SMART 发表于 2025-3-25 03:29:12
Compositional Model Checking Is Lively,s can also be applied to nearly any asset class. Initially, most of the methods were intended to be used for US stock data. Then, the scope was extended to international stock markets and other asset classes such as foreign exchange (FX), commodities, or bonds. The latest asset class to which the saRct393 发表于 2025-3-25 10:58:20
Decomposition of Constraint Automata,und that some characteristics achieve similar good results (i.e., positive excess returns, low correlations to long-only strategies) across different asset classes. If those characteristics are robust over asset classes such as equities, fixed income, commodities, and others, it could be assumed therheumatism 发表于 2025-3-25 15:03:14
Structured Contexts with Fibred Semantics,works have been published, which mostly investigate various different topics in only a handful of virtual assets. The full cross-section of digital assets is only investigated sparsely. Nevertheless, some context regarding this young stream of the finance literature is provided, especially with rega鄙视读作 发表于 2025-3-25 17:33:52
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Norbert Fuchs,Sieglinde Stainer this approach was used to investigate whether the predictions of the CAPM hold in empirical tests. Since the ex ante beta of an asset is not observable, and data issues make tests difficult for single assets, portfolio sorts combine multiple assets into a portfolio of assets to mitigate such issues关节炎 发表于 2025-3-26 10:46:39
Horst Zuse,Peter Bollmann-Sdorrarincipal component analysis are used to condense the information contained in the digital asset dataset. After investigating the principal components more deeply, it emerges that this first approach yields no statistically significant results. Therefore, as a second step fundamental as well as other使痛苦 发表于 2025-3-26 16:40:53
Properties of Software Measuresns of characteristics which are able to describe and explain the cross-section of digital asset returns. The standard procedure in the asset pricing and investment styles literature to harvest such characteristic premia is to construct hedge portfolios based on a specific characteristic. In digitaloptional 发表于 2025-3-26 18:44:12
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