Works matching IS 10680896 AND DT 2016 AND VI 25 AND IP 3

Results: 16

Will Banks Go the Way of Newspapers? Is There a Survival Strategy?

Published in:

2016

By:

CLIPPINGER, JOHN HENRY

Publication type:

Opinion

Kinetic Component Analysis.

Published in:

Journal of Investing, 2016, v. 25, n. 3, p. 142

By:

PRADO, MARCOS LÓPEZ DE;
REBONATO, RICCARDO

Publication type:

Article

Persistent Interest Portfolios: Marrying Web Search Data with Mean-Variance Theory.

Published in:

Journal of Investing, 2016, v. 25, n. 3, p. 135, doi. 10.3905/joi.2016.25.3.135

By:

NADLER, DANIEL;
SCHMIDT, ANATOLY B.

Publication type:

Article

Risk-Constrained Kelly Gambling.

Published in:

Journal of Investing, 2016, v. 25, n. 3, p. 118, doi. 10.3905/joi.2016.25.3.118

By:

BUSSETI, ENZO;
RYU, ERNEST K.;
BOYD, STEPHEN

Publication type:

Article

A Textual Analysis Algorithm for the Equity Market: The European Case.

Published in:

Journal of Investing, 2016, v. 25, n. 3, p. 105, doi. 10.3905/joi.2016.25.3.105

By:

CREAMER, GERMÁN G.;
REN, YONG;
SAKAMOTO, YASUAKI;
NICKERSON, JEFFREY V.

Publication type:

Article

News Beta: Factoring Sentiment Risk into Quant Models.

Published in:

Journal of Investing, 2016, v. 25, n. 3, p. 88, doi. 10.3905/joi.2016.25.3.088

By:

HAFEZ, PETER;
XIE, JUNQIANG

Publication type:

Article

Quantum Computing: Implications for Portfolio Managers.

Published in:

Journal of Investing, 2016, v. 25, n. 3, p. 81, doi. 10.3905/joi.2016.25.3.081

By:

GODDARD, PHIL

Publication type:

Article

All That Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms.

Published in:

Journal of Investing, 2016, v. 25, n. 3, p. 69, doi. 10.3905/joi.2016.25.3.069

By:

WIECKI, THOMAS;
CAMPBELL, ANDREW;
LENT, JUSTIN;
STAUTH, JESSICA

Publication type:

Article

Why Shouldn't You Invest in Companies with Revolving Door Lobbyists?

Published in:

Journal of Investing, 2016, v. 25, n. 3, p. 60, doi. 10.3905/joi.2016.25.3.060

By:

KUVVET, EMRE

Publication type:

Article

A Survey of Three Derivative-Based Methods to Harvest the Volatility Premium in Equity Markets.

Published in:

Journal of Investing, 2016, v. 25, n. 3, p. 48, doi. 10.3905/joi.2016.25.3.048

By:

GE, WEI

Publication type:

Article

Triage in a Global Financial Crisis: Countries, Sectors, or Stocks?

Published in:

Journal of Investing, 2016, v. 25, n. 3, p. 38, doi. 10.3905/joi.2016.25.3.038

By:

STOCKER, MARSHALL L.

Publication type:

Article

Power-Log Optimization and Positively Skewed Option Returns Reduce Risk and Raise Portfolio Performance.

Published in:

Journal of Investing, 2016, v. 25, n. 3, p. 29, doi. 10.3905/joi.2016.25.3.029

By:

KALE, JIVENDRA K.;
SHETH, ARNAV

Publication type:

Article

Risk and the Volatility Anomaly.

Published in:

Journal of Investing, 2016, v. 25, n. 3, p. 17, doi. 10.3905/joi.2016.25.3.017

By:

DE JONG, JACK;
PALKAR, DARSHANA D.

Publication type:

Article

Investing in the Beta Space.

Published in:

Journal of Investing, 2016, v. 25, n. 3, p. 9, doi. 10.3905/joi.2016.25.3.009

By:

PEREIRO, LUIS E.

Publication type:

Article

New Mathematical Tools in the Quant Arsenal.

Published in:: Journal of Investing, 2016, v. 25, n. 3, p. 2, doi. 10.3905/joi.2016.25.3.002
Publication type:: Article

Untitled.

Published in:: Journal of Investing, 2016, v. 25, n. 3, p. 1
Publication type:: Article