Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Patrick J. Cusatis"'
Publikováno v:
Expert Systems with Applications. 103:1-13
Intelligent agents are often used in professional portfolio management. The use of intelligent agents in personal retirement portfolio management is not investigated in the past. In this research, we consider a two-asset personal retirement portfolio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e4c5496c490250ec7e41874f081236cd
https://doi.org/10.1016/j.eswa.2018.02.032
https://doi.org/10.1016/j.eswa.2018.02.032
Autor:
David L. Buehler, Patrick J. Cusatis
Publikováno v:
The Journal of Trading. 13:47-56
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0a5a8e7f69a87c42430b9431a23eba79
https://doi.org/10.3905/jot.2018.13.2.047
https://doi.org/10.3905/jot.2018.13.2.047
Publikováno v:
The Journal of Trading. :jot.2018.1.061
In this paper, we examine the use of exchange-traded funds (ETFs) in the implied volatility market. Because the Volatility Index (VIX) cannot be directly traded and the VIX futures market is accessible only to institutional investors, we develop and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d8925b5aacd55a1880713723c7af6db8
https://doi.org/10.3905/jot.2018.1.061
https://doi.org/10.3905/jot.2018.1.061
Autor:
Patrick J. Cusatis
Publikováno v:
Journal of Futures Markets. 28:656-679
This study analyzes the failure of the municipal bond and municipal note futures contracts. The municipal bond contract is shown to have been the most effective hedge in the municipal market over its tenure. Changes in volume in the municipal bond co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3a3fa4a7b2f2ffd52cab4baf8325d87a
https://doi.org/10.1002/fut.20312
https://doi.org/10.1002/fut.20312
Autor:
Patrick J. Cusatis
Publikováno v:
SSRN Electronic Journal.
In this study, I examine announcement period returns and long-term returns to acquiring firms following the completion of a merger. I offer an explanation for negative merger performance based on asymmetric information. My evidence indicates that the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6a514ec49b9fe7b823482f8deaeddbb5
https://doi.org/10.2139/ssrn.1097399
https://doi.org/10.2139/ssrn.1097399