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Advanced Search Results For "asset"

1 - 10 of 308,268 results for
 "asset"
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Decision Weights for Experimental Asset Prices Based on Visual Salience.

Publication Type: Academic Journal

Source(s): Review of Financial Studies. Nov2022, Vol. 35 Issue 11, p5094-5126. 33p.

Abstract: We apply a machine-learning algorithm, calibrated using general human vision, to predict the visual salience of prices of stock price charts. We hypothesize that the visual salience of adjacent prices increases the decision weights on returns computed ...

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Risk Price Variation: The Missing Half of Empirical Asset Pricing.

Publication Type: Academic Journal

Source(s): Review of Financial Studies. Nov2022, Vol. 35 Issue 11, p5127-5184. 58p.

Abstract: Equal compensation across assets for the same risk exposures is a bedrock of asset pricing theory and empirics. Yet real-world frictions can violate this equality and create apparently high Sharpe ratio opportunities. We develop new methods for asset p...

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Insurers as Asset Managers and Systemic Risk.

Publication Type: Academic Journal

Source(s): Review of Financial Studies. Dec2022, Vol. 35 Issue 12, p5483-5534. 52p.

Abstract: Financial intermediaries often provide guarantees resembling out-of-the-money put options, exposing them to undiversifiable tail risk. We present a model in the context of the U.S. life insurance industry in which the regulatory framework incentivizes ...

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Where Has All the Data Gone?

Publication Type: Academic Journal

Source(s): Review of Financial Studies. Jul2022, Vol. 35 Issue 7, p3101-3138. 38p.

Abstract: Since the finance industry is transforming into a data industry, measuring the quantity of data investors have about various assets is important. Informed by a structural model, we develop such a cross-sectional measure. We show how our measure differs...

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Application and Analysis of Improved Fuzzy Comprehensive Evaluation Method in Goodwill Evaluation and Intangible Asset Management.

Publication Type: Academic Journal

Source(s): Computational Intelligence & Neuroscience. 9/9/2022, p1-11. 11p.

Authors:

Abstract: In order to improve the effect of goodwill evaluation and intangible asset management, this paper combines the improved fuzzy comprehensive evaluation method to construct an intelligent algorithm. In order to consider the many influencing factors of in...

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Conditional Dynamics and the Multihorizon Risk-Return Trade-Off.

Publication Type: Academic Journal

Source(s): Review of Financial Studies. Mar2022, Vol. 35 Issue 3, p1310-1347. 38p.

Abstract: We propose testing asset pricing models using multihorizon returns (MHRs). MHRs effectively generate a new set of test assets that is endogenous to the model and that identifies a broad set of possible conditional misspecifications. We apply MHR-based ...

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Evaluation of Hot Money Drivers in China: A Structural VAR Approach.

Publication Type: Academic Journal

Source(s): Complexity. 7/4/2022, p1-12. 12p.

Abstract: This paper investigates the drivers of hot money in China. It develops a model based on expectation-variance utility theory in the theoretical analysis section. The model considers a foreign investor who faces the question of how to distribute his weal...

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HOW TO INVEST NOW. (cover story)

Publication Type: Periodical

Source(s): Kiplinger's Personal Finance. Jul2022, Vol. 76 Issue 7, p18-26. 6p. 2 Color Photographs, 1 Diagram, 1 Chart, 2 Graphs, 1 Cartoon or Caricature.

Abstract: According to Goldman, stocks that fit the bill include advertising company OMNICOM (OMC, $77), health care firm JOHNSON & JOHNSON (JNJ, $176) and payments giant VISA (V, $203). INVESTING Like any good serial, the financial markets have set up a doozy o...

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Monetary Policy Risk: Rules versus Discretion.

Publication Type: Academic Journal

Source(s): Review of Financial Studies. May2022, Vol. 35 Issue 5, p2308-2344. 37p.

Abstract: Long-run asset pricing restrictions in a macro term structure model identify discretionary monetary policy separately from a policy rule. We find that policy discretion is an important contributor to aggregate risk. In addition, discretionary easing co...

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Asset Pricing with Fading Memory.

Publication Type: Academic Journal

Source(s): Review of Financial Studies. May2022, Vol. 35 Issue 5, p2190-2245. 56p.

Abstract: Building on evidence that lifetime experiences shape individuals' macroeconomic expectations, we study asset prices in an economy in which a representative agent learns with fading memory about unconditional mean endowment growth. With IID fundamentals...

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