Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Rand Kwong Yew Low"'
Autor:
Michael Senescall, Rand Kwong Yew Low
Publikováno v:
Mathematics, Vol 12, Iss 18, p 2897 (2024)
This survey aims to provide insightful and objective perspectives on the research history of quantitative portfolio management strategies with suggestions for the future of research. The relevant literature can be clustered into four broad themes: po
Externí odkaz:
https://doaj.org/article/1aa59ed1f6664e7e99550a4333683594
Publikováno v:
Environment-Behaviour Proceedings Journal. 7:57-63
We examine the sustainable disclosure of IPO proceeds on 423 companies’ survival in the Malaysian market from 2000 to 2014. Using survival analysis, we find that the companies’ survival can be predicted by the proportion of IPO proceeds and their
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Journal of Commodity Markets. 28:100259
Autor:
Rand Kwong Yew Low, Terry A. Marsh
Publikováno v:
The Journal of Investing. 29:18-30
A reduction in cost of traditional financial intermediation was one of the main motivations cited by Satoshi Nakamoto in his/her/their 2008 proposal for: “… an electronic payment system based on cryptographic proof instead of trust.” We begin h
Autor:
Rand Kwong Yew Low, Terry A. Marsh
Publikováno v:
Studies in Economics and Finance. 36:2-7
Publikováno v:
SSRN Electronic Journal.
We contribute to the literature on the diversification benefits of commodity futures by integrating it with the literature on style integration. Our work augments the traditional asset mix of investors with a long-short portfolio that integrates the
Autor:
Rand Kwong Yew Low, Lachlan Michalski
Publikováno v:
SSRN Electronic Journal.
We examine the inclusion of ESG variables, with commonly used financial variables into multi-class corporate credit rating prediction. Using random forests and extremely randomized trees, with mean decrease impurity, mean decrease accuracy and SHaple