Works matching IS 24247863 AND DT 2019 AND VI 6 AND IP 1
Results: 10
Reversing the negative skewness of value portfolios with power-log optimization and options, produces smaller drawdowns and higher risk-adjusted returns.
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- International Journal of Financial Engineering, 2019, v. 6, n. 1, p. N.PAG, doi. 10.1142/S2424786319500105
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- Article
How to mine gold without digging.
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- International Journal of Financial Engineering, 2019, v. 6, n. 1, p. N.PAG, doi. 10.1142/S2424786319500099
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- Article
Empirical research on the correlation between Real Earnings Management of state-owned enterprises and executive compensation — from the perspective of executive structural power.
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- International Journal of Financial Engineering, 2019, v. 6, n. 1, p. N.PAG, doi. 10.1142/S2424786319500087
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- Article
What are the most effective and vulnerable firms in financial crisis? A network representation of CoVaR in an emerging market.
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- International Journal of Financial Engineering, 2019, v. 6, n. 1, p. N.PAG, doi. 10.1142/S2424786319500075
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- Article
Testing of binary regime switching models using squeeze duration analysis.
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- International Journal of Financial Engineering, 2019, v. 6, n. 1, p. N.PAG, doi. 10.1142/S2424786319500063
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- Article
Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion.
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- International Journal of Financial Engineering, 2019, v. 6, n. 1, p. N.PAG, doi. 10.1142/S242478631950004X
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- Article
A stochastic control approach to managed futures portfolios.
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- International Journal of Financial Engineering, 2019, v. 6, n. 1, p. N.PAG, doi. 10.1142/S2424786319500051
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- Article
To study moderating role of ownership structure on R&D expenditure policies on accounting performance and market value.
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- International Journal of Financial Engineering, 2019, v. 6, n. 1, p. N.PAG, doi. 10.1142/S2424786319500038
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- Article
Signaling game models of equity financing under information asymmetry and finite project life.
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- International Journal of Financial Engineering, 2019, v. 6, n. 1, p. N.PAG, doi. 10.1142/S2424786319500026
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- Article
The general dynamic risk assessment for the enterprise by the hologram approach in financial technology.
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- International Journal of Financial Engineering, 2019, v. 6, n. 1, p. N.PAG, doi. 10.1142/S2424786319500014
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- Article