Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Joseph A. Cerniglia"'
Autor:
Joseph A. Cerniglia, Frank J. Fabozzi
Publikováno v:
The Journal of Portfolio Management. 48:30-44
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8b7d1eae80c31edf9e8efe6aaba9675
https://doi.org/10.3905/jpm.2022.1.371
https://doi.org/10.3905/jpm.2022.1.371
Autor:
Joseph A. Cerniglia, Frank J. Fabozzi
Publikováno v:
The Journal of Portfolio Management. 47:107-118
Successful forecasting requires integrating financial theory, market behavior, exploding sources of data, and computational innovation. Building accurate computational models can be achieved by assembling the most comprehensive toolbox. Both financia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8e05552367c4d6fdb6d756ccc12ab78a
https://doi.org/10.3905/jpm.2020.1.184
https://doi.org/10.3905/jpm.2020.1.184
Autor:
Philip E. Tetlock, Joseph A. Cerniglia
Publikováno v:
The Journal of Portfolio Management. 45:125-135
Forecasting tournaments have shown it is possible to improve the accuracy of forecasts of real-world events that sophisticated observers often supposed are too idiosyncratic to be pinned down by numerical probabilities. Building on this research prog
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b523dfc45ac6399d6636c03ef3e5265f
https://doi.org/10.3905/jpm.2019.45.5.125
https://doi.org/10.3905/jpm.2019.45.5.125
Publikováno v:
Journal of Teaching in Social Work. 38:522-535
The Affordable Care Act aims to increase affordable coverage, reduce overall costs, and improve health outcomes. To achieve these aims, new knowledge and skills must be built within the exi...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e95ceb99058fd8213f53837fea6079e4
https://doi.org/10.1080/08841233.2018.1526846
https://doi.org/10.1080/08841233.2018.1526846
Autor:
Frank J. Fabozzi, Joseph A. Cerniglia
Publikováno v:
The Journal of Portfolio Management. 44:10-16
In this article, the authors discuss the current state of affairs, critical issues, and practical considerations associated with factor research and factor investing from the perspectives of academics, practitioners, and investors. The amount of rese
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::13d1b9bcae5c0171484189f1b58cc090
https://doi.org/10.3905/jpm.2018.44.4.010
https://doi.org/10.3905/jpm.2018.44.4.010
Publikováno v:
The Journal of Portfolio Management. 42:135-143
The authors examine the research process and principles underlying successful models used in quantitative equity strategies. They identify three key factors they see contributing to improved empirical work: 1) making research design a top priority, 2
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::58680b2e9b68b29881e4a5345aa9d8e3
https://doi.org/10.3905/jpm.2016.42.5.135
https://doi.org/10.3905/jpm.2016.42.5.135
Publikováno v:
Encyclopedia of Financial Models
Quantitative asset managers construct and apply models that can be used for dynamic multifactor trading strategies. These models incorporate a number of common institutional constraints such as turnover, transaction costs, sector, and tracking error.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a491fd356f1d2015c1e22a8298c1c9c5
https://doi.org/10.1002/9781118182635.efm0054
https://doi.org/10.1002/9781118182635.efm0054
Publikováno v:
Encyclopedia of Financial Models
A factor is a common character among a group of assets. In the equities market, for example, it could be a particular financial ratio such as the price-earnings ratio or the book-price ratio. Factors fall into three categories—macroeconomic influen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c001fedf3b077819dcfb8fdacaa4c43c
https://doi.org/10.1002/9781118182635.efm0053
https://doi.org/10.1002/9781118182635.efm0053