Zobrazeno 1 - 10
of 514
pro vyhledávání: '"Portfolio Optimisation"'
Publikováno v:
Scientific African, Vol 26, Iss , Pp e02406- (2024)
The purpose of this study is to investigate the return spillovers among the five systemically important banks in South Africa. The study employs a time-varying parameter vector autoregression (TVP-VAR) framework utilising daily data between 2000 and
Externí odkaz:
https://doaj.org/article/7601ffd551204406a7f07078229ae3e1
Publikováno v:
Studies in Economics and Finance, 2023, Vol. 41, Issue 4, pp. 923-938.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/SEF-04-2023-0207
Autor:
Nyakurukwa, Kingstone ⁎, Seetharam, Yudhvir
Publikováno v:
In Scientific African December 2024 26
Publikováno v:
Scientific African, Vol 24, Iss , Pp e02166- (2024)
Portfolio optimisation (PO) is the problem of deciding how much of an investor’s wealth should be invested in each asset amongst a universe of assets so as to obtain a reasonable trade-off between return and risk objectives. In this paper, we addre
Externí odkaz:
https://doaj.org/article/98090b3b3d6b4b11bcf471c7042e21fc
Publikováno v:
IEEE Access, Vol 12, Pp 119405-119432 (2024)
A robust time series basis decomposition and non-stationary trend extraction technique, known as Empirical Mode Decomposition (EMD), will be combined with Regularised Covariance Regression (RCR) to produce a novel covariance forecasting technique. EM
Externí odkaz:
https://doaj.org/article/f470adbd24414ce9986b1e763baa4bee
Publikováno v:
Agricultural Economics (AGRICECON), Vol 69, Iss 3, Pp 109-118 (2023)
Because of the COVID-19 pandemic and the war in Ukraine, agricultural commodities had significant price increases, which inevitably implies high risk. In this article, we try to mitigate the extreme risk of corn and soybeans by constructing multivari
Externí odkaz:
https://doaj.org/article/6447d06469444672ba80d68a71932145
Publikováno v:
Journal of Islamic Accounting and Business Research, 2022, Vol. 14, Issue 1, pp. 34-57.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JIABR-10-2021-0278
In recent decades, sustainable investing has caught on with investors, and it has now become the norm. In the age of start-ups, with scant information on the sustainability aspects of an asset, it becomes harder to pursue sustainable investing. To th
Externí odkaz:
http://hdl.handle.net/10454/19528
Publikováno v:
China Finance Review International, 2022, Vol. 12, Issue 1, pp. 20-50.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/CFRI-06-2021-0123