Sparse index tracking using sequential Monte Carlo.
- Published in:
- Quantitative Finance, 2022, v. 22, n. 9, p. 1579, doi. 10.1080/14697688.2022.2057353
- By:
- Publication type:
- Article
Works matching DE "RUSSELL 2000 Index"
Results: 21
1
2
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series.
- Published in:
- Computational Management Science, 2023, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00488-6
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- Publication type:
- Article
3
Prediction of the Change Points in Stock Markets Using DAE-LSTM.
- Published in:
- Sustainability (2071-1050), 2021, v. 13, n. 21, p. 11822, doi. 10.3390/su132111822
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- Publication type:
- Article
4
Stocks Opening Price Gaps and Adjustments to New Information.
- Published in:
- Computational Economics, 2024, v. 63, n. 2, p. 877, doi. 10.1007/s10614-023-10363-w
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- Publication type:
- Article
5
Estimation of Expected Shortfall Using Quantile Regression: A Comparison Study.
- Published in:
- Computational Economics, 2022, v. 60, n. 2, p. 725, doi. 10.1007/s10614-021-10164-z
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- Publication type:
- Article
6
Economic News, Social Media Sentiments, and Stock Returns: Which Is a Bigger Driver?
- Published in:
- Journal of Risk & Financial Management, 2025, v. 18, n. 1, p. 16, doi. 10.3390/jrfm18010016
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- Publication type:
- Article
7
Equity Market Pricing and Central Bank Interventions: A Panel Data Approach.
- Published in:
- Journal of Risk & Financial Management, 2024, v. 17, n. 10, p. 440, doi. 10.3390/jrfm17100440
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- Publication type:
- Article
8
Say anything you want about me if you spell my name right: the effect of Internet searches on financial market.
- Published in:
- Central European Journal of Operations Research, 2021, v. 29, n. 2, p. 633, doi. 10.1007/s10100-019-00665-6
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- Publication type:
- Article
9
High-Dimensional Portfolio Selection with Cardinality Constraints.
- Published in:
- Journal of the American Statistical Association, 2023, v. 118, n. 542, p. 779, doi. 10.1080/01621459.2022.2133718
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- Publication type:
- Article
10
Do Institutional Investors Demand Public Disclosure?
- Published in:
- Review of Financial Studies, 2016, v. 29, n. 12, p. 3245, doi. 10.1093/rfs/hhw062
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- Publication type:
- Article
11
Regression Discontinuity and the Price Effects of Stock Market Indexing.
- Published in:
- Review of Financial Studies, 2015, v. 28, n. 1, p. 212, doi. 10.1093/rfs/hhu041
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- Publication type:
- Article
12
401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2019.
- Published in:
- EBRI Issue Brief, 2022, n. 557, p. 1
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- Publication type:
- Article
13
What Does Consistent Participation in 401(k) Plans Generate? Changes in 401(k) Plan Account Balances, 2010-2018.
- Published in:
- EBRI Issue Brief, 2020, n. 514, p. 1
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- Publication type:
- Article
14
Does Governance Travel Across Industries? A Mutual Fund Episode.
- Published in:
- Journal of Management & Business Research (2521-4306), 2020, v. 37, n. 2, p. 169, doi. 10.6504/JMBR.202006_37(2).0003
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- Publication type:
- Article
15
Risk and Policy Uncertainty on Stock–Bond Return Correlations: Evidence from the US Markets.
- Published in:
- Risks, 2020, v. 8, n. 2, p. 58, doi. 10.3390/risks8020058
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- Publication type:
- Article
16
The more we know, the less we agree: A test of the trading horizon heterogeneity theory.
- Published in:
- Financial Review, 2022, v. 57, n. 1, p. 45, doi. 10.1111/fire.12282
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- Publication type:
- Article
17
Short-Term Investors, Long-Term Investments, and Firm Value: Evidence from Russell 2000 Index Inclusions.
- Published in:
- Management Science, 2020, v. 66, n. 10, p. 4535, doi. 10.1287/mnsc.2019.3361
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- Publication type:
- Article
18
Index Membership and Small Firm Financing.
- Published in:
- Management Science, 2019, v. 65, n. 9, p. 4156, doi. 10.1287/mnsc.2017.2975
- By:
- Publication type:
- Article
19
Contagion and Interdependencies: A Dynamic Connectedness approach among Implied Volatilities.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2148366
- By:
- Publication type:
- Article
20
Investor Taxes and Option Prices.
- Published in:
- Journal of the American Taxation Association, 2022, v. 44, n. 2, p. 77, doi. 10.2308/JATA-2020-003
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- Publication type:
- Article
21
Should Financial Planners Ever Be Passive on Value or Growth?
- Published in:
- Journal of Financial Planning, 2024, v. 37, n. 1, p. 86
- By:
- Publication type:
- Article