Alternative asset classes
Adjustment Dynamics Between Alternative Asset Classes: Gold, Rupee & Crude Using ARDL Bounds Testing Approach
... two alternative asset classes for their relation using statistical tools including Granger Causality, Engle-Granger Co-integration & ...two asset classes ;co-integration was however ...
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The trend is our friend: Risk parity, momentum and trend following in global asset allocation
... of asset allocation of 60% in domestic equities and 40% in domestic bonds and, apart from a little rebalancing, holding these positions indefinitely increasingly appears ...explore alternative asset ...
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The Trend is Our Friend : Risk Parity, Momentum and Trend Following in Global Asset Allocation
... of asset allocation of 60% in domestic equities and 40% in domestic bonds and, apart from a little rebalancing, holding these positions indefinitely increasingly appears ...explore alternative asset ...
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Plant Modelling Framework: software for building and running crop models on the APSIM platform
... PMF classes represent generic elements of the plant structure or function and can be parameterised to represent different sets of functionality for different ...function classes also achieves code reuse ...
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Evaluating alternative methods for testing asset pricing models with historical data
... In this paper, we follow the correct JW (2002) framework for comparing the estimates and specification tests of the classical Beta and SDF methods, using historical data instead of simulations. Furthermore, and contrary ...
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The Dark Side of Alternative Asset Markets: Networks, Performance and Risk Taking
... We here in our Hedge Fund undertake original modeling and research, we believe we make market trends not follow them, and our performance outcomes are superior giving force to our belief[r] ...
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Efficiency of Currency Asset Classes
... Papaioannou et al. (2006) also estimate the efficient allocation of the CHF, EUR, GBP, JPY and the USD in the currency portfolio supposedly managed by central banks. The authors primarily try to determine the impact of ...
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Peer editing as a way of developing ELT students’ writing skills: An action research
... The reflections from students mainly showed that they were in favor of peer editing in writing classes. This result supported previous studies in the literature. For example, Neff (2006) and Harutyunyan and Poveda ...
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An Alternative Approach to Measuring Opportunity-to-Learn in High School Classes
... The measure of classroom practices such as delivered content is important in the light of increased calls for educational accountability. In order to account for education, school practices need to be described, ...
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Analytical Hierarchy Process and Goal Programming Approach for Asset Allocation
... Asset allocation in portfolio construction must simultaneously consider market conditions and investors’ specific pref- erences. Therefore, it is a multi-criteria decision that goes beyond the scope of the ...
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Default-Implied Asset Correlation: Empirical Study for Moroccan companies
... three classes of notation: F, G and H have a coefficient k greater than 150% in line with the highest probability of default, which is very logical then that a company that is more risky requires a higher ...
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The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test
... this asset class to a diversified portfolio of ordinary assets increases its Sharpe ratio (Edwards and Liew, 1999; Pézier and White, 2008; and so ...this asset class if we are aware of tail ...
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Peer-learning: An Alternative Teaching Pedagogy for Highly Teacher Centered Classes
... remedial classes were ...remedial classes (FGT4; ...remedial classes for teaching if they were behind in terms of syllabus ...remedial classes were supervised by teachers in turn and they were ...
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Long-Tail Distributions And Total Returns On Risk-Based Investment Products
... At the same time, however, results here suggest that implicit “all-in” fixed income component when social security is included provides an important backstop to black swan events. This backstop is more important, the ...
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Eberle, Stefan (2009): A Polynomial Algorithm for a NP-hard to solve Optimization Problem. Dissertation, LMU München: Fakultät für Physik
... Using a setting of normally and independently distributed asset classes it is relatively easy to find the true V aR minimum with the help of quadratic optimization techniques. On the other hand, applying ...
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Commodity investments: opportunities for Indian institutional investors
... various asset classes, during the period 2005 to 2011 (till May), are exhibited in Table 1 and Table ...specific asset class are found to be negative, may be due to the world-wide effect of US ...
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Forecasting oil price realized volatility using information channels from other asset classes
... A study that is quite distinct is this of Efimova and Serletis (2014), as it is the first paper to consider the inclusion of an additional asset class in their models in order to assess if this yields better ...
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An Analysis of Gold Futures as an Alternative Asset: Evidence from India
... an alternative asset in a portfolio of stock and bond to get the benefit of ...haven asset during the financial and economic upheaval which is against the expectation of market ...
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Inflation Hedging Properties of Different Asset Classes in Malaysia
... In this section, we examine the ARDL bounds testing for the co- integration between each of the nominal asset returns (i.e. nsr, ngr, nrer, tby and tbr) and inflation. Table 3 presents the results of the ARDL ...
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Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada
... The holdings-based method of Jiang, Yao, and Yu (2007) uses observed mutual fund asset holdings data. This involves calculating a fund’s beta as a weighted average of the betas of individual stocks held in a fund ...
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