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Hyunsun Song and Hyunjun Choi
Various deep learning techniques have recently been developed in many fields due to the rapid advancement of technology and computing power. These techniques have been widely applied in finance for stock market prediction, portfolio optimization, risk ma...
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Branimir Mocic
Pág. 65 - 78
Research Question: This paper investigates the performances of six portfolios constructed using robust optimization methods in the Serbian stock market. Motivation: Motivated by the lack of research that analyses the allocation strategies based on robust...
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Raymundo Díaz, Efrain Solares, Victor de-León-Gómez and Francisco G. Salas
Stock portfolio management consists of defining how some investment resources should be allocated to a set of stocks. It is an important component in the functioning of modern societies throughout the world. However, it faces important theoretical and pr...
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Charlie Charoenwong, David K. Ding and Ping Wang
Since the adoption of the SEC?s Rule 10b-21 in 1988, many researchers have been concerned over the effectiveness of short sales constraints in preventing manipulative trading in the derivatives market. We analyze whether options can be used as synthetic ...
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Guido Abate, Tommaso Bonafini and Pierpaolo Ferrari
Mean-variance optimization often leads to unreasonable asset allocations. This problem has forced scholars and practitioners alike to introduce portfolio constraints. The scope of our study is to verify which type of constraint is more suitable for achie...
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I Made Akira Ivandio Agusta, Aliridho Barakbah, Arna Fariza
Pág. 279 - 293
Stock exchange trading has been utilized to gain profit by constantly buying and selling best-performing stocks in a short term. Deep knowledge, time dedication, and experience are essential for optimizing profit if stock price fluctuations are analyzed ...
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Wenzhen Mai and Nik Intan Norhan binti Abdul Hamid
The aim of this study is to examine the effect of short-selling deregulation on the financial performance of SMEs in China. The external governance role of short-selling is also tested by adopting corporate social responsibility (CSR) performance as the ...
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Tiago Araújo, Lígia Silva and Adriano Moreira
In a context of increased environmental awareness, the Internet of Things has allowed individuals or entities to build their own connected devices to share data about the environment. These data are often obtained from widely available low-cost sensors. ...
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Bo?ena Chovancová, Michaela Dorocáková and Dagmar Linnertová
A high liquidity, low expense ratio and the possibility to conduct arbitrage allow exchange-traded funds (ETFs) to be used for short sales. Bearish investors can also buy inverse ETFs. This paper aims to outline two investment approaches for bearish ETF ...
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Carlos Marmolejo-Duarte,Ai Chen
Pág. 156 - 166
The Energy Performance of Buildings Directive has it made mandatory to include an energy performance certificate (EPC) on real estate advertisements so as to promote efficient properties. Previous research has found a positive correlation between residen...
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