scroll to top
0

Mobile Menu

Header Layout

EBSCO Auth Banner

Let's find your institution. Click here.

Page title

Advanced Search Results For "finance"

11 - 20 of 25,677 results for
 "finance"
Results per page:

Live Out of Sample Testing of CAN SLIM Stock Selection Strategy.

Publication Type:Academic Journal

Source(s):Journal of Accounting & Finance (2158-3625). 2022, Vol. 22 Issue 2, p1-7. 7p.

Abstract:This paper shows a live paper traded interpretation of the CAN SLIM system based on the stock selection strategy in O'Neil 1988. The strategy outperforms the market by 20% (S&P 500), 9% (Nasdaq) and 17% (Dow Jones) for the holding period of July 2014- ...

View details

Green bond market and Sentiment: Is there a switching Behaviour?

Publication Type:Academic Journal

Source(s):Journal of Business Research. Mar2022, Vol. 141, p520-527. 8p.

Abstract:We examine the impact of Twitter sentiment on the returns of four selected bond indices via the selection of relevant threshold variables, such as the S&P 500 Index, the VIX, and the MSCI World Index. If overreaction or underreaction to significant cha...

View details

Interpretable Optimal Stopping.

Publication Type:Academic Journal

Source(s):Management Science. Mar2022, Vol. 68 Issue 3, p1616-1638. 23p.

Abstract:Optimal stopping is the problem of deciding when to stop a stochastic system to obtain the greatest reward, arising in numerous application areas such as finance, healthcare, and marketing. State-of-the-art methods for high-dimensional optimal stopping...

View details

Early evidence on the performance of hedged exchange traded funds.

Publication Type:Academic Journal

Source(s):Investment Analysts Journal. Nov 2021, Vol. 50 Issue 4, p242-257. 16p.

Abstract:This study provides early evidence on the performance of Hedged Exchange Traded Funds (HETFs), which were introduced around 2006. These securities track and enable retail investors to access two hedge fund strategies: global macro and long/short equity...

View details

Stocks that keep delivering.

Publication Type:Periodical

Source(s):Dow Theory Forecasts. 2/28/2022, Vol. 78 Issue 9, p1-7. 5p.

Abstract:The article focuses on stock performance in 2022. It mentions Alphabet has also increased annual earnings per share in 16 of the past 17 years; and also mentions Dover's dividend may fail to generate much excitement in income investors, while annualize...

View details

Low-Volatility Funds Pay Off. (cover story)

Publication Type:Periodical

Source(s):Kiplinger's Personal Finance. Jul2022, Vol. 76 Issue 7, p35-35. 1p. 1 Diagram, 1 Chart, 1 Graph.

Abstract:Since the start of the year, U.S. stock funds with low-volatility strategies have dipped 7.7% on average, while the S&P 500 index has lost 13.1%. LOW-VOLATILITY FUNDS, WHICH AIM to offer a smoother ride, are living up to their name. The ETF's 10.2% ann...

View details

Follow the leader: Index tracking with factor models.

Publication Type:Academic Journal

Source(s):Journal of Empirical Finance. Dec2021, Vol. 64, p337-350. 14p.

Abstract:We propose a new methodology to select a subset of assets for (partial) index replication, based on the latest research on factor models of large dimensions. Our method selects a set of leader stocks that fully captures the factor structure of the inde...

View details

Rebalancing of exchange traded funds in stock market using option trading strategies.

Publication Type:Academic Journal

Source(s):Ekonomia i Prawo. Sep2021, Vol. 20 Issue 3, p513-527. 15p.

Abstract:Motivation: The finance and academic industries are highly discussed in the stock market trading domain. The increase in economic globalization shows the connection among stock markets in different countries, which produces the effect of risk conductio...

View details

Smile‐implied hedging with volatility risk.

Publication Type:Academic Journal

Source(s):Journal of Futures Markets. Aug2021, Vol. 41 Issue 8, p1220-1240. 21p.

Abstract:Options can be dynamically replicated using model‐free Greeks extracted from the volatility smile. However, smile‐implied delta and delta–gamma hedging do not achieve minimum variance in the presence of price–volatility correlation, and these strategie...

View details

Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets.

Publication Type:Academic Journal

Source(s):Quantitative Finance; Oct2022, Vol. 22 Issue 10, p1805-1838, 34p

Abstract:Copyright of Quantitative Finance is the property of Routledge and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or emai...

View details

banner_970x250 (970x250)

sponsored