Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Nelson Areal"'
Publikováno v:
Journal of Innovation & Knowledge, Vol 6, Iss 1, Pp 11-26 (2021)
Innovation can be a source of competitive advantage for companies, either through the improvement of methods and techniques capable of generating new products or services, or perfecting existing ones. Along these lines, it is particularly important t
Externí odkaz:
https://doaj.org/article/78a9af1da82b4009bde90ee41204aa3d
Publikováno v:
International Journal of Entrepreneurship and Small Business. 1:1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a89dd27d728e8a13f5fc2b1454dd1e52
https://doi.org/10.1504/ijesb.2025.10055964
https://doi.org/10.1504/ijesb.2025.10055964
Publikováno v:
Journal of Innovation & Knowledge, Vol 6, Iss 1, Pp 11-26 (2021)
Innovation can be a source of competitive advantage for companies, either through the improvement of methods and techniques capable of generating new products or services, or perfecting existing ones. Along these lines, it is particularly important t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b838b1d02d69e1ac763ed7d930ce5b92
https://doi.org/10.1016/j.jik.2019.12.001
https://doi.org/10.1016/j.jik.2019.12.001
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
This paper investigates whether investment strategies using rankings based on different portfolio performance measures lead to different future abnormal returns. A set of 13 commonly used risk-adjusted performance measures is applied to a dataset of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::796249b22b4210404a2c4dece90f67a6
https://doi.org/10.1080/10293523.2020.1723865
https://doi.org/10.1080/10293523.2020.1723865
Publikováno v:
International Journal of Innovation and Technology Management. 19
The object of the research is to assess whether organizations’ ability to innovate may be able to explain abnormal returns to firms by composing risk factor models. Using R&D investment indicators and published patents from a global sample of compa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b74844490110997753a335c606c427ae
https://doi.org/10.1142/s0219877021400101
https://doi.org/10.1142/s0219877021400101
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
In this paper, we propose a robust methodology to assess the value of microblogging data to forecast stock market variables: returns, volatility and trading volume of diverse indices and portfolios. The methodology uses sentiment and attention indica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1ad00e1a8a9661257688e5fff5179fed
https://doi.org/10.1016/j.eswa.2016.12.036
https://doi.org/10.1016/j.eswa.2016.12.036
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Lexicon acquisition is a key issue for sentiment analysis. This paper presents a novel and fast approach for creating stock market lexicons. The approach is based on statistical measures applied over a vast set of labeled messages from StockTwits, wh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6fdf5086bf1219e9a99137e830c5aaa0
https://doi.org/10.1016/j.dss.2016.02.013
https://doi.org/10.1016/j.dss.2016.02.013
Autor:
Maria Ceu Cortez, Nelson Areal, Florinda Silva, Manuel José da Rocha Armada, C. J. Adcock, Benilde Oliveira
Publikováno v:
SSRN Electronic Journal.
This paper shows that there is a broad class of probability distributions for fund returns under which many well-known performance measures are monotonically increasing functions of the Sharpe ratio. It also reports results showing conditions under w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40e2df34d715b20f9bd1dde5fc416c86
https://doi.org/10.2139/ssrn.2707523
https://doi.org/10.2139/ssrn.2707523
Publikováno v:
The European Journal of Finance. 21:507-526
We investigate the dynamic behaviour of conditional correlations between the US market, gold and two gold financial proxies using a multivariate dynamic conditional correlation model over different market regimes. A comprehensive period of time is an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8c72c226b7ff6c8f1f9d735e31a85ab
https://doi.org/10.1080/1351847x.2013.854821
https://doi.org/10.1080/1351847x.2013.854821
Autor:
Nelson Areal, Artur Rodrigues
Publikováno v:
The Journal of Derivatives. 21:49-63
The binomial model is a workhorse for valuing options with early exercise possibilities, including options with American or Bermudan exercise and barrier options. The procedure is straightforward when the underlying asset does not pay dividends, and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed20a6008e59067d1e2a7b7882669a68
https://doi.org/10.3905/jod.2013.21.1.049
https://doi.org/10.3905/jod.2013.21.1.049