The term structure of machine learning alpha
Abstract Machine learning (ML) models for predicting stock returns are typically trained on
one-month forward returns. While these models show impressive full-sample gross alphas …
one-month forward returns. While these models show impressive full-sample gross alphas …
Optimizing pension outcomes using target‐driven investment strategies: Evidence from three Asian countries with the highest old‐age dependency ratio
Z Bai, K Wallbaum - Asia‐Pacific Journal of Financial Studies, 2020 - Wiley Online Library
As a response to unforeseeable market turbulence—such as the 2008 financial crisis and
the most recent market drawdown triggered by the COVID‐19 pandemic—we propose a …
the most recent market drawdown triggered by the COVID‐19 pandemic—we propose a …
Making a Complex Investment Problem Less Difficult: Robo Target-Date Funds
JE Fisch, JA Turner - The Journal of Retirement, 2018 - search.proquest.com
Investing is a complicated affair, particularly for people with low financial literacy. Target-
date funds are designed to make investing easy for pension participants. To simplify the …
date funds are designed to make investing easy for pension participants. To simplify the …
Optimizing Pension Outcomes Using Target Volatility Investment Concept
Z Bai - 2022 - search.proquest.com
The target volatility strategy is a very popular investment concept in financial marketplace.
For my dissertation, I focus on studying the target volatility investment concept in application …
For my dissertation, I focus on studying the target volatility investment concept in application …
Setting Realistic Goals for Personal Retirement Planning via Micro–Macro Analyses
The vulnerability of individuals planning for retirement has been growing as a result of the
conversion from defined-benefit plans to defined-contribution plans, the steady increase in …
conversion from defined-benefit plans to defined-contribution plans, the steady increase in …
Four Things to Consider to Trade Smarter in Asia
L Lovas - The Journal of Trading, 2013 - pm-research.com
Under conditions of upward-trending stock prices in the broad market, bull (long) leveraged
exchange-traded funds (LETFs) benchmarked to the S&P 500 Index produce significant …
exchange-traded funds (LETFs) benchmarked to the S&P 500 Index produce significant …