|
|
|
|
|
Johannes P. Steyn,Suzette Viviers
AbstractOrientation: Investors are increasingly weighing up the cost of investing in companies with adverse impacts on society and the natural environment.Research purpose: In light of the shift to responsible investing, this study compared the risk-adju...
ver más
|
|
|
|
|
|
|
|
|
Chia-Cheng Chen,Yisheng Liu,Ting-Hsin Hsu
Pág. 1 - 10
This study aims to explore the prediction of Taiwan stock price movement and conduct an analysis of its investment performance. Based on Taiwan Stock Market index, the study compares four machine learning models: ANN, SVM, Random Forest and Naïve-Bayes. ...
ver más
|
|
|
|
|
|
|
|
|
Johannes P. Steyn,Lomari Theart
AbstractOrientation: It is rational for investors to expect additional compensation for an increased risk exposure. This positive risk?return relationship is in line with traditional financial theory; however, this relationship does not always hold in em...
ver más
|
|
|
|
|
|
|
|
|
Ritika Jaiswal,Rashmi Uchil
Pág. 144 - 150
This study incorporates the regime switching framework to investigate the hedge and safe haven property of gold futures against the stock and bond market movements. The Markov-Switching Vector Autoregression (MS-VAR) model is adopted, which splits the wh...
ver más
|
|
|
|
|
|
|
|
|
Songul KAKILLI ACARAVCI,Ali ACARAVCI,Yunus KARAOMER
Pág. 187 - 191
The Real Estate Investment Trusts (REITs) have an important role in the development of the real estate sector. For investors, the REITs are financial institution that offer service such as professional portfolio management, risk reduced through diversifi...
ver más
|
|
|
|