

Optimization of Bituminous Road Surfacing Rehabilitations Based on Optimization of Road Asset Value by Ján Mikolaj, Ľuboš Remek, Matúš Kozel

Subjects: Get full text

How does the crisis of the COVID-19 pandemic affect the interactions between the stock, oil, gold, currency, and cryptocurrency markets? by Jung-Bin Su, Yu-Sheng Kao

Subjects: Get full text

Investment portfolio management using the business cycle approach by Audrius Dzikevičius, Jaroslav Vetrov

Subjects: Get full text

Hedge performance of different asset classes in varying economic conditions by Vladyslav Mats

Subjects: Get full text

Optimal Stopping Policy for Multivariate Sequences a Generalized Best Choice Problem

Subjects: “…Best choice problem; Asset allocation; Optimal stopping rule;Stochastic dynamic programming; Bayesian decision theory; Mixed model…”
Get full text

The Role of Longevity-Indexed Bond in Risk Management of Aggregated Defined Benefit Pension Scheme by Xiaoyi Zhang, Yanan Li, Junyi Guo

Subjects: Get full text