This paper provides a review on machine learning methods applied to the asset
management discipline. Firstly, we describe the theoretical background of both machine …

Does past stock price reaction to pandemics contain information about future returns? To
answer this, we estimate firm exposure to a pandemic index representing global concerns of …

Recently Brusov et al. have developed innovative investment models that are very close to
investment practice. Investment models with frequent payments of tax on profit and of …

In the field of financial investment, accurate prediction of financial market values can
increase investor profits. Investor personality affects specific portfolio solutions, which keeps …

New modern investment models are created to be as close as possible to real investment
conditions. We consider long-term as well as arbitrary duration models with payments of …

La pandemia del COVID-19 ha tenido un impacto significativo en la economía mundial,
afectando el desempeño financiero de las empresas, y Ecuador no ha sido la excepción …

The aggregate US equity market has outperformed the rest of the world over the past
decade. Additionally, correlation across equity markets of different geographic regions has …

The paper proposes an application of Bayesian methodology to analyze the attachment
effectiveness in the national economy. The methods for creation the BNs structure, their …

We present evidence that mid-cap stocks outperform small-cap (large-cap) stocks when
large-cap (small-cap) stocks outperform small-cap (large-cap) stocks. Portfolios of mid-cap …

The sensitivity of systematic factors to the return horizon has attracted researchers' attention,
while the horizon effect on profitability and investment has not yet been assessed. In this …