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The Influence of Regional Geophysical Resource Variability on the Value of Single- and Multistorage Technology Portfolios

• Authors : Li, Anna X.; Virgüez, Edgar; Dowling, Jacqueline A.

• Source: Environmental Science & Technology, (2024-07-15)

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Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections

• Authors : Bossaerts, Peter; Hillion, Pierre

Subjects: Mean-Variance Efficiency; Well-diversified Portfolios; Exchangeable Random Variables

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Transaction Prices When Insiders Trade Portfolios

• Authors : Bossaerts, Peter

Subjects: Transaction Prices; Asymmetric Information; Asset Return Predictability

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Nonmyopic optimal portfolios in viable markets

• Authors : Cvitanić, JakÅ¡a; Malamud, Semyon

Subjects: Heterogeneous agents Nonmyopic optimal portfolios Hedging demand Equilibrium

• Source: Mathematics and Financial Economics, 8(1), 71-108, (2014-01)

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Mimicking Portfolios

• Authors : Roll, Richard; Srivastava, Akshay

• Source: Journal of Portfolio Management, 44(5), 21-35, (2018-05)

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Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs

• Authors : Cvitanić, JakÅ¡a; Ma, Jin; Zhang, Jianfeng

Subjects: hedging options; malliavin calculus; Monte Carlo methods

• Source: Mathematical Finance, 13(1), 135-151, (2003-01)

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Monte Carlo computation of optimal portfolios in complete markets

• Authors : Cvitanić, JakÅ¡a; Goukasian, Levon; Zapatero, Fernando

Subjects: Utility maximization; Monte Carlo methods

• Source: Journal of Economic Dynamics and Control, 27(6), 971-986, (2003-04)

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Bankruptcy prediction for credit risk using neural networks: A survey and new results

• Authors : Atiya, Amir F.

Subjects: Neural networks; Predictive models; Portfolios

• Source: IEEE Transactions on Neural Networks, 12(4), 929-935, (2001-07)

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Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation

• Authors : Jegadeesh, Narasimhan; Noh, Joonki; Pukthuanthong, Kuntara

Subjects: Risk Premium Estimation; Errors-in-Variables Bias; Instrumental Variables

• Source: Journal of Financial Economics, 133(2), 273-298, (2019-08)

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Can We Insure Against Political Uncertainty? Evidence from the U.S. Stock Market

• Authors : Mattozzi, Andrea

Subjects: Political Uncertainty; Financial Markets

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