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Author: Devraj Basu
Publisher:
ISBN:
Category :
Languages : en
Pages : 27
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Book Description
We construct unconditionally efficient asset allocation strategies that exploit return predictability of international size and momentum portfolios. The strategies achieve comparable returns to these investment assets while exhibiting much lower volatility. They largely avoid major losses by successfully timing these assets. The strategies utilizing the MSCI world index and the term spread as predictive variables achieve better performance than those without exploiting return predictability. The optimal strategies perform better than conditionally efficient strategies due the conservative response of the optimal portfolio weight to extreme realizations of the predictive variables, thus leading to lower volatility.
Author: Devraj Basu
Publisher:
ISBN:
Category :
Languages : en
Pages : 27
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Book Description
We construct unconditionally efficient asset allocation strategies that exploit return predictability of international size and momentum portfolios. The strategies achieve comparable returns to these investment assets while exhibiting much lower volatility. They largely avoid major losses by successfully timing these assets. The strategies utilizing the MSCI world index and the term spread as predictive variables achieve better performance than those without exploiting return predictability. The optimal strategies perform better than conditionally efficient strategies due the conservative response of the optimal portfolio weight to extreme realizations of the predictive variables, thus leading to lower volatility.
Author: A. D. Moura
Publisher:
ISBN:
Category : Climatic changes
Languages : en
Pages : 80
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Book Description
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 810
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Book Description
Author: Mostafa Al-Emran
Publisher: Springer Nature
ISBN: 3030859908
Category : Technology & Engineering
Languages : en
Pages : 1024
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Book Description
This book sheds light on the emerging research trends in intelligent systems and their applications. It mainly focuses on four different themes, including Artificial Intelligence and Soft Computing, Information Security and Networking, Medical Informatics, and Advances in Information Systems. Each chapter contributes to the aforementioned themes by discussing the recent design, developments, and modifications of intelligent systems and their applications.
Author: Dr Thabang Mokoteli
Publisher: Academic Conferences and publishing limited
ISBN: 191121828X
Category : Business & Economics
Languages : en
Pages : 567
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Book Description
Author: El Bachir Boukherouaa
Publisher: International Monetary Fund
ISBN: 1589063953
Category : Business & Economics
Languages : en
Pages : 35
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Book Description
This paper discusses the impact of the rapid adoption of artificial intelligence (AI) and machine learning (ML) in the financial sector. It highlights the benefits these technologies bring in terms of financial deepening and efficiency, while raising concerns about its potential in widening the digital divide between advanced and developing economies. The paper advances the discussion on the impact of this technology by distilling and categorizing the unique risks that it could pose to the integrity and stability of the financial system, policy challenges, and potential regulatory approaches. The evolving nature of this technology and its application in finance means that the full extent of its strengths and weaknesses is yet to be fully understood. Given the risk of unexpected pitfalls, countries will need to strengthen prudential oversight.
Author: Dr. Robert F. Mills
Publisher: Academic Conferences and publishing limited
ISBN: 1911218263
Category : Computers
Languages : en
Pages : 567
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Book Description
Author: Jianping Li
Publisher: Cambridge University Press
ISBN: 1316467740
Category : Science
Languages : en
Pages : 371
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Book Description
Based largely on an International Commission on Dynamical Meteorology (ICDM) workshop, this timely volume, written by leading researchers in the field, covers a range of important research issues related to high-impact weather and extreme climate events. Dynamical linkages between these extremes and various atmospheric and ocean phenomena are examined, including Atlantic Multidecadal, North Atlantic, and Madden–Julian Oscillations; Annular Modes; tropical cyclones; and Asian monsoons. This book also examines the predictability of high-impact weather and extreme climate events on multiple time scales. Highlighting recent research and new advances in the field, this book enhances understanding of dynamical and physical processes associated with these events to help managers and policy makers make informed decisions to manage risk and prevent or mitigate disasters. It also provides guidance on future research directions in atmospheric science, meteorology, climate science, and weather forecasting, for experts and young scientists.
Author: Wing-Keung Wong
Publisher: Mdpi AG
ISBN: 9783036530802
Category : Business & Economics
Languages : en
Pages : 232
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Book Description
The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
Author:
Publisher:
ISBN:
Category : El Niño Current
Languages : en
Pages : 284
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Book Description
