|
|
|
|
|
Mosab I. Tabash, Neenu Chalissery, T. Mohamed Nishad and Mujeeb Saif Mohsen Al-Absy
Market turbulences and their impact on the financial market, particularly on the stock market, is a financial topic that has received significant research attention recently. This study compared the characteristics of stock return and volatility in selec...
ver más
|
|
|
|
|
|
|
|
|
|
|
Abdellilah Nafia, Abdellah Yousfi and Abdellah Echaoui
In recent years, a great deal of attention has been devoted to the use of neural networks in portfolio management, particularly in the prediction of stock prices. Building a more profitable portfolio with less risk has always been a challenging task. In ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Suramaya Suci Kewal, Universitas Katolik Musi Charitas Palembang Yohanes Andri Putranto, Universitas Katolik Musi Charitas Palembang, Indonesia 10.21831/economia.v19i1.43957
Pág. 13 - 24
This study examines the comparison of stock performance as measured using the return and risk of stock portfolios of ethical and non-ethical companies on the Indonesia Stock Exchange. Portfolio formation using a single index model during 2016-2019. The d...
ver más
|
|
|
|
|
|
|
|
|
|
|
Yizheng Zhang, Liuhong Luo and Hongjun Li
Extracting k" role="presentation">??k
k
-order maximal-sum principal submatrix from an n" role="presentation">??n
n
-order real matrix is a typical combinatorial optimization problem and an NP-hard problem. To improve the computational efficiency of solv...
ver más
|
|
|
|
|
|
|
|
|
|
|
Loc Dong Truong, Giang Ngan Cao, H. Swint Friday and Nhien Tuyet Doan
The purpose of the study is to investigate the overreaction hypothesis in relation to the Ho Chi Minh Stock Exchange (HOSE). The data used in this study consist of a monthly price series of 392 stocks traded on the HOSE, covering the period starting on 5...
ver más
|
|
|
|
|
|
|
|
|
|
|
Younes Berouaga, Cherif El Msiyah and Jaouad Madkour
Portfolio optimization is a pertinent topic of significant importance in the financial literature. During the portfolio construction, an investor confronts two important steps: portfolio selection and portfolio allocation. This article seeks to investiga...
ver más
|
|
|
|
|
|
|
|
|
|
|
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...
ver más
|
|
|
|
|
|
|
|
|
|
|
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...
ver más
|
|
|
|
|
|
|
|
|
|
|
Nursel Selver Ruzgar and Clare Chua-Chow
Countries are drastically impacted by financial and fiscal crises. Financial crises have the worst impact on not only society, but also the economy. The Canadian economy underwent financial crises and recessions several times during the last century. In ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mimoun Benali, Karima Lahboub and Abdelhamid El Bouhadi
In this study, the reliability of the Fama?French Three-Factor model (FF3F) and the Carhart Four-Factor model (C4F) is examined thoroughly. In order to determine which of the asset pricing models is the best to explain portfolio returns on the Moroccan s...
ver más
|
|
|
|
|
|