Search Results

Foreign Exchange Strategies Performance,
Raúl Álvarez del Castillo Penna, José Antonio Núñez Mora and Leovardo Mata Mata, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2018)
Keywords: Currencies, Carry Trade, Momentum strategy, Value strategy, Transaction costs, portfolio

Dependence structure analysis between stock index futures and spot markets in the case of the “Golden week” effect,
Lanwenjing Yin, Kanchana Chokethaworn and Chukiat Chaiboonsri, in The Empirical Econometrics and Quantitative Economics Letters (2013)
Keywords: Dependence, Stock index futures, Spot markets, “Golden week” effect, Copula-ARMA-GARCH models

Financial crises and volatility spillovers among emerging European equity markets,
Ugur Ergun and Zehra Mahmutović, in Journal of Economic and Financial Studies (JEFS) (2014)
Keywords: Balkan transition economies; GARCH (1.1); Equity markets; Volatility spillover.

Arbitragem Estatística, Estratégia Long-Short Pairs Trading, Abordagem com Cointegração Aplicada ao Mercado de Ações Brasileiro,
João F. Caldeira, in Economia (2013)
Keywords: Pairs Trading, Arbitragem Estatística, Cointegração, Estratégia Neutra ao Mercado, Eficiência de Mercado

Structural Relationships between Equity Flows, Stock Prices and Exchange Rate (in Korean),
Cheonggu Cho, in Economic Analysis (Quarterly) (2018)
Keywords: Portfolio rebalancing, Equity flows, Stock prices, Exchange rates, Identification through heteroscedasticity

Predicción de las Razones de Cobertura Cruzada Optima en el Mercado del Petróleo Mexicano,
Raúl de Jesús Gutiérrez, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2018)
Keywords: Modelos GARCH bivariados; Razón de cobertura cruzada óptima; Mercados de futuros sobre petróleo; Prueba de Hansen

Fat Tails, Value at Risk, and the Palladium Returns,
Jianhua Ding, Turen Guo and Bin Guo, in Journal of Applied Management and Investments (2018)
Keywords: skewed t distribution, goodness of fit, risk management, precious metal

Dynamic model for hedging of the European stock sector with credit default swaps and EURO STOXX 50 volatility index futures,
Rania Zghal, Ahmed Ghorbel and Mohamed Triki, in Borsa Istanbul Review (2018)
Keywords: CDS index; VSTOXX futures; Stock sector; DCC; ADCC; Hedge-safe haven; Optimal hedge ratios; Portfolio variance

Impact of credit quality on credit spread of Green Bonds: A global evidence,
Sisira Colombage and K.G.M. Nanayakkara, in Review of Development Finance Journal (2020)
Keywords: Credit rating, credit spread, green bonds, investment-grade bonds, non-investment-grade bonds, hybrid method in panel regression

The Behaviour of Volatility Components of Brazilian Stocks,
Hudson Chaves Costa, João Henrique Gonçalves Mazzeu and Newton Carneiro Affonso da Costa, in Brazilian Review of Finance (2016)
Keywords: Idiosyncratic volatility, Average correlation, Disaggregated volatility, Brazilian stock Market

Testing Term Structure Estimation Models: Evidence from Taiwan's Government Bonds Market,
Jian-Hsin Chou, Hong-Fwu Yu and Hwu Der-Rong, in Journal of Economics and Management (2008)
Keywords: term structure of interest rates, exponential B-spline model, Diament model, Mansi and Phillips model

Portfolio Management for Privately-Held Securities: Investment Selection and Performance Measurement,
Terry Dorsey, in Journal of Entrepreneurial Finance (1994)
Keywords: Portfolio , Portfolio Management, Securities, Privately-Held, Investment Selection

Pricing High Growth Firms: Arbitrage Opportunities in the Inc. 100,
Benoit F. Leleux, Veronique M. Matthys and Julian E. Lange, in Journal of Entrepreneurial Finance (1996)
Keywords: Arbitrage, High Growth Firms, Inc 100, Valuation

Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management,
S. Browne, from Columbia - Graduate School of Business (1996)
Keywords: FINANCIAL MARKET;PRICING;PORTFOLIO;INVESTMENTS

Technology, Transactions Costs, and Investor Welfare: Is a Motley Fool Born Every Minute?,
L.A. Stout, from Georgetown University Law Center (1997)
Keywords: CAPITAL MARKET ; TECHNOLOGY ; SECURITIES

Technical Analysis versus Fundamental Analysis of Securities,
Madalina - Gabriela Anghel, in Romanian Statistical Review Supplement (2013)
Keywords: technical analysis, fundamental analysis, financial indicators, securities

Dört faktörlü varlık fiyatlama modelinin İMKB’de test edilmesi,
Ulaş Ünlü, in Iktisat Isletme ve Finans (2012)
Keywords: Fama ve French üç faktör modeli, Dört faktör modeli, Momentum, Varlık fiyatlama.

İstanbul Menkul Kıymetler Borsası’nda işlem gören hisse senetlerinin fiyatlandırılmasında likiditenin rolü,
Aslı Yüksel, Aydın Yüksel and Mete Doğanay, in Iktisat Isletme ve Finans (2010)
Keywords: Varlık fiyatlandırması, likidite, İstanbul Menkul Kıymetler Borsası

OPTIMIZATION OF UTILITY FUNCTION OF THE DEMAND FOR FINANCIAL ASSETS OPTIMIZACION DE LA FUNCION DE UTILIDAD DE LA DEMANDA DE ACTIVOS FINANCIEROS,
Lilia Alejandra Flores Castillo and Conrado Aguilar Cruz, in Revista Internacional Administracion & Finanzas (2017)
Keywords: Investment Decisions, Valuation of Financial Assets

ELECCION DE PORTAFOLIO EN PRESENCIA DE MERCADOS ILIQUIDOS,
Luis Felipe Varas Greene, in Abante (2006)
Keywords: Portfolio Choice, Liquidity

Financial Innovation and Portfolio Risks,
Alp Simsek, in American Economic Review (2013)

ANÁLISIS DEL RIESGO BETA EN EL MERCADO BURSÁTIL ESPAÑOL,
Rosa María Cáceres Apolinario and Juan García Boza, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2004)
Keywords: Beta, Estabilidad, Comportamiento temporal, Predicción

INFLUENCING FACTORS OF VALUATION MULTIPLES OF COMPANIES,
Ciprian Codau, in Annales Universitatis Apulensis Series Oeconomica (2013)
Keywords: valuation multiples, company value, factors of influence, market approach, valuation.

MOVING AVERAGES IN TECHNICAL ANALYSIS OF LISTED FINANCIAL INSTRUMENTS,
Daniela Zapodeanu and Dorina Popa, in Annales Universitatis Apulensis Series Oeconomica (2006)
Keywords: moving averages, trend, simple moving average, weighted moving average, exponential moving average

Implementation of Reinganum's Investment Strategy in Long Term Equity Fund in the Stock Exchange of Thailand,
Kamphol Panyagometh, in International Journal of Economics and Financial Issues (2017)
Keywords: Investment Strategy, Portfolio Management, Trading Strategy

An Examination of the Time Variation in Systematic Risk on the Stock Exchange of Mauritius,
Sunil Bundoo, in The African Finance Journal (2006)
Keywords: Stock Exchange of Mauritius, Time-varying Beta

An Investigation of the Size and Value Premium on the Stock Exchange of Mauritius,
Sunil K. Bundoo, in The African Finance Journal (2006)
Keywords: Size, Value, Premium, Mauritius Stock Exchange

An Analysis of Mutual Fund Performance on the Stock Exchange of Mauritius,
Sunil Bundoo, Boopen Seetanah and Zaineh Pooloo, in The African Finance Journal (2010)

Les caracteristiques institutionnelles, traditionnelles et les modes de determination des cours de l'actif a la bourse de valeurs du Nigeria,
E.L. Inanga and C. Emenuga, from African Economic Research Consortium (1998)
Keywords: BOURSE ; NIGERIA ; CAPITAL ; MARCHE FINANCIER ; MODELES ECONOMETRIQUES

Investors' favourite - A different look at valuing individual labour income,
Jan Voelzke, Jeanne Diesteldorf, Fabian Goessling and Till Weigt, from Center for Quantitative Economics (CQE), University of Muenster (2017)
Keywords: Human Capital Contracts, Asset Pricing, Substantial-Gain-Loss-Ratio

Conditional Correlation on CEE Stock Markets,
Kralik Lóránd István, in Ovidius University Annals, Economic Sciences Series (2018)
Keywords: stock index returns, multivariate GARCH, conditional correlation, diagonal BEKK, financial crises

Can US Wage Increases be Regarded as a Leading Indicator for Bond Rates?,
Ekin Ayse Ozsuca Erenoglu and Elif Oznur Acar, in World Journal of Applied Economics (2020)
Keywords: Wage increases; Bond rates; Granger causality

Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches,
Joao Dionísio Monteiro and Ernesto Raúl Ferreira, in Czech Journal of Economics and Finance (Finance a uver) (2019)
Keywords: U.S. equity exchange-traded funds, overnight and daytime returns, day-of-the-week effect, mean-variance, sharpe ratio, stochastic dominance

A Segmented and Observable Yield Curve for Colombia,
Carlos Castro-Iragorri, Juan Felipe Peña and Cristhian Rodríguez, in Journal of Central Banking Theory and Practice (2021)
Keywords: Term structure, Nelson-Siegel, Preferred habitat theory.

Calculation of the Human Development Index for Northern Cyprus Using Economic Measurements from the Post-Conflict Period,
Ali Cevat Taşıran and Ceylan Ünver, in Ekonomi-tek - International Economics Journal (2016)
Keywords: Human Development Index, Granger Causality, Fixed-Effect Panel Data Models, SUR Estimates

The new approaches in econometric research of financial markets. Distributed volatility,
V. I. Tinyakova, in Review of Applied Socio-Economic Research (2012)
Keywords: volatility, distributed volatility, forecast estimation of volatility, financial market, VaR, Black-Scholes formula, CRR-model, model ARCH

Network-based Measures as Leading Indicators of Market Instability: The case of the Spanish Stock,
Gustavo Peralta, from CNMV- Spanish Securities Markets Commission - Research and Statistics Department (2015)
Keywords: Network Theory, Stock Markets, Systemic Risk Indicators

EFFICIENCY OF THE INSURANCE ACTIVITY: INSURER VS INSURED,
Ana Preda, in Annals of University of Craiova - Economic Sciences Series (2013)
Keywords: efficiency, insured, insurer, financial results

Market Efficiency and Performance of Multimarket Funds,
Rodrigo Fernandes Malaquias and William Eid Junior, in Brazilian Review of Finance (2013)
Keywords: Multimarket Funds, Performance, Market Efficiency Hypothesis.

Mean-Variance Efficiency of the Market Portfolio,
Rafael Falcão Noda, Roy Martelanc and José Roberto Securato, in Brazilian Review of Finance (2014)
Keywords: CAPM, portfolio management, cost of capital

HIGH PORTFOLIO TURNOVER AND PERFORMANCE OF EQUITY MUTUAL FUNDS,
Pedro Luiz Albertin Bono Milan and William Eid Junior, in Brazilian Review of Finance (2014)
Keywords: equity mutual funds, active portfolio management, portfolio turnover rate, performance, , equity mutual funds, active portfolio management, portfolio turnover rate, performance

From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks,
Martin Bohl, Philipp Kaufmann and Patrick Stephan, from Center for Quantitative Economics (CQE), University of Muenster (2012)
Keywords: Renewable Energy Stocks, Performance Measurement, Speculative Bubbles, Sup ADF Test, Markov Regime-Switching ADF Test

Weakening the Gain-Loss-Ratio measure to make it stronger,
Jan Voelzke, from Center for Quantitative Economics (CQE), University of Muenster (2014)
Keywords: Gain-loss ratio, acceptability index, incomplete markets, good-deal bounds

La matriz de covarianzas de residuales en la asignación y valuación de activos,
Benjamín García Martínez and Arturo Lorenzo Valdés, in Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics) (2008)
Keywords: Media-varianza, residuales, CAPM, elección de portafolio

Mutual Fund Flows and Benchmark Portfolio Returns,
Joakim Kvamvold, in International Journal of Economics and Financial Issues (2017)
Keywords: Mutual Funds, Investment Flows, Portfolio Returns

Firm Decisions: Determinants of Investments,
Ionescu Alexandra, in Ovidius University Annals, Economic Sciences Series (2011)
Keywords: investment decisions, stock market

Why Would Financial Bubbles Evolve After New Technologies?,
Haim Kedar-Levy, in Journal of Entrepreneurial Finance (2007)
Keywords: Financial Bubbles, New Technology, Asset Allocation

Do Analystz' Reports Generate Trade for Their Firms? Evidence from the Toronto Stock Exchange,
P.J.A. Irvine, from Rochester, Business - Ph.D., (1996)
Keywords: STOCKS ; TRADE

L'alteration prudente des probabilites comme solution a l'enigme de la prime de risque,
T. Chauveau and N. Nalpas, from Caisse des Depots et Consignations - Cahiers de recherche (1999)
Keywords: PRIME DE RISQUE ; MODELES ECONOMIQUES Services des etudes economiques et financieres, 195 Boulevard Saint-Germain-75005 Paris, France. 42p.

Mutual Funds and Financial Stability,
F.R. Edwards, from Columbia - Graduate School of Business (1995)
Keywords: FINANCIAL MARKET;BONDS;SHAREHOLDERS;INVESTMENTS;INTERNATIONAL FINANCE

Can Book-to-Market, Size and Momentum Be Risk Factors that Predict Economic Growth?,
J. Liew and M. Vassalou, from Columbia - Graduate School of Business (1999)
Keywords: ECONOMIC GROWTH ; MARKET ; RISK

Politique financiere, opportunites d'investissement et actifs incorporels en Europe: Theorie et etude empirique,
C. Moussu and C. Thibierge, from Ecole Superieure de Commerce de Paris. Groupe ESCP- (1996)
Keywords: INVESTISSEMENTS;POLITIQUE FINANCIERE;ENTREPRISES

Mutual fund flows: Where does the money go?,
Licheng Cai Harlan Platt, Licheng Cai and Marjorie Platt, in Journal of Economic and Financial Studies (JEFS) (2014)
Keywords: Lagged returns;Mutual fund return;Sectoral allocation

The Recent Records on the US Stock Market – High Intrinsic Value or Just Another Bubble?,
Dimiter Nenkov, in Ikonomiceski i Sotsialni Alternativi (2014)
Keywords: stock market, High Intrinsic Value, bubble on the stock market

Predicting Intra-Day and Day of the Week Anomalies in Turkish Stock Market,
Kemal Eyuboglu, Sinem Eyuboglu and Rahmi Yamak, in Romanian Economic Journal (2016)
Keywords: Intra-day effect; day of the week effect; Borsa Istanbul; capital markets

A STUDY OF THE IMPACT OF THE INDIAN STOCK MARKET CRASH OF 2008 ON IPOS LISTED ON THE NATIONAL STOCK EXCHANGE,
Divya Jindal and Ravi Singla, in Journal of Academic Research in Economics (2016)
Keywords: IPO, Initial Return, Stock market crash, leverage.

Ödül beta yaklasımının Istanbul Menkul Kıymetler Borsası’nda uygulanması,
Sezgin Demi̇r and Yusuf Kaderli̇, in Iktisat Isletme ve Finans (2008)
Keywords: ödül beta yaklasımı, ortalama-risk modeli, portföy teorisi

Türkiye’de devlet iç borçlanma senetlerinin günlük getirilerinde mevsimsellik ve koşullu risk,
Macide Çi̇çek, in Iktisat Isletme ve Finans (2008)
Keywords: devlet iç borçlanma senetleri getirileri, devlet tahvili ve hazine bonosu piyasası, mevsimsellik, takvimsel etkiler, koşullu risk, egarch, türkiye

Hisse senetlerinde risk ayrışımı ve İstanbul Menkul Kıymetler Borsası’nda bir uygulama,
M. Mete Doğanay, Ramazan Aktaş and Ünsal Ban, in Iktisat Isletme ve Finans (2006)
Keywords: risk, firma riski, risk ve getiri, hisse senedi piyasası

Do Managed Futures Make Good Investments?,
F.R. Edwards and J.M. Park, from Columbia - Graduate School of Business (1995)
Keywords: FINANCIAL MARKET;BONDS;SHAREHOLDERS;INVESTMENTS;INTERNATIONAL FINANCE

Does MAX Anomaly Exist in Emerging Market: Evidence from the Turkish Stock Market?,
Ozkan Haykir, in International Journal of Economics and Financial Issues (2018)
Keywords: MAX effect; Extreme return; Turkish stock market.

Size and liquidity effects in Nigeria: an industrial sector study,
Bruce Hearn, in Journal of Developing Areas (2014)
Keywords: Liquidity, Asset Pricing, CAPM, Africa, Nigeria

ФОРМИРАНЕ НА ИНВЕСТИЦИОНЕН ПРОФИЛ ЗА АКЦИИ, ТЪРГУВАНИ НА БЪЛГАРСКАТА ФОНДОВА БОРСА ЗА ПЕРИОДА АВГУСТ 2016 – ДЕКЕМВРИ 2017,
Стефан Симеонов and Теодор Тодоров, in Economics 21 (2018)
Keywords: инвестиционен профил, инвестиционни параметри, микроиндикатори и микропоказатели за пазарна ликвидност, коефициент на търговските дни,коефициент на търгувания обем

The Policy Effects of Lifting the Short-Sale Price Restriction on Stock Price Behaviors,
Shih-Ju Chan, Ching-Chung Lin and Wen-Hsiu Kuo, in Journal of Economics and Management (2008)
Keywords: abnormal return, short sales, Taiwan 50 Index, volatility

The Hedging of Interest Rate Risk in Enterprises’ Loans (Zabezpieczenie ryzyka stopy procentowej w kredytowaniu dzialalnosci przedsiebiorstw),
Monika Klimontowicz and Anna Pyka, in Research Reports (2018)
Keywords: interest rate risk, interest rate swap, forward rate agreements, currency interest rate swap, interest rate options

The Impact of Corporate Governance on the Value of Enterprises (Wplyw corporate governance na wartosc przedsiebiorstwa),
Anna Wierzbicka, in Research Reports (2018)
Keywords: corporate governance, enterprise value

A Modified Risk Parity Method for Asset Allocation,
Akhilesh Maewal and Joel R. Bock, in Journal of Economics and Financial Analysis (2019)
Keywords: Risk Parity; Asset Allocotion; Decision Making; Portfolio Optimizaion.

A Behavioral Economics Exploration into the "Volatility Anomaly" ``,
Seiichiro Iwasawa and Uchiyama Tomonori, in Public Policy Review (2013)
Keywords: volatility, anomaly, behavioral bias, institutional investor, individual investor

Addicted to Ratings: The Case for Reducing Governments’ Reliance on Credit Ratings,
Philippe Bergevin, in C.D. Howe Institute Backgrounder (2010)
Keywords: Financial Services, credit-rating agencies (CRAs), third party credit risk assessment, nationally recognized statistical rating organizations (NRSROs)

EMPLOYEE BENEFITS AND STOCK RETURNS: A LOOK AT HEALTH CARE BENEFITS,
Vichet Sum, in Accounting & Taxation (2013)
Keywords: Risk premiums, Risk adjusted excess returns, Health-care premiums

Generalized Systematic Risk,
Ohad Kadan, Fang Liu and Suying Liu, in American Economic Journal: Microeconomics (2016)

Relationship between Liquidity, Volatility and Trading Activity: An Intraday Analysis of Indian Stock Market,
Namitha K. Cheriyan and Lazar Daniel, in International Journal of Economics and Financial Issues (2019)
Keywords: Indian stock market, intraday liquidity, OLS regression, trading activity, volatility

Testing postmodern portfolio theory based on global and local single factor market model: Borsa Istanbul case,
Mehmet Emin Yildiz and Yaman O. Erzurumlu, in Borsa Istanbul Review (2018)
Keywords: Asset pricing; Downside beta; Downside CAPM; Downside risk; Semivariance; Borsa Istanbul

Performance persistence in institutional investment management: The case of Chinese equity funds,
Zia-ur-Rehman Rao, Amjad Iqbal and Muhammad Zubair Tauni, in Borsa Istanbul Review (2016)
Keywords: Emerging markets; Equity mutual funds; Expense ratio; China; Performance; Persistence

Islamic stock markets and potential diversification benefits,
Mouna Boujelbene Abbes and Yousra Trichilli, in Borsa Istanbul Review (2015)
Keywords: Islamic finance; Stock market integration; Diversification benefits; VECM

Efficiency and Limited Arbitrage in the Stock Markets:Evidences from ISE,
Bekir Elmas, in Istanbul Stock Exchange Review (2012)
Keywords: Market efficiency, arbitrage, stock market

The interpretative ability of coefficient R2 to calculate the firm value,
Chara Theodoraki, in SPOUDAI Journal of Economics and Business (2014)
Keywords: R2; firm value; Tobin’s Q; long run performance.

Aftermarket Performances of Book Building and Fixed Price Offerings on the Istanbul stock Exchange,
Erkin Uzun, in Istanbul Stock Exchange Review (2009)
Keywords: Initial Public Offering, IPO, underpricing, abnormal return, fixed price offer, book building, aftermarket performance of IPOs

Assessing performance of Morningstar’s star rating system for equity investment,
Paul J. Bolster, Emery A. Trahan and Pinshuo Wang, in Journal of Economic and Financial Studies (JEFS) (2016)
Keywords: Asset pricing, investment decisions, ratings and rating agencies, security analyst.

VALUACIÓN DEL VALOR EN RIESGO DE BONOS CUPÓN CERO EN EL MERCADO FINANCIERO MEXICANO A TRAVÉS DEL MODELO DE VASICEK, CIR Y SIMULACIÓN MONTE CARLO CON SALTOS DE POISSON,
Fernando Cruz Aranda, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2006)
Keywords: Valor en riesgo, bono cupón cero, simulación Monte Carla

Momentum and Investor Sentiment: Evidence from Asian Stock Markets,
Shangkari V. Anusakumar and Ruhani Ali, in Capital Markets Review (2017)
Keywords: Momentum, investor sentiment, global sentiment, Asia, optimism.

BORSA İSTANBUL’DA İLK HALKA ARZLARIN UZUN DÖNEM PERFORMANS ANALİZİ: NORMALÜSTÜ GETİRİ MÜMKÜN MÜ?,
Tekiner Kaya, in Journal of Research in Economics, Politics & Finance (2017)
Keywords: İlk Halka Arz, Uzun Dönem Performans, Normalüstü Getiri

Arbitraj Fiyatlama Modeli İle Türkiye’de Pay Getirilerini Etkileyen Makroekonomik Göstergelerin Analizi,
Sinem Atici, Nihan Demi̇r and Mert Ural, in Journal of Research in Economics, Politics & Finance (2019)
Keywords: Borsa İstanbul, Pay Getirileri, Arbitraj Fiyatlama Modeli

Recurring Firm Events and Predictable Returns: The Within-Firm Time Series,
Samuel M. Hartzmark and David H. Solomon, in Annual Review of Financial Economics (2018)
Keywords: asset pricing, recurring events, return predictability, seasonality, earnings, dividends

Liquidity and Stock Returns: New Evidence From Johannesburg Stock Exchange,
Godfrey Marozva, in Journal of Developing Areas (2019)
Keywords: Liquidity, stock returns, augmented Fama there-factor model, CAPM, JSE

TRIMMING EFFECTS AND MOMENTUM INVESTING,
H. W. Wayne Yang, Po-Wei Shen and An-Sing Chen, in The International Journal of Business and Finance Research (2020)
Keywords: Trimming Level,Trading Strategies, Investment Strategies

Pricing Ability of Four Factor Model using Quantile Regression: Evidences from India,
Prashant Sharma, Prashant Gupta and Anurag Singh, in International Journal of Economics and Financial Issues (2016)
Keywords: Asset Pricing, Fama-French Factor Model, Quantile Regression, Cahart's Momentum

Stock Valuation Methods,
Delia Andreea Florea and Diana Iulia Opriș, in CECCAR Business Review (2021)
Keywords: entity value, evaluation, listed companies, investor, market capitalization, stock market methods

The Comparative Performance Evaluation of the Fama-French Five Factor Model in Turkey,
Songül Kakýllý Acaravcý and Yunus Karaömer, in Isletme ve Iktisat Calismalari Dergisi (2018)
Keywords: CAPM, Fama-French Factor Models, Regression Analysis.

Strategic Allocation of Pension Reserve Funds: Application of ALM Model and LDI Technique || Asignación Estratégica de Fondos de Reserva de Pensiones: Aplicación del Modelo ALM y LDI Técnica,
Latifa Aitoutouhen and Faris Hamza, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2019)
Keywords: solvency, reserves fund, economic scenario generation (ESG), Monte Carlo simulation, ALM model, strategic allocation, LDI strategy, Moroccan civil pensions regime, solvencia, fondo de reservas, generación de escenarios económicos (ESG), simulación de Monte Carlo, modelo ALM, asignación estratégica, estrategia LDI, régimen de pensiones civiles marroquíes