Keywords: G110; G10; G11; G14; G17; Shortage function; Efficient frontier; Shortselling; Portfolio management; Riskless asset;
مقالات ISI ترجمه شده
مقالات ISI (ترجمه نشده)
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: G13; G17; Interest rate model; Jump-diffusion stochastic processes; Stochastic volatility; Risk-neutral measure; Numerical differentiation; Nonparametric estimation;
Keywords: G11; G15; G17; Small caps; Technical analysis; Brazilian stock market; Moving averages;
Keywords: G17; Q41; Oil price; Stock return; Volatility; Prediction;
Keywords: Financial contagion; Markov switching; Risk transmission; Volatility spillovers; G11; G17; C32; C34; C58;
Keywords: Short-sales; Centralized securities lending; Recall risk; Overvaluation; Pricing; G14; G17; M4;
Keywords: Macroeconomic variables; Least absolute shrinkage and selection operator (LASSO); Corporate bond; Recovery rates; Credit risk; C14; G17; G21; G28;
Keywords: Treasury yield curve; Bank liquidity creation; Recessions; Financial stability; Monetary Policy; E43; E47; E52; E58; G17; G18; G21; O40; O43;
Keywords: C32; C53; Q43; Q47; G11; G17; Oil price predictability; Iterated combination; Out-of-sample forecasts; Asset allocation;
Keywords: Loss given default; Random forest; Economic model; Leasing; Workout process; Forecasting; C14; C38; C51; G17; G28;
Keywords: G17; C58; Sharpe ratio; Rule of thumb; Crocodile rule;
Keywords: C12; G01; G11; G12; G17; Asset pricing; Copulas; Crash sensitivity; Momentum; Tail risk;
Keywords: C58; G12; G17; Bitcoin; Cryptocurrencies; Spillovers; Variance decompositions; Vector autoregression;
Keywords: MIN effect; Extreme returns; Asset pricing; Quantile regression; Cross-sectional stock returns; Institutional holdings; G11; G12; G17;
Keywords: G1; G14; G17; Efficiency; Stock markets; Islamic stocks; MF-DFA; Global financial crisis;
Keywords: G12; G14; G17; Asset pricing; Return predictability; Regime switching; Disequilibrium; Financial fragility;
Keywords: G11; G12; G17; Expected investment; Cross-sectional returns; Expected investment change; Multiperiod q theory;
Keywords: Return sign predictability; Information demand; Investor attention; Volatility forecast; Economic value; G11; G14; G17;
Keywords: C61; C63; G17; Financial inequality; Markov chains; Sovereign credit ratings; Credit spreads; Dynamic Theil's entropy;
Keywords: G13; G17; Jump-diffusion stochastic processes; Seasonality; Risk-neutral measure; Numerical differentiation; Nonparametric estimation; Risk premium;
Keywords: C12; C22; G17; Asymmetry; GARCH; Mixture of Gaussian distributions; Generalized hyperbolic distributions; S&P 500; Leverage effect;
Keywords: Q41; Q47; G13; G17; C53; C58; Volatility forecasting; Investor fear gauge; Crude oil futures; HAR models; Realized volatility;
Keywords: Investor sentiment; Emerging stock market; Liquidity; Behavioral Finance; G11; G12; G14; G17; G23;
Keywords: E37; E44; E47; G17; Q02; Macroeconomic determinants; Volatility; Commodity futures; Emerging markets; GARCH-MIDAS model;
Keywords: C58; G12; G17; G24; Sovereign risk; Credit yield curve; Global financial crisis; Sovereign ratings;
Keywords: C22; E44; F36; G17; G19; Financial market; Global financial crisis; Information spillover; Macroeconomic variables; Overseas shock; VAR-DCC-MGARCH;
Keywords: Mean-variance portfolio optimization; Correlation matrix; Random matrix theory; Non-market correlation matrix; Sensitivity test; Simulation experiment; G11; G17; C10;
Keywords: G32; G12; G17; Sovereign credit risk; Default risk; CDS spreads; Expected default frequencies (EDFs);
Keywords: C14; C53; G17; Co-jumps; Currency markets; Realized covariance; Wavelets; Bootstrap;
Keywords: G17; C52; C14; L94; Q47; Volatility forecast; Heterogeneous autoregressive model; Volatility of realized volatility; Inverse leverage effect; Measurement errors; Electricity markets;
Keywords: Stock's IATS; Google trends; Memory; Fluctuation analysis; C14; C15; C32; C53; G17; Q47;
Keywords: Realized volatility; Multifractal volatility; HAR-RV; ARFIMA-RV; MCS test; G1; G17;
Keywords: Value-at-Risk; Forecasting; Wavelet decomposition; Regulatory back-testing; C53; C58; G17; G28; G32;
Keywords: G11; G12; G14; G17; Predictability; Stock returns; Equity premium; Asset allocation; Frequency domain; Wavelets;
Keywords: Credit risk rating migration modeling; Economic capital provision; Experimental non linear science; Computational methods and micro-simulation; C63; G17; G21; G24; G28; G31; G32;
Keywords: G14; G17; Q41; Q47; Forecasting; Crude oil market; Crude oil futures; Trading strategy; Artificial neural network; Bootstrap aggregation; Bagging; Genetic algorithm; Fuzzy logic; Error correction model; Transaction costs; Autoregressive distributed lag; F
Keywords: G17; G 22; D14; C53; I31; Participating life annuity; Gender-neutral pricing; Gender composition; Stochastic mortality; Asset liability model; Lifetime utility;
Keywords: E43; G12; G13; G17; Bond volatility index; Stock return predictability; Asset allocation; Out-of-sample test; Return decomposition;
Keywords: G33; G17; Bankruptcy prediction; Financial distress; Accounting based statistical models; Market based models; Value erosion model;
Keywords: Feedback trading; High-frequency trading; Cross-listing; Spillover; Volatility; Liquidity; G12; G14; G17;
Keywords: Dividend-to-price ratio; Return predictability; Dividend growth predictability; G12; G17; N2;
Keywords: Crude oil; Futures; Options; Speculation; Risk aversion; Risk premium; G13; G17;
Keywords: Minimum spanning tree; Non-stationarity; Asset price dynamics; Network analysis; Factor model; C18; G12; G17; C52;
Keywords: G17; L11; L21; L87; L91; Q4; Macroeconomic shocks; Oil price development; Structural vector auto regression; Logistics service providers; Clusters;
Keywords: Spline models; Exponential term structure models; Curve fitting; Risk management; Price index; C51; C58; G17;
Keywords: Dynamic/static portfolio policy; Time-varying covariances; Transaction costs; G11; G17;
Keywords: G12; G17; G11; Asset pricing; Factor models; Equity premium; Forecasting; Risk hedging;
Keywords: High frequency trading; Overnight return; Intraday; Predictability; Momentum; G11; G14; G17;
Keywords: C53; C58; G11; G14; G17; Equity risk premium; Out-of-sample forecasting; Economic constraints; Predictive regression; Asset allocation; Business cycles;
Keywords: C22; G15; G17; Cross-quantilogram; Directional predictability; Developed market; Emerging market; Uncertainty;