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Managing physical assets: a systematic review and a sustainable perspective.
Publication Type: Academic Journal
Source(s): International Journal of Production Research. Oct2023, Vol. 61 Issue 19, p6652-6674. 23p. 1 Color Photograph, 4 Charts, 4 Graphs.
Abstract: Contemporary organisations recognise the need for Anthropocene disruptions and transform their business models, restructure their operations, and re-engineer their supply chains to attain greater sustainable objectives and a strong ESG (environmental-s...
Enhanced Global Asset Pricing Factors.
Publication Type: Academic Journal
Source(s): Journal of Financial & Quantitative Analysis. Sep2023, Vol. 58 Issue 6, p2692-2731. 40p.
Abstract: This article constructs and examines enhanced global return factors. I focus on three different enhancement approaches. First, I incorporate information about the covariance structure in the cross-section of stock returns. Second, I employ volatility-r...
What Drives Firms' Hiring Decisions? An Asset Pricing Perspective.
Publication Type: Academic Journal
Source(s): Review of Financial Studies. Sep2023, Vol. 36 Issue 9, p3825-3860. 36p.
Abstract: We document that the aggregate hiring rate of publicly traded firms in the U.S. economy negatively predicts stock market returns and long-term cash flows, and positively predicts short-term cash flows. In addition, through a variance decomposition, we ...
Finding Fortune: How Do Institutional Investors Pick Asset Managers?
Publication Type: Academic Journal
Source(s): Review of Financial Studies. Aug2023, Vol. 36 Issue 8, p3071-3121. 51p.
Abstract: We propose and test a framework of private information acquisition and decision timing for asset allocators hiring outside investment managers. Using unique data on due diligence interactions between an institutional allocator and 860 hedge fund manage...
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach †.
Publication Type: Academic Journal
Source(s): Mathematics (2227-7390). Sep2023, Vol. 11 Issue 17, p3776. 20p.
Abstract: This paper introduces an instrumental variable Bayesian shrinkage approach specifically designed for estimating the capital asset pricing model (CAPM) while utilizing a large number of instruments. Our methodology incorporates horseshoe, Laplace, and f...
Robust Multiobjective Decision Making in the Acquisition of Energy Assets.
Publication Type: Academic Journal
Source(s): Energies (19961073). Aug2023, Vol. 16 Issue 16, p6089. 21p.
Abstract: In asset management for energy portfolios, quantitative methodologies are typically employed. In Brazil, the NEWAVE computational model is universally used to generate scenarios of hydraulic production and future prices, which result in revenue distrib...
Tensors Associated with Mean Quadratic Differences Explaining the Riskiness of Portfolios of Financial Assets.
Publication Type: Academic Journal
Source(s): Journal of Risk & Financial Management. Aug2023, Vol. 16 Issue 8, p369. 25p.
Abstract: Bound choices such as portfolio choices are studied in an aggregate fashion using an extension of the notion of barycenter of masses. This paper answers the question of whether such an extension is a natural fashion of studying bound choices or not. Gi...
Foreign Ties That Bind: Cross-Border Firm Expansions and Fund Portfolio Allocation Around the World.
Publication Type: Academic Journal
Source(s): Journal of Financial & Quantitative Analysis. Jun2023, Vol. 58 Issue 4, p1768-1807. 40p.
Abstract: We investigate whether international operations enhance information links between firms and foreign investors. Exploiting novel subsidiary-level data and within-location variations, we show that, after expanding into another country, a firm attracts gr...
How Fast Do Investors Learn? Asset Management Investors and Bayesian Learning.
Publication Type: Academic Journal
Source(s): Review of Financial Studies. Jun2023, Vol. 36 Issue 6, p2397-2430. 34p.
Abstract: We study the speed with which investors learn about managers' skills by examining how quickly investor and managers' beliefs converge. After showing our measure proxies for the change in the dispersion of beliefs, we find that hedge fund investors lear...
A Study of Multifactor Quantitative Stock-Selection Strategies Incorporating Knockoff and Elastic Net-Logistic Regression.
Publication Type: Academic Journal
Source(s): Mathematics (2227-7390). 8/15/2023, Vol. 11 Issue 16, p3502. 20p.
Abstract: In the data-driven era, the mining of financial asset information and the selection of appropriate assets are crucial for stable returns and risk control. Multifactor quantitative models are a common method for stock selection in financial assets, so i...